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.
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.
Performance
CTRIX vs. VOO - Performance Comparison
Key characteristics
CTRIX:
0.86
VOO:
1.88
CTRIX:
1.27
VOO:
2.53
CTRIX:
1.15
VOO:
1.35
CTRIX:
0.36
VOO:
2.81
CTRIX:
2.24
VOO:
11.78
CTRIX:
1.96%
VOO:
2.02%
CTRIX:
5.09%
VOO:
12.67%
CTRIX:
-18.08%
VOO:
-33.99%
CTRIX:
-6.40%
VOO:
0.00%
Returns By Period
In the year-to-date period, CTRIX achieves a 0.77% return, which is significantly lower than VOO's 4.61% return. Over the past 10 years, CTRIX has underperformed VOO with an annualized return of 1.35%, while VOO has yielded a comparatively higher 13.30% annualized return.
CTRIX
0.77%
0.89%
-0.84%
4.61%
-0.36%
1.35%
VOO
4.61%
2.59%
10.08%
25.10%
14.79%
13.30%
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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.
Dividends
CTRIX vs. VOO - Dividend Comparison
CTRIX's dividend yield for the trailing twelve months is around 4.07%, more than VOO's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRIX Calamos Total Return Bond Fund | 4.07% | 4.08% | 3.83% | 3.78% | 2.95% | 2.28% | 2.81% | 2.90% | 2.79% | 2.68% | 2.85% | 3.03% |
VOO Vanguard S&P 500 ETF | 1.19% | 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 -18.08%, 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. For additional features, visit the drawdowns tool.
Volatility
CTRIX vs. VOO - Volatility Comparison
The current volatility for Calamos Total Return Bond Fund (CTRIX) is 1.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.01%. 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.