CTRIX vs. CHYDX
Compare and contrast key facts about Calamos Total Return Bond Fund (CTRIX) and Calamos High Income Opportunities Fund (CHYDX).
CTRIX is managed by Calamos. It was launched on Jun 27, 2007. CHYDX is managed by Calamos. It was launched on Aug 2, 1999.
Performance
CTRIX vs. CHYDX - Performance Comparison
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CTRIX vs. CHYDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTRIX Calamos Total Return Bond Fund | -0.41% | 7.31% | 1.49% | 4.78% | -12.91% | -1.27% | 6.97% | 9.24% | -1.10% | 3.32% |
CHYDX Calamos High Income Opportunities Fund | -0.47% | 6.72% | 7.78% | 12.26% | -10.35% | 6.44% | 4.78% | 14.29% | -4.30% | 6.05% |
Returns By Period
In the year-to-date period, CTRIX achieves a -0.41% return, which is significantly higher than CHYDX's -0.47% return. Over the past 10 years, CTRIX has underperformed CHYDX with an annualized return of 1.61%, while CHYDX has yielded a comparatively higher 5.12% annualized return.
CTRIX
- 1D
- 0.22%
- 1M
- -1.63%
- YTD
- -0.41%
- 6M
- 0.38%
- 1Y
- 3.87%
- 3Y*
- 3.40%
- 5Y*
- 0.10%
- 10Y*
- 1.61%
CHYDX
- 1D
- 0.00%
- 1M
- -1.29%
- YTD
- -0.47%
- 6M
- 0.54%
- 1Y
- 5.27%
- 3Y*
- 7.81%
- 5Y*
- 3.67%
- 10Y*
- 5.12%
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CTRIX vs. CHYDX - Expense Ratio Comparison
CTRIX has a 0.65% expense ratio, which is lower than CHYDX's 1.00% expense ratio.
Return for Risk
CTRIX vs. CHYDX — Risk / Return Rank
CTRIX
CHYDX
CTRIX vs. CHYDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Total Return Bond Fund (CTRIX) and Calamos High Income Opportunities Fund (CHYDX). 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.
| CTRIX | CHYDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.81 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.35 | 2.50 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.84 | -0.12 |
Martin ratioReturn relative to average drawdown | 5.16 | 8.54 | -3.38 |
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
| CTRIX | CHYDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.81 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.91 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 1.03 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.04 | -0.54 |
Correlation
The correlation between CTRIX and CHYDX is 0.17, 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
CTRIX vs. CHYDX - Dividend Comparison
CTRIX's dividend yield for the trailing twelve months is around 3.59%, less than CHYDX's 5.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRIX Calamos Total Return Bond Fund | 3.59% | 3.90% | 3.63% | 2.61% | 2.71% | 3.46% | 2.42% | 2.79% | 2.89% | 3.29% | 2.76% | 4.68% |
CHYDX Calamos High Income Opportunities Fund | 5.74% | 6.39% | 6.30% | 6.28% | 5.47% | 4.48% | 5.26% | 5.85% | 6.62% | 4.87% | 4.94% | 5.43% |
Drawdowns
CTRIX vs. CHYDX - Drawdown Comparison
The maximum CTRIX drawdown since its inception was -17.84%, smaller than the maximum CHYDX drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for CTRIX and CHYDX.
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Drawdown Indicators
| CTRIX | CHYDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.84% | -35.03% | +17.19% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -2.85% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -13.66% | -4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -17.84% | -23.35% | +5.51% |
Current DrawdownCurrent decline from peak | -2.42% | -1.60% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -2.78% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.61% | +0.29% |
Volatility
CTRIX vs. CHYDX - Volatility Comparison
Calamos Total Return Bond Fund (CTRIX) has a higher volatility of 1.63% compared to Calamos High Income Opportunities Fund (CHYDX) at 1.04%. This indicates that CTRIX's price experiences larger fluctuations and is considered to be riskier than CHYDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTRIX | CHYDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 1.04% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 1.60% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.35% | 3.00% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 4.05% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 4.96% | -0.39% |