CCD vs. ICVT

Last updated Jun 3, 2026

CCD (Calamos Dynamic Convertible and Income Fund) is a stock, while ICVT (iShares Convertible Bond ETF) is Preferred Stock/Convertible Bonds fund tracking the Barclays U.S. Convertible Cash Pay Bond > $250MM Index.

Performance

CCD vs. ICVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Dynamic Convertible and Income Fund (CCD) and iShares Convertible Bond ETF (ICVT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CCD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ICVT

• 1D: 1.04%
• 1M: 9.19%
• YTD: 26.51%
• 6M: 26.15%
• 1Y: 44.47%
• 3Y*: 21.44%
• 5Y*: 8.16%
• 10Y*: 14.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CCD vs. ICVT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ICVT

ICVT Risk / Return Rank: 89
ICVT Sharpe Ratio Rank: 90
ICVT Sortino Ratio Rank: 88
ICVT Omega Ratio Rank: 88
ICVT Calmar Ratio Rank: 91
ICVT Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCD vs. ICVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Dynamic Convertible and Income Fund (CCD) and iShares Convertible Bond ETF (ICVT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CCD	ICVT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.12	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.79	—

Drawdowns

Drawdown Indicators

	CCD	ICVT	Difference
Max Drawdown Largest peak-to-trough decline	—	-33.25%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-7.55%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.22%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.95%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.25%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-9.50%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.07%	—

Volatility

Volatility by Period

	CCD	ICVT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.32%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.24%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.50%	—

Dividends

CCD vs. ICVT - Dividend Comparison

CCD has not paid dividends to shareholders, while ICVT's dividend yield for the trailing twelve months is around 1.28%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCD Calamos Dynamic Convertible and Income Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ICVT iShares Convertible Bond ETF	1.28%	1.73%	2.19%	1.85%	1.93%	7.70%	3.98%	1.86%	4.82%	2.56%	3.06%	1.57%