PortfoliosLab logoPortfoliosLab logo
CHI vs. PBXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHI vs. PBXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Convertible Opportunities and Income Fund (CHI) and Rational/Pier 88 Convertible Securities Fund (PBXIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CHI vs. PBXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CHI
Calamos Convertible Opportunities and Income Fund
4.22%-2.15%27.23%9.49%-23.31%20.31%33.82%1.12%
PBXIX
Rational/Pier 88 Convertible Securities Fund
-2.92%2.12%8.23%3.28%-10.82%10.23%17.09%1.70%

Returns By Period

In the year-to-date period, CHI achieves a 4.22% return, which is significantly higher than PBXIX's -2.92% return.


CHI

1D
3.77%
1M
-5.32%
YTD
4.22%
6M
4.83%
1Y
24.71%
3Y*
11.78%
5Y*
4.03%
10Y*
11.58%

PBXIX

1D
-0.29%
1M
-4.31%
YTD
-2.92%
6M
-2.93%
1Y
1.01%
3Y*
3.97%
5Y*
1.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CHI vs. PBXIX - Expense Ratio Comparison

CHI has a 0.88% expense ratio, which is lower than PBXIX's 0.99% expense ratio.


Return for Risk

CHI vs. PBXIX — Risk / Return Rank

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

CHI
CHI Risk / Return Rank: 7474
Overall Rank
CHI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CHI Sortino Ratio Rank: 7575
Sortino Ratio Rank
CHI Omega Ratio Rank: 6868
Omega Ratio Rank
CHI Calmar Ratio Rank: 7878
Calmar Ratio Rank
CHI Martin Ratio Rank: 7777
Martin Ratio Rank

PBXIX
PBXIX Risk / Return Rank: 77
Overall Rank
PBXIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PBXIX Sortino Ratio Rank: 66
Sortino Ratio Rank
PBXIX Omega Ratio Rank: 66
Omega Ratio Rank
PBXIX Calmar Ratio Rank: 88
Calmar Ratio Rank
PBXIX Martin Ratio Rank: 88
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. PBXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Opportunities and Income Fund (CHI) and Rational/Pier 88 Convertible Securities Fund (PBXIX). 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.


CHIPBXIXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.12

+1.15

Sortino ratio

Return per unit of downside risk

1.87

0.22

+1.65

Omega ratio

Gain probability vs. loss probability

1.26

1.03

+0.23

Calmar ratio

Return relative to maximum drawdown

1.88

0.09

+1.79

Martin ratio

Return relative to average drawdown

7.45

0.32

+7.13

CHI vs. PBXIX - Sharpe Ratio Comparison

The current CHI Sharpe Ratio is 1.26, which is higher than the PBXIX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of CHI and PBXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CHIPBXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.12

+1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.15

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.37

+0.01

Correlation

The correlation between CHI and PBXIX is 0.61, 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. PBXIX - Dividend Comparison

CHI's dividend yield for the trailing twelve months is around 10.61%, more than PBXIX's 6.05% yield.


TTM20252024202320222021202020192018201720162015
CHI
Calamos Convertible Opportunities and Income Fund
10.61%10.88%9.55%11.00%10.85%7.54%6.75%8.49%12.19%10.19%11.30%11.50%
PBXIX
Rational/Pier 88 Convertible Securities Fund
6.05%3.48%2.14%2.22%2.25%7.56%1.77%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHI vs. PBXIX - Drawdown Comparison

The maximum CHI drawdown since its inception was -64.72%, which is greater than PBXIX's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for CHI and PBXIX.


Loading graphics...

Drawdown Indicators


CHIPBXIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.72%

-24.03%

-40.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-5.74%

-5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

-15.57%

-20.46%

Max Drawdown (10Y)

Largest decline over 10 years

-49.64%

Current Drawdown

Current decline from peak

-7.34%

-5.16%

-2.18%

Average Drawdown

Average peak-to-trough decline

-9.73%

-5.65%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.54%

+1.37%

Volatility

CHI vs. PBXIX - Volatility Comparison

Calamos Convertible Opportunities and Income Fund (CHI) has a higher volatility of 7.85% compared to Rational/Pier 88 Convertible Securities Fund (PBXIX) at 2.16%. This indicates that CHI's price experiences larger fluctuations and is considered to be riskier than PBXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CHIPBXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

2.16%

+5.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

4.96%

+8.53%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

8.50%

+11.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

8.63%

+11.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

11.57%

+11.50%