CHYDX vs. FOCIX
Compare and contrast key facts about Calamos High Income Opportunities Fund (CHYDX) and Fairholme Focused Income Fund (FOCIX).
CHYDX is managed by Calamos. It was launched on Aug 2, 1999. FOCIX is managed by Fairholme. It was launched on Dec 31, 2009.
Performance
CHYDX vs. FOCIX - Performance Comparison
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CHYDX vs. FOCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHYDX Calamos High Income Opportunities Fund | -0.47% | 6.72% | 7.78% | 12.26% | -10.35% | 6.44% | 4.78% | 14.29% | -4.30% | 6.05% |
FOCIX Fairholme Focused Income Fund | 6.09% | 6.17% | 14.67% | 12.58% | 6.00% | 6.73% | 0.99% | 7.44% | -6.88% | -0.54% |
Returns By Period
In the year-to-date period, CHYDX achieves a -0.47% return, which is significantly lower than FOCIX's 6.09% return. Over the past 10 years, CHYDX has underperformed FOCIX with an annualized return of 5.12%, while FOCIX has yielded a comparatively higher 8.16% annualized 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%
FOCIX
- 1D
- -0.78%
- 1M
- -0.78%
- YTD
- 6.09%
- 6M
- 5.89%
- 1Y
- 8.09%
- 3Y*
- 11.48%
- 5Y*
- 9.76%
- 10Y*
- 8.16%
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CHYDX vs. FOCIX - Expense Ratio Comparison
Both CHYDX and FOCIX have an expense ratio of 1.00%.
Return for Risk
CHYDX vs. FOCIX — Risk / Return Rank
CHYDX
FOCIX
CHYDX vs. FOCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos High Income Opportunities Fund (CHYDX) and Fairholme Focused Income Fund (FOCIX). 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 | FOCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.88 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.25 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.17 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.10 | +0.75 |
Martin ratioReturn relative to average drawdown | 8.54 | 4.45 | +4.10 |
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 | FOCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.88 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.01 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.89 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.79 | +0.25 |
Correlation
The correlation between CHYDX and FOCIX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CHYDX vs. FOCIX - Dividend Comparison
CHYDX's dividend yield for the trailing twelve months is around 5.74%, more than FOCIX's 1.24% 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% |
FOCIX Fairholme Focused Income Fund | 1.24% | 1.31% | 2.46% | 2.82% | 2.24% | 1.12% | 0.65% | 2.75% | 4.57% | 9.83% | 5.16% | 5.51% |
Drawdowns
CHYDX vs. FOCIX - Drawdown Comparison
The maximum CHYDX drawdown since its inception was -35.03%, which is greater than FOCIX's maximum drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for CHYDX and FOCIX.
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Drawdown Indicators
| CHYDX | FOCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -18.78% | -16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -7.32% | +4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -13.66% | -12.36% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -23.35% | -18.61% | -4.74% |
Current DrawdownCurrent decline from peak | -1.60% | -1.35% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -4.81% | +2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 1.84% | -1.23% |
Volatility
CHYDX vs. FOCIX - Volatility Comparison
The current volatility for Calamos High Income Opportunities Fund (CHYDX) is 1.04%, while Fairholme Focused Income Fund (FOCIX) has a volatility of 2.33%. This indicates that CHYDX experiences smaller price fluctuations and is considered to be less risky than FOCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHYDX | FOCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 2.33% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 5.68% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 9.27% | -6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 9.74% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 9.18% | -4.22% |