Correlation
The correlation between CTRIX and VOO is 0.01, 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.
CTRIX vs. VOO
Compare and contrast key facts about Calamos Total Return Bond Fund (CTRIX) and Vanguard S&P 500 ETF (VOO).
CTRIX is managed by Calamos. It was launched on Jun 27, 2007. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTRIX or VOO.
Performance
CTRIX vs. VOO - Performance Comparison
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Key characteristics
CTRIX:
1.19
VOO:
0.74
CTRIX:
1.70
VOO:
1.04
CTRIX:
1.21
VOO:
1.15
CTRIX:
0.61
VOO:
0.68
CTRIX:
3.08
VOO:
2.58
CTRIX:
1.96%
VOO:
4.93%
CTRIX:
5.22%
VOO:
19.54%
CTRIX:
-17.05%
VOO:
-33.99%
CTRIX:
-4.01%
VOO:
-3.55%
Returns By Period
In the year-to-date period, CTRIX achieves a 2.07% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, CTRIX has underperformed VOO with an annualized return of 1.76%, while VOO has yielded a comparatively higher 12.81% annualized return.
CTRIX
2.07%
-0.11%
0.37%
5.21%
2.09%
-0.10%
1.76%
VOO
0.90%
4.04%
-1.46%
13.29%
14.31%
15.89%
12.81%
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CTRIX vs. VOO - Expense Ratio Comparison
CTRIX has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
CTRIX vs. VOO — Risk-Adjusted Performance Rank
CTRIX
VOO
CTRIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Total Return Bond Fund (CTRIX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
CTRIX vs. VOO - Dividend Comparison
CTRIX's dividend yield for the trailing twelve months is around 3.75%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRIX Calamos Total Return Bond Fund | 3.75% | 4.08% | 3.83% | 3.78% | 4.21% | 2.41% | 2.81% | 2.90% | 3.30% | 2.77% | 4.28% | 4.19% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
CTRIX vs. VOO - Drawdown Comparison
The maximum CTRIX drawdown since its inception was -17.05%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CTRIX and VOO.
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Volatility
CTRIX vs. VOO - Volatility Comparison
The current volatility for Calamos Total Return Bond Fund (CTRIX) is 1.51%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that CTRIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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