CCVIX vs. LBFFX
Compare and contrast key facts about Calamos Convertible Fund (CCVIX) and Lord Abbett Convertible Fund Class F (LBFFX).
CCVIX is managed by Calamos. It was launched on Jun 21, 1985. LBFFX is managed by Lord Abbett.
Performance
CCVIX vs. LBFFX - Performance Comparison
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CCVIX vs. LBFFX - 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% |
LBFFX Lord Abbett Convertible Fund Class F | 1.71% | 22.11% | 13.82% | 7.16% | -23.30% | 1.26% | 64.16% | 24.19% | -5.89% | 16.68% |
Returns By Period
In the year-to-date period, CCVIX achieves a 0.22% return, which is significantly lower than LBFFX's 1.71% return. Over the past 10 years, CCVIX has underperformed LBFFX with an annualized return of 10.06%, while LBFFX has yielded a comparatively higher 11.61% 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%
LBFFX
- 1D
- -1.66%
- 1M
- -5.44%
- YTD
- 1.71%
- 6M
- 4.82%
- 1Y
- 26.07%
- 3Y*
- 14.05%
- 5Y*
- 2.99%
- 10Y*
- 11.61%
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CCVIX vs. LBFFX - Expense Ratio Comparison
CCVIX has a 1.10% expense ratio, which is higher than LBFFX's 0.93% expense ratio.
Return for Risk
CCVIX vs. LBFFX — Risk / Return Rank
CCVIX
LBFFX
CCVIX vs. LBFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Fund (CCVIX) and Lord Abbett Convertible Fund Class F (LBFFX). 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 | LBFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.80 | -0.29 |
Sortino ratioReturn per unit of downside risk | 2.08 | 2.44 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 3.45 | -0.75 |
Martin ratioReturn relative to average drawdown | 9.65 | 12.36 | -2.71 |
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 | LBFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.80 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.23 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.86 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.61 | +0.15 |
Correlation
The correlation between CCVIX and LBFFX is 0.94, 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. LBFFX - Dividend Comparison
CCVIX's dividend yield for the trailing twelve months is around 10.23%, more than LBFFX's 1.47% 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% |
LBFFX Lord Abbett Convertible Fund Class F | 1.47% | 1.80% | 2.22% | 1.95% | 2.60% | 18.44% | 16.27% | 8.71% | 4.91% | 2.47% | 3.64% | 3.38% |
Drawdowns
CCVIX vs. LBFFX - Drawdown Comparison
The maximum CCVIX drawdown since its inception was -36.56%, smaller than the maximum LBFFX drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for CCVIX and LBFFX.
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Drawdown Indicators
| CCVIX | LBFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.56% | -41.13% | +4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -7.07% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -27.33% | -30.86% | +3.53% |
Max Drawdown (10Y)Largest decline over 10 years | -27.33% | -33.61% | +6.28% |
Current DrawdownCurrent decline from peak | -7.71% | -7.07% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -10.40% | +4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 1.97% | +0.24% |
Volatility
CCVIX vs. LBFFX - Volatility Comparison
Calamos Convertible Fund (CCVIX) and Lord Abbett Convertible Fund Class F (LBFFX) have volatilities of 6.17% and 5.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCVIX | LBFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 5.98% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 12.02% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 14.39% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 12.86% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 13.50% | -0.81% |