PortfoliosLab logoPortfoliosLab logo
CICVX vs. CXGCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CICVX vs. CXGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Convertible Fund (CICVX) and Calamos Global Convertible Fund (CXGCX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CICVX achieves a 17.82% return, which is significantly higher than CXGCX's 14.32% return. Over the past 10 years, CICVX has outperformed CXGCX with an annualized return of 11.54%, while CXGCX has yielded a comparatively lower 9.01% annualized return.


CICVX

1D
0.09%
1M
-3.10%
6M
11.13%
YTD
17.82%
1Y
29.67%
3Y*
15.94%
5Y*
6.51%
10Y*
11.54%
ALL TIME*
4.28%

CXGCX

1D
0.19%
1M
0.06%
6M
11.17%
YTD
14.32%
1Y
23.49%
3Y*
15.12%
5Y*
5.34%
10Y*
9.01%
ALL TIME*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

CICVX vs. CXGCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CICVX
Calamos Convertible Fund
17.82%19.03%9.94%10.95%-21.02%5.36%48.84%19.51%0.59%14.21%
CXGCX
Calamos Global Convertible Fund
14.32%18.49%10.98%13.48%-22.06%-0.31%38.60%15.18%-2.76%14.25%

Correlation

The correlation between CICVX and CXGCX is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.92

The correlation between CICVX and CXGCX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CICVX vs. CXGCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CICVX
CICVX Risk / Return Rank: 6767
Overall Rank
CICVX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CICVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
CICVX Omega Ratio Rank: 5454
Omega Ratio Rank
CICVX Calmar Ratio Rank: 8080
Calmar Ratio Rank
CICVX Martin Ratio Rank: 8080
Martin Ratio Rank

CXGCX
CXGCX Risk / Return Rank: 8585
Overall Rank
CXGCX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CXGCX Sortino Ratio Rank: 8282
Sortino Ratio Rank
CXGCX Omega Ratio Rank: 7878
Omega Ratio Rank
CXGCX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CXGCX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CICVX vs. CXGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Fund (CICVX) and Calamos Global Convertible Fund (CXGCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CICVXCXGCXDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

2.77

3.98

-1.21

Martin ratioReturn relative to average drawdown

10.28

11.33

-1.05

CICVX vs. CXGCX - Sharpe Ratio Comparison

The current CICVX Sharpe Ratio is 1.65, which is comparable to the CXGCX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of CICVX and CXGCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CICVX vs. CXGCX - Drawdown Comparison

The maximum CICVX drawdown since its inception was -49.33%, which is greater than CXGCX's maximum drawdown of -30.74%. Use the drawdown chart below to compare losses from any high point for CICVX and CXGCX.


Loading charts...

Drawdown Indicators


CICVXCXGCXDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-30.74%

-18.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-5.75%

-4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-14.79%

-8.92%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

-28.88%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-27.17%

-30.74%

+3.57%

Current Drawdown

Current decline from peak

-7.23%

-2.65%

-4.58%

Average Drawdown

Average peak-to-trough decline

-17.40%

-7.19%

-10.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.01%

+0.72%

Volatility

CICVX vs. CXGCX - Volatility Comparison

Calamos Convertible Fund (CICVX) has a higher volatility of 6.09% compared to Calamos Global Convertible Fund (CXGCX) at 2.89%. This indicates that CICVX's price experiences larger fluctuations and is considered to be riskier than CXGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CICVXCXGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

2.89%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

8.62%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

10.97%

+6.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

9.82%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.12%

9.58%

+3.54%

CICVX vs. CXGCX - Expense Ratio Comparison

CICVX has a 0.85% expense ratio, which is lower than CXGCX's 1.03% expense ratio.


Dividends

CICVX vs. CXGCX - Dividend Comparison

CICVX's dividend yield for the trailing twelve months is around 10.58%, more than CXGCX's 4.68% yield.


PositionTTM20252024202320222021202020192018201720162015
CICVX
Calamos Convertible Fund
10.58%12.51%1.83%2.48%0.94%15.90%7.74%1.39%16.75%4.55%3.43%5.41%
CXGCX
Calamos Global Convertible Fund
4.68%5.15%0.00%0.39%0.00%14.77%8.19%2.36%5.75%3.73%2.22%1.30%

Frequently Asked Questions


With a correlation of 0.92, CICVX and CXGCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CICVX has higher volatility (6.09%) compared to CXGCX (2.89%). In terms of maximum drawdown, CICVX dropped -49.33% vs CXGCX's -30.74%.

CXGCX currently has the higher Sharpe Ratio (2.08 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CICVX and CXGCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer