CNWIX vs. CHY
Compare and contrast key facts about Calamos Evolving World Growth Fund Class I (CNWIX) and Calamos Convertible and High Income Closed Fund (CHY).
CNWIX is managed by Calamos. CHY is an actively managed fund by Calamos. It was launched on May 28, 2003.
Performance
CNWIX vs. CHY - Performance Comparison
Loading graphics...
CNWIX vs. CHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNWIX Calamos Evolving World Growth Fund Class I | 4.79% | 19.29% | 14.99% | 6.60% | -24.35% | -4.70% | 54.23% | 20.76% | -17.74% | 36.97% |
CHY Calamos Convertible and High Income Closed Fund | -2.05% | 3.97% | 17.24% | 20.78% | -28.05% | 22.17% | 36.75% | 32.63% | -12.60% | 24.44% |
Returns By Period
In the year-to-date period, CNWIX achieves a 4.79% return, which is significantly higher than CHY's -2.05% return. Over the past 10 years, CNWIX has underperformed CHY with an annualized return of 8.36%, while CHY has yielded a comparatively higher 10.86% annualized return.
CNWIX
- 1D
- -2.00%
- 1M
- -16.05%
- YTD
- 4.79%
- 6M
- 3.82%
- 1Y
- 27.65%
- 3Y*
- 13.45%
- 5Y*
- 2.05%
- 10Y*
- 8.36%
CHY
- 1D
- 2.83%
- 1M
- -8.38%
- YTD
- -2.05%
- 6M
- 2.23%
- 1Y
- 20.16%
- 3Y*
- 11.08%
- 5Y*
- 3.48%
- 10Y*
- 10.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CNWIX vs. CHY - Expense Ratio Comparison
CNWIX has a 1.05% expense ratio, which is lower than CHY's 2.64% expense ratio.
Return for Risk
CNWIX vs. CHY — Risk / Return Rank
CNWIX
CHY
CNWIX vs. CHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Evolving World Growth Fund Class I (CNWIX) and Calamos Convertible and High Income Closed Fund (CHY). 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.
| CNWIX | CHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.18 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.67 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.62 | -0.07 |
Martin ratioReturn relative to average drawdown | 6.05 | 7.75 | -1.70 |
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
| CNWIX | CHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.18 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.18 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.47 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.36 | -0.10 |
Correlation
The correlation between CNWIX and CHY is 0.50, 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
CNWIX vs. CHY - Dividend Comparison
CNWIX's dividend yield for the trailing twelve months is around 0.06%, less than CHY's 11.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNWIX Calamos Evolving World Growth Fund Class I | 0.06% | 0.06% | 0.00% | 0.54% | 0.97% | 2.79% | 2.01% | 1.04% | 0.00% | 0.42% | 0.00% | 0.38% |
CHY Calamos Convertible and High Income Closed Fund | 11.02% | 10.61% | 9.88% | 10.46% | 11.37% | 7.42% | 7.14% | 8.72% | 12.13% | 10.13% | 11.37% | 11.42% |
Drawdowns
CNWIX vs. CHY - Drawdown Comparison
The maximum CNWIX drawdown since its inception was -43.57%, smaller than the maximum CHY drawdown of -60.53%. Use the drawdown chart below to compare losses from any high point for CNWIX and CHY.
Loading graphics...
Drawdown Indicators
| CNWIX | CHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.57% | -60.53% | +16.96% |
Max Drawdown (1Y)Largest decline over 1 year | -16.28% | -11.42% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -37.47% | -35.99% | -1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -43.57% | -50.41% | +6.84% |
Current DrawdownCurrent decline from peak | -16.28% | -8.91% | -7.37% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -9.16% | -7.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 2.39% | +1.78% |
Volatility
CNWIX vs. CHY - Volatility Comparison
Calamos Evolving World Growth Fund Class I (CNWIX) has a higher volatility of 10.65% compared to Calamos Convertible and High Income Closed Fund (CHY) at 7.72%. This indicates that CNWIX's price experiences larger fluctuations and is considered to be riskier than CHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CNWIX | CHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 7.72% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 11.93% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 17.29% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 19.15% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 23.13% | +0.94% |