CICVX vs. PFINX
Compare and contrast key facts about Calamos Convertible Fund (CICVX) and PIMCO Preferred and Capital Securities Fund (PFINX).
CICVX is managed by Calamos. It was launched on Jun 25, 1997. PFINX is managed by PIMCO. It was launched on Apr 12, 2015.
Performance
CICVX vs. PFINX - Performance Comparison
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CICVX vs. PFINX - 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% |
PFINX PIMCO Preferred and Capital Securities Fund | -0.89% | 8.73% | 10.84% | 7.03% | -12.82% | 4.61% | 6.73% | 20.78% | -4.17% | 13.28% |
Returns By Period
In the year-to-date period, CICVX achieves a 0.23% return, which is significantly higher than PFINX's -0.89% return. Over the past 10 years, CICVX has outperformed PFINX with an annualized return of 10.31%, while PFINX has yielded a comparatively lower 6.08% annualized 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%
PFINX
- 1D
- 0.11%
- 1M
- -2.89%
- YTD
- -0.89%
- 6M
- 0.45%
- 1Y
- 6.27%
- 3Y*
- 9.96%
- 5Y*
- 2.92%
- 10Y*
- 6.08%
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CICVX vs. PFINX - Expense Ratio Comparison
CICVX has a 0.85% expense ratio, which is higher than PFINX's 0.79% expense ratio.
Return for Risk
CICVX vs. PFINX — Risk / Return Rank
CICVX
PFINX
CICVX vs. PFINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Fund (CICVX) and PIMCO Preferred and Capital Securities Fund (PFINX). 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 | PFINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.63 | -0.09 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.14 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.79 | +0.94 |
Martin ratioReturn relative to average drawdown | 9.81 | 7.08 | +2.73 |
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
| CICVX | PFINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.63 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.54 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 1.00 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.89 | -0.60 |
Correlation
The correlation between CICVX and PFINX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CICVX vs. PFINX - Dividend Comparison
CICVX's dividend yield for the trailing twelve months is around 12.57%, more than PFINX's 3.87% 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% |
PFINX PIMCO Preferred and Capital Securities Fund | 3.87% | 3.74% | 5.30% | 6.26% | 8.54% | 5.79% | 3.06% | 6.40% | 6.43% | 7.08% | 6.19% | 2.34% |
Drawdowns
CICVX vs. PFINX - Drawdown Comparison
The maximum CICVX drawdown since its inception was -49.33%, which is greater than PFINX's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for CICVX and PFINX.
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Drawdown Indicators
| CICVX | PFINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.33% | -23.93% | -25.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -3.43% | -4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -27.17% | -22.11% | -5.06% |
Max Drawdown (10Y)Largest decline over 10 years | -27.17% | -23.93% | -3.24% |
Current DrawdownCurrent decline from peak | -7.70% | -2.98% | -4.72% |
Average DrawdownAverage peak-to-trough decline | -17.58% | -3.50% | -14.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.87% | +1.33% |
Volatility
CICVX vs. PFINX - Volatility Comparison
Calamos Convertible Fund (CICVX) has a higher volatility of 6.16% compared to PIMCO Preferred and Capital Securities Fund (PFINX) at 1.31%. This indicates that CICVX's price experiences larger fluctuations and is considered to be riskier than PFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CICVX | PFINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 1.31% | +4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 2.69% | +9.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 3.82% | +11.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.64% | 5.49% | +7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 6.12% | +6.57% |