CHYDX vs. FQTIX
Compare and contrast key facts about Calamos High Income Opportunities Fund (CHYDX) and Franklin Templeton SMACS: Series I (FQTIX).
CHYDX is managed by Calamos. It was launched on Aug 2, 1999. FQTIX is managed by Franklin Templeton. It was launched on Jun 3, 2019.
Performance
CHYDX vs. FQTIX - Performance Comparison
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CHYDX vs. FQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CHYDX Calamos High Income Opportunities Fund | -0.47% | 6.72% | 7.78% | 12.26% | -10.35% | 6.44% | 4.78% | 5.92% |
FQTIX Franklin Templeton SMACS: Series I | 1.02% | 7.51% | 8.03% | 13.44% | -14.39% | 8.51% | 3.68% | 4.11% |
Returns By Period
In the year-to-date period, CHYDX achieves a -0.47% return, which is significantly lower than FQTIX's 1.02% 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%
FQTIX
- 1D
- 0.50%
- 1M
- -1.34%
- YTD
- 1.02%
- 6M
- 3.05%
- 1Y
- 9.98%
- 3Y*
- 8.04%
- 5Y*
- 3.70%
- 10Y*
- —
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CHYDX vs. FQTIX - Expense Ratio Comparison
CHYDX has a 1.00% expense ratio, which is higher than FQTIX's 0.00% expense ratio.
Return for Risk
CHYDX vs. FQTIX — Risk / Return Rank
CHYDX
FQTIX
CHYDX vs. FQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos High Income Opportunities Fund (CHYDX) and Franklin Templeton SMACS: Series I (FQTIX). 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 | FQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 2.68 | -0.86 |
Sortino ratioReturn per unit of downside risk | 2.50 | 3.64 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.64 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 4.19 | -2.35 |
Martin ratioReturn relative to average drawdown | 8.54 | 18.41 | -9.87 |
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 | FQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.68 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.63 | +0.28 |
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 | 0.56 | +0.49 |
Correlation
The correlation between CHYDX and FQTIX is 0.78, 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. FQTIX - Dividend Comparison
CHYDX's dividend yield for the trailing twelve months is around 5.74%, less than FQTIX's 7.00% 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% |
FQTIX Franklin Templeton SMACS: Series I | 7.00% | 5.70% | 7.86% | 7.64% | 8.10% | 7.15% | 6.89% | 5.63% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHYDX vs. FQTIX - Drawdown Comparison
The maximum CHYDX drawdown since its inception was -35.03%, which is greater than FQTIX's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for CHYDX and FQTIX.
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Drawdown Indicators
| CHYDX | FQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -24.62% | -10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -2.41% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -13.66% | -18.81% | +5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -23.35% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -1.47% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -4.42% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 0.55% | +0.06% |
Volatility
CHYDX vs. FQTIX - Volatility Comparison
The current volatility for Calamos High Income Opportunities Fund (CHYDX) is 1.04%, while Franklin Templeton SMACS: Series I (FQTIX) has a volatility of 1.68%. This indicates that CHYDX experiences smaller price fluctuations and is considered to be less risky than FQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHYDX | FQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 1.68% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 2.43% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 3.87% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 5.93% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 7.80% | -2.84% |