CTRIX vs. PGSIX
Compare and contrast key facts about Calamos Total Return Bond Fund (CTRIX) and Putnam Mortgage Securities Fund (PGSIX).
CTRIX is managed by Calamos. It was launched on Jun 27, 2007. PGSIX is managed by Putnam. It was launched on Feb 8, 1984.
Performance
CTRIX vs. PGSIX - Performance Comparison
Loading graphics...
CTRIX vs. PGSIX - 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% |
PGSIX Putnam Mortgage Securities Fund | 1.26% | 9.36% | 3.52% | 3.66% | -10.79% | -4.31% | -0.73% | 12.39% | -0.79% | 0.82% |
Returns By Period
In the year-to-date period, CTRIX achieves a -0.41% return, which is significantly lower than PGSIX's 1.26% return. Over the past 10 years, CTRIX has outperformed PGSIX with an annualized return of 1.61%, while PGSIX has yielded a comparatively lower 1.39% 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%
PGSIX
- 1D
- 0.38%
- 1M
- -1.24%
- YTD
- 1.26%
- 6M
- 2.71%
- 1Y
- 6.13%
- 3Y*
- 5.95%
- 5Y*
- -0.05%
- 10Y*
- 1.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CTRIX vs. PGSIX - Expense Ratio Comparison
CTRIX has a 0.65% expense ratio, which is lower than PGSIX's 0.89% expense ratio.
Return for Risk
CTRIX vs. PGSIX — Risk / Return Rank
CTRIX
PGSIX
CTRIX vs. PGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Total Return Bond Fund (CTRIX) and Putnam Mortgage Securities Fund (PGSIX). 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 | PGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.17 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.64 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.84 | -0.12 |
Martin ratioReturn relative to average drawdown | 5.16 | 5.63 | -0.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CTRIX | PGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.17 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.01 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.24 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.84 | -0.34 |
Correlation
The correlation between CTRIX and PGSIX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CTRIX vs. PGSIX - Dividend Comparison
CTRIX's dividend yield for the trailing twelve months is around 3.59%, less than PGSIX's 5.14% 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% |
PGSIX Putnam Mortgage Securities Fund | 5.14% | 5.67% | 16.88% | 8.38% | 12.83% | 4.30% | 4.21% | 4.50% | 3.94% | 3.10% | 2.92% | 2.51% |
Drawdowns
CTRIX vs. PGSIX - Drawdown Comparison
The maximum CTRIX drawdown since its inception was -17.84%, smaller than the maximum PGSIX drawdown of -22.28%. Use the drawdown chart below to compare losses from any high point for CTRIX and PGSIX.
Loading graphics...
Drawdown Indicators
| CTRIX | PGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.84% | -22.28% | +4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -3.85% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -21.57% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -17.84% | -22.28% | +4.44% |
Current DrawdownCurrent decline from peak | -2.42% | -1.49% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -2.62% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 1.26% | -0.36% |
Volatility
CTRIX vs. PGSIX - Volatility Comparison
The current volatility for Calamos Total Return Bond Fund (CTRIX) is 1.63%, while Putnam Mortgage Securities Fund (PGSIX) has a volatility of 1.96%. This indicates that CTRIX experiences smaller price fluctuations and is considered to be less risky than PGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CTRIX | PGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 1.96% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 3.45% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.35% | 5.95% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 6.96% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 5.91% | -1.34% |