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CSGIX vs. OPGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSGIX vs. OPGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos International Small Cap Growth Fund (CSGIX) and Invesco Global Opportunities Fund Class A (OPGIX). The values are adjusted to include any dividend payments, if applicable.

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CSGIX vs. OPGIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
CSGIX
Calamos International Small Cap Growth Fund
2.83%15.11%10.21%13.62%-20.14%
OPGIX
Invesco Global Opportunities Fund Class A
-2.76%7.12%-7.47%17.34%-26.68%

Returns By Period

In the year-to-date period, CSGIX achieves a 2.83% return, which is significantly higher than OPGIX's -2.76% return.


CSGIX

1D
-1.69%
1M
-13.68%
YTD
2.83%
6M
-5.44%
1Y
23.73%
3Y*
12.84%
5Y*
10Y*

OPGIX

1D
-1.29%
1M
-10.08%
YTD
-2.76%
6M
-3.84%
1Y
11.97%
3Y*
0.49%
5Y*
-8.12%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSGIX vs. OPGIX - Expense Ratio Comparison

CSGIX has a 2.67% expense ratio, which is higher than OPGIX's 1.04% expense ratio.


Return for Risk

CSGIX vs. OPGIX — Risk / Return Rank

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

CSGIX
CSGIX Risk / Return Rank: 5959
Overall Rank
CSGIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSGIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
CSGIX Omega Ratio Rank: 5757
Omega Ratio Rank
CSGIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
CSGIX Martin Ratio Rank: 4040
Martin Ratio Rank

OPGIX
OPGIX Risk / Return Rank: 2020
Overall Rank
OPGIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
OPGIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
OPGIX Omega Ratio Rank: 2525
Omega Ratio Rank
OPGIX Calmar Ratio Rank: 99
Calmar Ratio Rank
OPGIX Martin Ratio Rank: 1010
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.

CSGIX vs. OPGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos International Small Cap Growth Fund (CSGIX) and Invesco Global Opportunities Fund Class A (OPGIX). 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.


CSGIXOPGIXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.66

+0.58

Sortino ratio

Return per unit of downside risk

1.65

1.08

+0.56

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

1.54

0.17

+1.37

Martin ratio

Return relative to average drawdown

4.20

0.66

+3.53

CSGIX vs. OPGIX - Sharpe Ratio Comparison

The current CSGIX Sharpe Ratio is 1.24, which is higher than the OPGIX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CSGIX and OPGIX, 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


CSGIXOPGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.66

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.47

-0.21

Correlation

The correlation between CSGIX and OPGIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CSGIX vs. OPGIX - Dividend Comparison

CSGIX's dividend yield for the trailing twelve months is around 1.19%, more than OPGIX's 0.11% yield.


TTM20252024202320222021202020192018201720162015
CSGIX
Calamos International Small Cap Growth Fund
1.19%1.22%0.00%0.00%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OPGIX
Invesco Global Opportunities Fund Class A
0.11%0.11%0.01%0.00%0.00%5.29%8.95%6.16%10.87%2.32%7.86%0.66%

Drawdowns

CSGIX vs. OPGIX - Drawdown Comparison

The maximum CSGIX drawdown since its inception was -26.50%, smaller than the maximum OPGIX drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for CSGIX and OPGIX.


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Drawdown Indicators


CSGIXOPGIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.50%

-62.57%

+36.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-10.97%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-52.49%

Max Drawdown (10Y)

Largest decline over 10 years

-54.65%

Current Drawdown

Current decline from peak

-13.68%

-42.42%

+28.74%

Average Drawdown

Average peak-to-trough decline

-10.62%

-15.63%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

4.32%

+0.69%

Volatility

CSGIX vs. OPGIX - Volatility Comparison

Calamos International Small Cap Growth Fund (CSGIX) has a higher volatility of 8.69% compared to Invesco Global Opportunities Fund Class A (OPGIX) at 6.40%. This indicates that CSGIX's price experiences larger fluctuations and is considered to be riskier than OPGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSGIXOPGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.69%

6.40%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

12.53%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

19.32%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

22.56%

-5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

22.50%

-5.45%