CHYDX vs. CRDOX
Compare and contrast key facts about Calamos High Income Opportunities Fund (CHYDX) and Six Circles Credit Opportunities Fund (CRDOX).
CHYDX is managed by Calamos. It was launched on Aug 2, 1999. CRDOX is managed by Six Circles. It was launched on Nov 22, 2020.
Performance
CHYDX vs. CRDOX - Performance Comparison
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CHYDX vs. CRDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CHYDX Calamos High Income Opportunities Fund | -0.47% | 6.72% | 7.78% | 12.26% | -10.35% | 6.44% | 2.64% |
CRDOX Six Circles Credit Opportunities Fund | -1.45% | 7.48% | 8.69% | 8.06% | -10.62% | 2.66% | 1.71% |
Returns By Period
In the year-to-date period, CHYDX achieves a -0.47% return, which is significantly higher than CRDOX's -1.45% return.
CHYDX
- 1D
- 0.00%
- 1M
- -1.29%
- YTD
- -0.47%
- 6M
- 0.54%
- 1Y
- 5.27%
- 3Y*
- 7.81%
- 5Y*
- 3.67%
- 10Y*
- 5.12%
CRDOX
- 1D
- 0.34%
- 1M
- -2.43%
- YTD
- -1.45%
- 6M
- 0.10%
- 1Y
- 6.40%
- 3Y*
- 6.56%
- 5Y*
- 2.70%
- 10Y*
- —
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CHYDX vs. CRDOX - Expense Ratio Comparison
CHYDX has a 1.00% expense ratio, which is higher than CRDOX's 0.29% expense ratio.
Return for Risk
CHYDX vs. CRDOX — Risk / Return Rank
CHYDX
CRDOX
CHYDX vs. CRDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos High Income Opportunities Fund (CHYDX) and Six Circles Credit Opportunities Fund (CRDOX). 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.
| CHYDX | CRDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 2.04 | -0.23 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.80 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.47 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.81 | +0.04 |
Martin ratioReturn relative to average drawdown | 8.54 | 8.08 | +0.46 |
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
| CHYDX | CRDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.04 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.66 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.72 | +0.33 |
Correlation
The correlation between CHYDX and CRDOX is 0.77, 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
CHYDX vs. CRDOX - Dividend Comparison
CHYDX's dividend yield for the trailing twelve months is around 5.74%, less than CRDOX's 6.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHYDX Calamos High Income Opportunities Fund | 5.74% | 6.39% | 6.30% | 6.28% | 5.47% | 4.48% | 5.26% | 5.85% | 6.62% | 4.87% | 4.94% | 5.43% |
CRDOX Six Circles Credit Opportunities Fund | 6.34% | 5.18% | 6.96% | 6.86% | 5.82% | 2.73% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHYDX vs. CRDOX - Drawdown Comparison
The maximum CHYDX drawdown since its inception was -35.03%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for CHYDX and CRDOX.
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Drawdown Indicators
| CHYDX | CRDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -15.92% | -19.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -3.14% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -13.66% | -15.92% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -23.35% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -2.81% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -3.63% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 0.70% | -0.09% |
Volatility
CHYDX vs. CRDOX - Volatility Comparison
The current volatility for Calamos High Income Opportunities Fund (CHYDX) is 1.04%, while Six Circles Credit Opportunities Fund (CRDOX) has a volatility of 1.44%. This indicates that CHYDX experiences smaller price fluctuations and is considered to be less risky than CRDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHYDX | CRDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 1.44% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 2.19% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 3.28% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 4.11% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 4.04% | +0.92% |