CHYDX vs. THHYX
Compare and contrast key facts about Calamos High Income Opportunities Fund (CHYDX) and Toews Tactical Income Fund (THHYX).
CHYDX is managed by Calamos. It was launched on Aug 2, 1999. THHYX is managed by Toews Funds. It was launched on Jun 4, 2010.
Performance
CHYDX vs. THHYX - Performance Comparison
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CHYDX vs. THHYX - 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% |
THHYX Toews Tactical Income Fund | -0.03% | 3.44% | 5.48% | 4.51% | -5.33% | 0.28% | 5.21% | 7.37% | -0.80% | 2.57% |
Returns By Period
In the year-to-date period, CHYDX achieves a -0.47% return, which is significantly lower than THHYX's -0.03% return. Over the past 10 years, CHYDX has outperformed THHYX with an annualized return of 5.12%, while THHYX has yielded a comparatively lower 3.04% 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%
THHYX
- 1D
- -0.10%
- 1M
- -0.56%
- YTD
- -0.03%
- 6M
- -0.33%
- 1Y
- 4.81%
- 3Y*
- 4.35%
- 5Y*
- 1.60%
- 10Y*
- 3.04%
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CHYDX vs. THHYX - Expense Ratio Comparison
CHYDX has a 1.00% expense ratio, which is lower than THHYX's 1.46% expense ratio.
Return for Risk
CHYDX vs. THHYX — Risk / Return Rank
CHYDX
THHYX
CHYDX vs. THHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos High Income Opportunities Fund (CHYDX) and Toews Tactical Income Fund (THHYX). 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 | THHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.80 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.78 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.39 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 4.39 | -2.54 |
Martin ratioReturn relative to average drawdown | 8.54 | 10.88 | -2.34 |
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 | THHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.80 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.41 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.83 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 1.13 | -0.09 |
Correlation
The correlation between CHYDX and THHYX is 0.56, 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. THHYX - Dividend Comparison
CHYDX's dividend yield for the trailing twelve months is around 5.74%, more than THHYX's 5.52% 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% |
THHYX Toews Tactical Income Fund | 5.52% | 4.91% | 5.44% | 4.33% | 1.61% | 2.79% | 2.21% | 3.84% | 2.43% | 6.56% | 3.30% | 1.59% |
Drawdowns
CHYDX vs. THHYX - Drawdown Comparison
The maximum CHYDX drawdown since its inception was -35.03%, which is greater than THHYX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for CHYDX and THHYX.
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Drawdown Indicators
| CHYDX | THHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -8.83% | -26.20% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -1.12% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -13.66% | -8.83% | -4.83% |
Max Drawdown (10Y)Largest decline over 10 years | -23.35% | -8.83% | -14.52% |
Current DrawdownCurrent decline from peak | -1.60% | -0.90% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -1.64% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 0.45% | +0.16% |
Volatility
CHYDX vs. THHYX - Volatility Comparison
Calamos High Income Opportunities Fund (CHYDX) has a higher volatility of 1.04% compared to Toews Tactical Income Fund (THHYX) at 0.59%. This indicates that CHYDX's price experiences larger fluctuations and is considered to be riskier than THHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHYDX | THHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 0.59% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 1.57% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 2.74% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 3.90% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.96% | 3.68% | +1.28% |