CHYDX vs. IVV
Compare and contrast key facts about Calamos High Income Opportunities Fund (CHYDX) and iShares Core S&P 500 ETF (IVV).
CHYDX is managed by Calamos. It was launched on Aug 2, 1999. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
CHYDX vs. IVV - Performance Comparison
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CHYDX vs. IVV - 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% |
IVV iShares Core S&P 500 ETF | -3.67% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, CHYDX achieves a -0.47% return, which is significantly higher than IVV's -3.67% return. Over the past 10 years, CHYDX has underperformed IVV with an annualized return of 5.12%, while IVV has yielded a comparatively higher 14.11% 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%
IVV
- 1D
- 0.74%
- 1M
- -4.30%
- YTD
- -3.67%
- 6M
- -1.44%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.92%
- 10Y*
- 14.11%
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CHYDX vs. IVV - Expense Ratio Comparison
CHYDX has a 1.00% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
CHYDX vs. IVV — Risk / Return Rank
CHYDX
IVV
CHYDX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos High Income Opportunities Fund (CHYDX) and iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.00 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.52 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.23 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.54 | +0.30 |
Martin ratioReturn relative to average drawdown | 8.54 | 7.28 | +1.26 |
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 | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.00 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.71 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.78 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.42 | +0.62 |
Correlation
The correlation between CHYDX and IVV is 0.55, 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
CHYDX vs. IVV - Dividend Comparison
CHYDX's dividend yield for the trailing twelve months is around 5.74%, more than IVV's 1.22% 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% |
IVV iShares Core S&P 500 ETF | 1.22% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
CHYDX vs. IVV - Drawdown Comparison
The maximum CHYDX drawdown since its inception was -35.03%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CHYDX and IVV.
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Drawdown Indicators
| CHYDX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -55.25% | +20.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -12.06% | +9.21% |
Max Drawdown (5Y)Largest decline over 5 years | -13.66% | -24.53% | +10.87% |
Max Drawdown (10Y)Largest decline over 10 years | -23.35% | -33.90% | +10.55% |
Current DrawdownCurrent decline from peak | -1.60% | -5.57% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -10.84% | +8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 2.55% | -1.94% |
Volatility
CHYDX vs. IVV - Volatility Comparison
The current volatility for Calamos High Income Opportunities Fund (CHYDX) is 1.04%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.34%. This indicates that CHYDX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHYDX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 5.34% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 9.47% | -7.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 18.31% | -15.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 16.89% | -12.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 18.03% | -13.07% |