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CHI vs. ETW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHI vs. ETW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Convertible Opportunities and Income Fund (CHI) and Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHI achieves a 29.12% return, which is significantly higher than ETW's 5.74% return. Over the past 10 years, CHI has outperformed ETW with an annualized return of 13.49%, while ETW has yielded a comparatively lower 8.52% annualized return.


CHI

1D
-1.37%
1M
5.21%
YTD
29.12%
6M
25.13%
1Y
42.44%
3Y*
17.77%
5Y*
7.12%
10Y*
13.49%

ETW

1D
-0.53%
1M
0.18%
YTD
5.74%
6M
5.85%
1Y
21.92%
3Y*
15.08%
5Y*
6.08%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHI vs. ETW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHI
Calamos Convertible Opportunities and Income Fund
29.12%-2.15%27.23%9.49%-23.31%20.31%33.82%35.66%-12.67%22.70%
ETW
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
5.74%20.10%19.03%9.34%-23.87%25.36%3.24%18.87%-12.10%30.42%

Correlation

The correlation between CHI and ETW is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2005

0.49

The correlation between CHI and ETW has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.

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Return for Risk

CHI vs. ETW — Risk / Return Rank

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

CHI
CHI Risk / Return Rank: 8181
Overall Rank
CHI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CHI Sortino Ratio Rank: 7575
Sortino Ratio Rank
CHI Omega Ratio Rank: 7474
Omega Ratio Rank
CHI Calmar Ratio Rank: 8787
Calmar Ratio Rank
CHI Martin Ratio Rank: 8888
Martin Ratio Rank

ETW
ETW Risk / Return Rank: 8484
Overall Rank
ETW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ETW Sortino Ratio Rank: 8484
Sortino Ratio Rank
ETW Omega Ratio Rank: 8383
Omega Ratio Rank
ETW Calmar Ratio Rank: 7777
Calmar Ratio Rank
ETW Martin Ratio Rank: 8888
Martin Ratio Rank
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.

CHI vs. ETW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Opportunities and Income Fund (CHI) and Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHIETWDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.44

1.32

+0.12

Calmar ratioReturn relative to maximum drawdown

3.98

2.17

+1.82

Martin ratioReturn relative to average drawdown

15.67

10.20

+5.46

CHI vs. ETW - Sharpe Ratio Comparison

The current CHI Sharpe Ratio is 2.48, which is higher than the ETW Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of CHI and ETW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CHI vs. ETW - Drawdown Comparison

The maximum CHI drawdown since its inception was -64.72%, which is greater than ETW's maximum drawdown of -54.13%. Use the drawdown chart below to compare losses from any high point for CHI and ETW.


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Drawdown Indicators


CHIETWDifference

Max Drawdown

Largest peak-to-trough decline

-64.72%

-54.13%

-10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-10.16%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-27.52%

-16.28%

-11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

-27.94%

-8.09%

Max Drawdown (10Y)

Largest decline over 10 years

-49.64%

-47.96%

-1.68%

Current Drawdown

Current decline from peak

-1.74%

-1.60%

-0.14%

Average Drawdown

Average peak-to-trough decline

-9.65%

-7.69%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.15%

+0.57%

Volatility

CHI vs. ETW - Volatility Comparison

Calamos Convertible Opportunities and Income Fund (CHI) has a higher volatility of 5.49% compared to Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) at 3.71%. This indicates that CHI's price experiences larger fluctuations and is considered to be riskier than ETW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHIETWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

3.71%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

10.19%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

12.47%

+4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

16.69%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

19.88%

+3.34%

Dividends

CHI vs. ETW - Dividend Comparison

CHI's dividend yield for the trailing twelve months is around 8.77%, more than ETW's 8.53% yield.


PositionTTM20252024202320222021202020192018201720162015
CHI
Calamos Convertible Opportunities and Income Fund
8.77%10.88%9.55%11.00%10.85%7.54%6.75%8.49%12.19%10.19%11.30%11.50%
ETW
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
8.53%8.64%9.17%8.99%10.87%7.80%9.01%8.41%11.46%9.27%11.59%10.40%

Frequently Asked Questions


CHI and ETW have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHI has higher volatility (5.49%) compared to ETW (3.71%). In terms of maximum drawdown, CHI dropped -64.72% vs ETW's -54.13%.

CHI currently has the higher Sharpe Ratio (2.48 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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