CICVX vs. CPLIX
Compare and contrast key facts about Calamos Convertible Fund (CICVX) and Calamos Phineus Long/Short Fund (CPLIX).
CICVX is managed by Calamos. It was launched on Jun 25, 1997. CPLIX is managed by Calamos. It was launched on Apr 4, 2016.
Performance
CICVX vs. CPLIX - Performance Comparison
Loading graphics...
CICVX vs. CPLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CICVX Calamos Convertible Fund | 0.23% | 19.03% | 9.94% | 10.95% | -21.02% | 5.36% | 48.84% | 19.51% | 0.59% | 14.21% |
CPLIX Calamos Phineus Long/Short Fund | -4.56% | 9.89% | 8.89% | 8.04% | -0.96% | 7.52% | 19.81% | 3.97% | -5.96% | 9.22% |
Returns By Period
In the year-to-date period, CICVX achieves a 0.23% return, which is significantly higher than CPLIX's -4.56% return.
CICVX
- 1D
- -1.77%
- 1M
- -6.19%
- YTD
- 0.23%
- 6M
- 1.71%
- 1Y
- 23.96%
- 3Y*
- 12.12%
- 5Y*
- 3.59%
- 10Y*
- 10.31%
CPLIX
- 1D
- 0.00%
- 1M
- -5.24%
- YTD
- -4.56%
- 6M
- -5.82%
- 1Y
- 3.91%
- 3Y*
- 6.48%
- 5Y*
- 3.16%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CICVX vs. CPLIX - Expense Ratio Comparison
CICVX has a 0.85% expense ratio, which is lower than CPLIX's 1.38% expense ratio.
Return for Risk
CICVX vs. CPLIX — Risk / Return Rank
CICVX
CPLIX
CICVX vs. CPLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Fund (CICVX) and Calamos Phineus Long/Short Fund (CPLIX). 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.
| CICVX | CPLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 0.39 | +1.15 |
Sortino ratioReturn per unit of downside risk | 2.10 | 0.65 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.08 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 0.31 | +2.42 |
Martin ratioReturn relative to average drawdown | 9.81 | 1.00 | +8.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CICVX | CPLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.39 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.26 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.46 | -0.17 |
Correlation
The correlation between CICVX and CPLIX is 0.48, 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
CICVX vs. CPLIX - Dividend Comparison
CICVX's dividend yield for the trailing twelve months is around 12.57%, more than CPLIX's 5.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CICVX Calamos Convertible Fund | 12.57% | 12.51% | 1.83% | 2.48% | 0.94% | 15.90% | 7.74% | 1.39% | 16.75% | 4.55% | 3.43% | 5.41% |
CPLIX Calamos Phineus Long/Short Fund | 5.79% | 5.52% | 6.90% | 1.86% | 0.03% | 0.00% | 0.00% | 0.43% | 3.88% | 1.21% | 0.85% | 0.00% |
Drawdowns
CICVX vs. CPLIX - Drawdown Comparison
The maximum CICVX drawdown since its inception was -49.33%, which is greater than CPLIX's maximum drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for CICVX and CPLIX.
Loading graphics...
Drawdown Indicators
| CICVX | CPLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.33% | -33.71% | -15.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -8.73% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.17% | -18.28% | -8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -27.17% | — | — |
Current DrawdownCurrent decline from peak | -7.70% | -8.73% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -17.58% | -4.68% | -12.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.71% | -0.51% |
Volatility
CICVX vs. CPLIX - Volatility Comparison
Calamos Convertible Fund (CICVX) has a higher volatility of 6.16% compared to Calamos Phineus Long/Short Fund (CPLIX) at 2.87%. This indicates that CICVX's price experiences larger fluctuations and is considered to be riskier than CPLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CICVX | CPLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 2.87% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 6.07% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 9.38% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.64% | 12.27% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 15.26% | -2.57% |