CIGEX vs. CHI
Compare and contrast key facts about Calamos Global Equity Fund (CIGEX) and Calamos Convertible Opportunities and Income Fund (CHI).
CIGEX is managed by Calamos. It was launched on Feb 28, 2007. CHI is an actively managed fund by Calamos. It was launched on Jun 25, 1997.
Performance
CIGEX vs. CHI - Performance Comparison
Loading graphics...
CIGEX vs. CHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGEX Calamos Global Equity Fund | -5.78% | 18.46% | 30.61% | 24.55% | -27.42% | 16.61% | 44.24% | 29.43% | -15.54% | 34.56% |
CHI Calamos Convertible Opportunities and Income Fund | 4.22% | -2.15% | 27.23% | 9.49% | -23.31% | 20.31% | 33.82% | 35.66% | -12.67% | 22.70% |
Returns By Period
In the year-to-date period, CIGEX achieves a -5.78% return, which is significantly lower than CHI's 4.22% return. Over the past 10 years, CIGEX has outperformed CHI with an annualized return of 12.93%, while CHI has yielded a comparatively lower 11.58% annualized return.
CIGEX
- 1D
- -1.45%
- 1M
- -12.14%
- YTD
- -5.78%
- 6M
- -7.10%
- 1Y
- 19.44%
- 3Y*
- 18.74%
- 5Y*
- 8.14%
- 10Y*
- 12.93%
CHI
- 1D
- 3.77%
- 1M
- -5.32%
- YTD
- 4.22%
- 6M
- 4.83%
- 1Y
- 24.71%
- 3Y*
- 11.78%
- 5Y*
- 4.03%
- 10Y*
- 11.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CIGEX vs. CHI - Expense Ratio Comparison
CIGEX has a 1.15% expense ratio, which is higher than CHI's 0.88% expense ratio.
Return for Risk
CIGEX vs. CHI — Risk / Return Rank
CIGEX
CHI
CIGEX vs. CHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Global Equity Fund (CIGEX) and Calamos Convertible Opportunities and Income Fund (CHI). 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.
| CIGEX | CHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.26 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.87 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.88 | -0.59 |
Martin ratioReturn relative to average drawdown | 4.84 | 7.45 | -2.61 |
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
| CIGEX | CHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.26 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.20 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.50 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.38 | +0.07 |
Correlation
The correlation between CIGEX and CHI is 0.53, 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
CIGEX vs. CHI - Dividend Comparison
CIGEX's dividend yield for the trailing twelve months is around 16.31%, more than CHI's 10.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIGEX Calamos Global Equity Fund | 16.31% | 15.37% | 8.67% | 0.10% | 4.43% | 11.75% | 6.51% | 7.44% | 27.66% | 9.21% | 4.62% | 1.98% |
CHI Calamos Convertible Opportunities and Income Fund | 10.61% | 10.88% | 9.55% | 11.00% | 10.85% | 7.54% | 6.75% | 8.49% | 12.19% | 10.19% | 11.30% | 11.50% |
Drawdowns
CIGEX vs. CHI - Drawdown Comparison
The maximum CIGEX drawdown since its inception was -60.48%, smaller than the maximum CHI drawdown of -64.72%. Use the drawdown chart below to compare losses from any high point for CIGEX and CHI.
Loading graphics...
Drawdown Indicators
| CIGEX | CHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -64.72% | +4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -11.55% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -35.81% | -36.03% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.81% | -49.64% | +13.83% |
Current DrawdownCurrent decline from peak | -13.31% | -7.34% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -9.73% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.91% | +0.62% |
Volatility
CIGEX vs. CHI - Volatility Comparison
Calamos Global Equity Fund (CIGEX) has a higher volatility of 8.43% compared to Calamos Convertible Opportunities and Income Fund (CHI) at 7.85%. This indicates that CIGEX's price experiences larger fluctuations and is considered to be riskier than CHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CIGEX | CHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 7.85% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 13.49% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.26% | 19.79% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 19.97% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 23.07% | -3.82% |