CPLIX vs. BDMIX
Compare and contrast key facts about Calamos Phineus Long/Short Fund (CPLIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
CPLIX is managed by Calamos. It was launched on Apr 4, 2016. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
CPLIX vs. BDMIX - Performance Comparison
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CPLIX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPLIX Calamos Phineus Long/Short Fund | -3.56% | 9.89% | 8.89% | 8.04% | -0.96% | 7.52% | 19.81% | 3.97% | -5.96% | 9.22% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
Returns By Period
In the year-to-date period, CPLIX achieves a -3.56% return, which is significantly lower than BDMIX's 4.32% return.
CPLIX
- 1D
- 1.06%
- 1M
- -3.73%
- YTD
- -3.56%
- 6M
- -4.67%
- 1Y
- 4.75%
- 3Y*
- 6.85%
- 5Y*
- 3.24%
- 10Y*
- —
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
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CPLIX vs. BDMIX - Expense Ratio Comparison
CPLIX has a 1.38% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
CPLIX vs. BDMIX — Risk / Return Rank
CPLIX
BDMIX
CPLIX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Phineus Long/Short Fund (CPLIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.
| CPLIX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 2.55 | -2.02 |
Sortino ratioReturn per unit of downside risk | 0.87 | 3.73 | -2.86 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.48 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 5.14 | -4.60 |
Martin ratioReturn relative to average drawdown | 1.70 | 14.25 | -12.55 |
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
| CPLIX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 2.55 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 1.76 | -1.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.15 | -0.68 |
Correlation
The correlation between CPLIX and BDMIX is 0.01, 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
CPLIX vs. BDMIX - Dividend Comparison
CPLIX's dividend yield for the trailing twelve months is around 5.73%, less than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPLIX Calamos Phineus Long/Short Fund | 5.73% | 5.52% | 6.90% | 1.86% | 0.03% | 0.00% | 0.00% | 0.43% | 3.88% | 1.21% | 0.85% | 0.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
CPLIX vs. BDMIX - Drawdown Comparison
The maximum CPLIX drawdown since its inception was -33.71%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for CPLIX and BDMIX.
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Drawdown Indicators
| CPLIX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.71% | -11.89% | -21.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -3.60% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.28% | -7.45% | -10.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -7.77% | -0.13% | -7.64% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -2.71% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.30% | +1.46% |
Volatility
CPLIX vs. BDMIX - Volatility Comparison
Calamos Phineus Long/Short Fund (CPLIX) has a higher volatility of 3.13% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that CPLIX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPLIX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 1.72% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.16% | 4.78% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.42% | 6.93% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 6.51% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 5.77% | +9.49% |