CIHEX vs. HELO

In the year-to-date period, CIHEX achieves a 1.24% return, which is significantly higher than HELO's -1.08% return.

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CIHEX has a 0.91% expense ratio, which is higher than HELO's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Calamos Hedged Equity Fund (CIHEX) and JPMorgan Hedged Equity Laddered Overlay ETF (HELO). 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.

The current CIHEX Sharpe Ratio is 0.92, which is comparable to the HELO Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CIHEX and HELO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CIHEX's dividend yield for the trailing twelve months is around 0.45%, less than HELO's 0.66% yield.

The maximum CIHEX drawdown since its inception was -17.80%, which is greater than HELO's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for CIHEX and HELO.

The current volatility for Calamos Hedged Equity Fund (CIHEX) is 2.53%, while JPMorgan Hedged Equity Laddered Overlay ETF (HELO) has a volatility of 2.69%. This indicates that CIHEX experiences smaller price fluctuations and is considered to be less risky than HELO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.