CCVIX vs. CPXIX
Compare and contrast key facts about Calamos Convertible Fund (CCVIX) and Cohen & Steers Preferred Securities and Income Fund, Inc. (CPXIX).
CCVIX is managed by Calamos. It was launched on Jun 21, 1985. CPXIX is managed by Cohen & Steers. It was launched on May 2, 2010.
Performance
CCVIX vs. CPXIX - Performance Comparison
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CCVIX vs. CPXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCVIX Calamos Convertible Fund | 0.22% | 18.83% | 9.71% | 10.61% | -21.23% | 5.13% | 48.51% | 19.18% | 0.38% | 14.04% |
CPXIX Cohen & Steers Preferred Securities and Income Fund, Inc. | -1.38% | 8.44% | 10.39% | 6.38% | -12.37% | 2.75% | 6.47% | 18.11% | -4.65% | 10.88% |
Returns By Period
In the year-to-date period, CCVIX achieves a 0.22% return, which is significantly higher than CPXIX's -1.38% return. Over the past 10 years, CCVIX has outperformed CPXIX with an annualized return of 10.06%, while CPXIX has yielded a comparatively lower 4.63% annualized return.
CCVIX
- 1D
- -1.77%
- 1M
- -6.23%
- YTD
- 0.22%
- 6M
- 1.65%
- 1Y
- 23.73%
- 3Y*
- 11.90%
- 5Y*
- 3.36%
- 10Y*
- 10.06%
CPXIX
- 1D
- -0.08%
- 1M
- -2.69%
- YTD
- -1.38%
- 6M
- -0.05%
- 1Y
- 5.92%
- 3Y*
- 9.11%
- 5Y*
- 2.53%
- 10Y*
- 4.63%
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CCVIX vs. CPXIX - Expense Ratio Comparison
CCVIX has a 1.10% expense ratio, which is higher than CPXIX's 0.84% expense ratio.
Return for Risk
CCVIX vs. CPXIX — Risk / Return Rank
CCVIX
CPXIX
CCVIX vs. CPXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Fund (CCVIX) and Cohen & Steers Preferred Securities and Income Fund, Inc. (CPXIX). 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.
| CCVIX | CPXIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.83 | -0.31 |
Sortino ratioReturn per unit of downside risk | 2.08 | 2.28 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.43 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.65 | +1.05 |
Martin ratioReturn relative to average drawdown | 9.65 | 6.77 | +2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCVIX | CPXIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.83 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.54 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.76 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.14 | -0.38 |
Correlation
The correlation between CCVIX and CPXIX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CCVIX vs. CPXIX - Dividend Comparison
CCVIX's dividend yield for the trailing twelve months is around 10.23%, more than CPXIX's 5.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCVIX Calamos Convertible Fund | 10.23% | 10.25% | 1.31% | 1.87% | 0.60% | 13.59% | 6.56% | 1.00% | 14.47% | 3.90% | 2.84% | 4.68% |
CPXIX Cohen & Steers Preferred Securities and Income Fund, Inc. | 5.26% | 5.54% | 5.52% | 5.76% | 5.40% | 4.89% | 5.17% | 5.30% | 5.88% | 5.01% | 5.75% | 5.91% |
Drawdowns
CCVIX vs. CPXIX - Drawdown Comparison
The maximum CCVIX drawdown since its inception was -36.56%, which is greater than CPXIX's maximum drawdown of -25.56%. Use the drawdown chart below to compare losses from any high point for CCVIX and CPXIX.
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Drawdown Indicators
| CCVIX | CPXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.56% | -25.56% | -11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -3.26% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.33% | -20.00% | -7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -27.33% | -25.56% | -1.77% |
Current DrawdownCurrent decline from peak | -7.71% | -3.00% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -2.72% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 0.82% | +1.39% |
Volatility
CCVIX vs. CPXIX - Volatility Comparison
Calamos Convertible Fund (CCVIX) has a higher volatility of 6.17% compared to Cohen & Steers Preferred Securities and Income Fund, Inc. (CPXIX) at 1.22%. This indicates that CCVIX's price experiences larger fluctuations and is considered to be riskier than CPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCVIX | CPXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 1.22% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 1.76% | +10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 3.16% | +12.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 4.67% | +7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 6.15% | +6.54% |