CTRIX vs. MCFIX
Compare and contrast key facts about Calamos Total Return Bond Fund (CTRIX) and Mercer Core Fixed Income Fund (MCFIX).
CTRIX is managed by Calamos. It was launched on Jun 27, 2007. MCFIX is managed by Mercer Funds. It was launched on Aug 15, 2005.
Performance
CTRIX vs. MCFIX - Performance Comparison
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CTRIX vs. MCFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CTRIX Calamos Total Return Bond Fund | -0.41% | 7.31% | 1.49% | 4.78% | -12.91% | -1.27% | 6.97% | 5.65% |
MCFIX Mercer Core Fixed Income Fund | -0.88% | 6.64% | 2.02% | 6.47% | -13.69% | -1.05% | 4.75% | 3.31% |
Returns By Period
In the year-to-date period, CTRIX achieves a -0.41% return, which is significantly higher than MCFIX's -0.88% 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%
MCFIX
- 1D
- 0.23%
- 1M
- -1.88%
- YTD
- -0.88%
- 6M
- -0.58%
- 1Y
- 2.54%
- 3Y*
- 3.62%
- 5Y*
- 0.17%
- 10Y*
- —
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CTRIX vs. MCFIX - Expense Ratio Comparison
CTRIX has a 0.65% expense ratio, which is higher than MCFIX's 0.16% expense ratio.
Return for Risk
CTRIX vs. MCFIX — Risk / Return Rank
CTRIX
MCFIX
CTRIX vs. MCFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Total Return Bond Fund (CTRIX) and Mercer Core Fixed Income Fund (MCFIX). 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 | MCFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.70 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.01 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.73 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.16 | 5.00 | +0.16 |
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 | MCFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.70 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.03 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.15 | +0.35 |
Correlation
The correlation between CTRIX and MCFIX is 0.89, 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
CTRIX vs. MCFIX - Dividend Comparison
CTRIX's dividend yield for the trailing twelve months is around 3.59%, less than MCFIX's 4.30% 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% |
MCFIX Mercer Core Fixed Income Fund | 4.30% | 3.89% | 4.54% | 3.68% | 3.31% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CTRIX vs. MCFIX - Drawdown Comparison
The maximum CTRIX drawdown since its inception was -17.84%, smaller than the maximum MCFIX drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for CTRIX and MCFIX.
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Drawdown Indicators
| CTRIX | MCFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.84% | -21.68% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -3.09% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -18.72% | +0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -17.84% | — | — |
Current DrawdownCurrent decline from peak | -2.42% | -5.87% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -8.61% | +5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 1.07% | -0.17% |
Volatility
CTRIX vs. MCFIX - Volatility Comparison
Calamos Total Return Bond Fund (CTRIX) has a higher volatility of 1.63% compared to Mercer Core Fixed Income Fund (MCFIX) at 1.54%. This indicates that CTRIX's price experiences larger fluctuations and is considered to be riskier than MCFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTRIX | MCFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 1.54% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 2.68% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.35% | 4.81% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 6.01% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 6.16% | -1.59% |