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CICVX vs. PISHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CICVX vs. PISHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Convertible Fund (CICVX) and Cohen & Steers Preferred Securities and Income SMA Shares (PISHX). The values are adjusted to include any dividend payments, if applicable.

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CICVX vs. PISHX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CICVX
Calamos Convertible Fund
0.23%19.03%9.94%10.95%-21.02%5.36%48.84%9.13%
PISHX
Cohen & Steers Preferred Securities and Income SMA Shares
-1.14%9.65%12.50%7.91%-11.73%4.30%8.57%12.46%

Returns By Period

In the year-to-date period, CICVX achieves a 0.23% return, which is significantly higher than PISHX's -1.14% 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%

PISHX

1D
0.00%
1M
-2.56%
YTD
-1.14%
6M
0.08%
1Y
6.86%
3Y*
10.90%
5Y*
4.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CICVX vs. PISHX - Expense Ratio Comparison

CICVX has a 0.85% expense ratio, which is higher than PISHX's 0.00% expense ratio.


Return for Risk

CICVX vs. PISHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CICVX
CICVX Risk / Return Rank: 8484
Overall Rank
CICVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CICVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
CICVX Omega Ratio Rank: 7575
Omega Ratio Rank
CICVX Calmar Ratio Rank: 9292
Calmar Ratio Rank
CICVX Martin Ratio Rank: 8989
Martin Ratio Rank

PISHX
PISHX Risk / Return Rank: 8989
Overall Rank
PISHX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PISHX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PISHX Omega Ratio Rank: 9595
Omega Ratio Rank
PISHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PISHX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CICVX vs. PISHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Convertible Fund (CICVX) and Cohen & Steers Preferred Securities and Income SMA Shares (PISHX). 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.


CICVXPISHXDifference

Sharpe ratio

Return per unit of total volatility

1.54

2.13

-0.59

Sortino ratio

Return per unit of downside risk

2.10

2.66

-0.56

Omega ratio

Gain probability vs. loss probability

1.29

1.54

-0.25

Calmar ratio

Return relative to maximum drawdown

2.73

1.93

+0.80

Martin ratio

Return relative to average drawdown

9.81

8.68

+1.13

CICVX vs. PISHX - Sharpe Ratio Comparison

The current CICVX Sharpe Ratio is 1.54, which is comparable to the PISHX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of CICVX and PISHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CICVXPISHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.13

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.89

-0.61

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

0.77

-0.48

Correlation

The correlation between CICVX and PISHX is 0.39, 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. PISHX - Dividend Comparison

CICVX's dividend yield for the trailing twelve months is around 12.57%, more than PISHX's 5.12% yield.


TTM20252024202320222021202020192018201720162015
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%
PISHX
Cohen & Steers Preferred Securities and Income SMA Shares
5.12%5.52%5.89%5.92%5.45%4.25%4.59%3.38%0.00%0.00%0.00%0.00%

Drawdowns

CICVX vs. PISHX - Drawdown Comparison

The maximum CICVX drawdown since its inception was -49.33%, which is greater than PISHX's maximum drawdown of -27.12%. Use the drawdown chart below to compare losses from any high point for CICVX and PISHX.


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Drawdown Indicators


CICVXPISHXDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-27.12%

-22.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-3.46%

-4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

-19.14%

-8.03%

Max Drawdown (10Y)

Largest decline over 10 years

-27.17%

Current Drawdown

Current decline from peak

-7.70%

-2.83%

-4.87%

Average Drawdown

Average peak-to-trough decline

-17.58%

-4.03%

-13.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

0.77%

+1.43%

Volatility

CICVX vs. PISHX - Volatility Comparison

Calamos Convertible Fund (CICVX) has a higher volatility of 6.16% compared to Cohen & Steers Preferred Securities and Income SMA Shares (PISHX) at 1.22%. This indicates that CICVX's price experiences larger fluctuations and is considered to be riskier than PISHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CICVXPISHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

1.22%

+4.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

1.76%

+10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

3.22%

+12.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

4.54%

+8.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.69%

7.43%

+5.26%