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CTRIX vs. CVGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTRIX vs. CVGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Total Return Bond Fund (CTRIX) and Calamos Growth Fund (CVGRX). The values are adjusted to include any dividend payments, if applicable.

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CTRIX vs. CVGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CVGRX
Calamos Growth Fund
-10.05%16.08%32.32%37.64%-33.33%23.06%32.97%31.11%-6.14%26.58%

Returns By Period

In the year-to-date period, CTRIX achieves a -0.41% return, which is significantly higher than CVGRX's -10.05% return. Over the past 10 years, CTRIX has underperformed CVGRX with an annualized return of 1.61%, while CVGRX has yielded a comparatively higher 12.57% 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%

CVGRX

1D
4.19%
1M
-5.84%
YTD
-10.05%
6M
-8.90%
1Y
15.95%
3Y*
19.12%
5Y*
8.26%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CTRIX vs. CVGRX - Expense Ratio Comparison

CTRIX has a 0.65% expense ratio, which is lower than CVGRX's 1.28% expense ratio.


Return for Risk

CTRIX vs. CVGRX — Risk / Return Rank

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

CTRIX
CTRIX Risk / Return Rank: 4444
Overall Rank
CTRIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CTRIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
CTRIX Omega Ratio Rank: 3030
Omega Ratio Rank
CTRIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
CTRIX Martin Ratio Rank: 4444
Martin Ratio Rank

CVGRX
CVGRX Risk / Return Rank: 3131
Overall Rank
CVGRX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CVGRX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CVGRX Omega Ratio Rank: 3030
Omega Ratio Rank
CVGRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
CVGRX Martin Ratio Rank: 3333
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.

CTRIX vs. CVGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Total Return Bond Fund (CTRIX) and Calamos Growth Fund (CVGRX). 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.


CTRIXCVGRXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.74

+0.21

Sortino ratio

Return per unit of downside risk

1.35

1.23

+0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.72

1.06

+0.67

Martin ratio

Return relative to average drawdown

5.16

3.97

+1.19

CTRIX vs. CVGRX - Sharpe Ratio Comparison

The current CTRIX Sharpe Ratio is 0.95, which is comparable to the CVGRX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CTRIX and CVGRX, 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


CTRIXCVGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.74

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.38

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.59

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.49

+0.02

Correlation

The correlation between CTRIX and CVGRX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CTRIX vs. CVGRX - Dividend Comparison

CTRIX's dividend yield for the trailing twelve months is around 3.59%, less than CVGRX's 9.80% yield.


TTM20252024202320222021202020192018201720162015
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%
CVGRX
Calamos Growth Fund
9.80%8.81%6.66%4.48%0.00%12.17%11.25%9.71%16.86%13.75%4.12%35.24%

Drawdowns

CTRIX vs. CVGRX - Drawdown Comparison

The maximum CTRIX drawdown since its inception was -17.84%, smaller than the maximum CVGRX drawdown of -61.65%. Use the drawdown chart below to compare losses from any high point for CTRIX and CVGRX.


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Drawdown Indicators


CTRIXCVGRXDifference

Max Drawdown

Largest peak-to-trough decline

-17.84%

-61.65%

+43.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-16.00%

+13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-37.43%

+19.59%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

-37.43%

+19.59%

Current Drawdown

Current decline from peak

-2.42%

-12.48%

+10.06%

Average Drawdown

Average peak-to-trough decline

-3.04%

-11.55%

+8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

4.25%

-3.35%

Volatility

CTRIX vs. CVGRX - Volatility Comparison

The current volatility for Calamos Total Return Bond Fund (CTRIX) is 1.63%, while Calamos Growth Fund (CVGRX) has a volatility of 7.78%. This indicates that CTRIX experiences smaller price fluctuations and is considered to be less risky than CVGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTRIXCVGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

7.78%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

13.33%

-10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

22.72%

-18.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.51%

21.87%

-16.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

21.54%

-16.97%