CCVIX vs. CVTRX
Compare and contrast key facts about Calamos Convertible Fund (CCVIX) and Calamos Growth and Income Fund (CVTRX).
CCVIX is managed by Calamos. It was launched on Jun 21, 1985. CVTRX is managed by Calamos. It was launched on Sep 21, 1988.
Performance
CCVIX vs. CVTRX - Performance Comparison
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CCVIX vs. CVTRX - 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% |
CVTRX Calamos Growth and Income Fund | -6.56% | 17.46% | 20.66% | 20.36% | -18.45% | 21.05% | 22.43% | 25.97% | -3.97% | 16.06% |
Returns By Period
In the year-to-date period, CCVIX achieves a 0.22% return, which is significantly higher than CVTRX's -6.56% return. Over the past 10 years, CCVIX has underperformed CVTRX with an annualized return of 10.06%, while CVTRX has yielded a comparatively higher 11.23% 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%
CVTRX
- 1D
- -0.70%
- 1M
- -7.36%
- YTD
- -6.56%
- 6M
- -4.60%
- 1Y
- 15.16%
- 3Y*
- 14.58%
- 5Y*
- 8.55%
- 10Y*
- 11.23%
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CCVIX vs. CVTRX - Expense Ratio Comparison
CCVIX has a 1.10% expense ratio, which is higher than CVTRX's 1.05% expense ratio.
Return for Risk
CCVIX vs. CVTRX — Risk / Return Rank
CCVIX
CVTRX
CCVIX vs. CVTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Fund (CCVIX) and Calamos Growth and Income Fund (CVTRX). 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 | CVTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.97 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.08 | 1.45 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.36 | +1.34 |
Martin ratioReturn relative to average drawdown | 9.65 | 5.79 | +3.86 |
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 | CVTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.97 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.58 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.74 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.79 | -0.03 |
Correlation
The correlation between CCVIX and CVTRX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CCVIX vs. CVTRX - Dividend Comparison
CCVIX's dividend yield for the trailing twelve months is around 10.23%, more than CVTRX's 7.90% 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% |
CVTRX Calamos Growth and Income Fund | 7.90% | 7.38% | 4.83% | 4.18% | 4.02% | 5.52% | 3.22% | 3.56% | 8.61% | 7.21% | 7.31% | 6.96% |
Drawdowns
CCVIX vs. CVTRX - Drawdown Comparison
The maximum CCVIX drawdown since its inception was -36.56%, smaller than the maximum CVTRX drawdown of -44.13%. Use the drawdown chart below to compare losses from any high point for CCVIX and CVTRX.
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Drawdown Indicators
| CCVIX | CVTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.56% | -44.13% | +7.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -9.97% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -27.33% | -23.30% | -4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -27.33% | -28.20% | +0.87% |
Current DrawdownCurrent decline from peak | -7.71% | -9.14% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.19% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.34% | -0.13% |
Volatility
CCVIX vs. CVTRX - Volatility Comparison
Calamos Convertible Fund (CCVIX) has a higher volatility of 6.17% compared to Calamos Growth and Income Fund (CVTRX) at 4.26%. This indicates that CCVIX's price experiences larger fluctuations and is considered to be riskier than CVTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCVIX | CVTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 4.26% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 8.91% | +2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 16.04% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 14.77% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 15.29% | -2.60% |