CHI vs. CVGRX
Compare and contrast key facts about Calamos Convertible Opportunities and Income Fund (CHI) and Calamos Growth Fund (CVGRX).
CHI is an actively managed fund by Calamos. It was launched on Jun 25, 1997. CVGRX is managed by Calamos. It was launched on Sep 4, 1990.
Performance
CHI vs. CVGRX - Performance Comparison
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CHI vs. CVGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHI Calamos Convertible Opportunities and Income Fund | 7.61% | -2.15% | 27.23% | 9.49% | -23.31% | 20.31% | 33.82% | 35.66% | -12.67% | 22.70% |
CVGRX Calamos Growth Fund | -10.05% | 16.08% | 32.32% | 37.64% | -33.33% | 23.06% | 32.97% | 31.11% | -6.14% | 26.58% |
Returns By Period
In the year-to-date period, CHI achieves a 7.61% return, which is significantly higher than CVGRX's -10.05% return. Over the past 10 years, CHI has underperformed CVGRX with an annualized return of 11.94%, while CVGRX has yielded a comparatively higher 12.57% annualized return.
CHI
- 1D
- 3.26%
- 1M
- -2.74%
- YTD
- 7.61%
- 6M
- 8.24%
- 1Y
- 26.79%
- 3Y*
- 12.98%
- 5Y*
- 4.69%
- 10Y*
- 11.94%
CVGRX
- 1D
- 4.19%
- 1M
- -5.84%
- YTD
- -10.05%
- 6M
- -8.90%
- 1Y
- 15.95%
- 3Y*
- 19.12%
- 5Y*
- 8.26%
- 10Y*
- 12.57%
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CHI vs. CVGRX - Expense Ratio Comparison
CHI has a 0.88% expense ratio, which is lower than CVGRX's 1.28% expense ratio.
Return for Risk
CHI vs. CVGRX — Risk / Return Rank
CHI
CVGRX
CHI vs. CVGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Opportunities and Income Fund (CHI) and Calamos Growth Fund (CVGRX). 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.
| CHI | CVGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.74 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.23 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.17 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.06 | +1.44 |
Martin ratioReturn relative to average drawdown | 9.85 | 3.97 | +5.88 |
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
| CHI | CVGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.74 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.38 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.59 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.49 | -0.10 |
Correlation
The correlation between CHI and CVGRX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CHI vs. CVGRX - Dividend Comparison
CHI's dividend yield for the trailing twelve months is around 10.28%, more than CVGRX's 9.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHI Calamos Convertible Opportunities and Income Fund | 10.28% | 10.88% | 9.55% | 11.00% | 10.85% | 7.54% | 6.75% | 8.49% | 12.19% | 10.19% | 11.30% | 11.50% |
CVGRX Calamos Growth Fund | 9.80% | 8.81% | 6.66% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% |
Drawdowns
CHI vs. CVGRX - Drawdown Comparison
The maximum CHI drawdown since its inception was -64.72%, roughly equal to the maximum CVGRX drawdown of -61.65%. Use the drawdown chart below to compare losses from any high point for CHI and CVGRX.
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Drawdown Indicators
| CHI | CVGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.72% | -61.65% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -16.00% | +4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -36.03% | -37.43% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -49.64% | -37.43% | -12.21% |
Current DrawdownCurrent decline from peak | -4.32% | -12.48% | +8.16% |
Average DrawdownAverage peak-to-trough decline | -9.73% | -11.55% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.25% | -1.33% |
Volatility
CHI vs. CVGRX - Volatility Comparison
Calamos Convertible Opportunities and Income Fund (CHI) has a higher volatility of 8.57% compared to Calamos Growth Fund (CVGRX) at 7.78%. This indicates that CHI's price experiences larger fluctuations and is considered to be riskier than CVGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHI | CVGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 7.78% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.83% | 13.33% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.88% | 22.72% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 21.87% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.09% | 21.54% | +1.55% |