CVGRX vs. ADX
Compare and contrast key facts about Calamos Growth Fund (CVGRX) and Adams Diversified Equity Fund, Inc. (ADX).
CVGRX is managed by Calamos. It was launched on Sep 4, 1990. ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Performance
CVGRX vs. ADX - Performance Comparison
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CVGRX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVGRX Calamos Growth Fund | -13.66% | 16.08% | 32.32% | 37.64% | -33.33% | 23.06% | 32.97% | 31.11% | -6.14% | 26.58% |
ADX Adams Diversified Equity Fund, Inc. | -2.00% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Returns By Period
In the year-to-date period, CVGRX achieves a -13.66% return, which is significantly lower than ADX's -2.00% return. Over the past 10 years, CVGRX has underperformed ADX with an annualized return of 12.11%, while ADX has yielded a comparatively higher 16.68% annualized return.
CVGRX
- 1D
- -0.83%
- 1M
- -9.33%
- YTD
- -13.66%
- 6M
- -12.25%
- 1Y
- 12.10%
- 3Y*
- 17.50%
- 5Y*
- 7.77%
- 10Y*
- 12.11%
ADX
- 1D
- 2.33%
- 1M
- -3.70%
- YTD
- -2.00%
- 6M
- 3.99%
- 1Y
- 27.40%
- 3Y*
- 24.77%
- 5Y*
- 15.18%
- 10Y*
- 16.68%
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CVGRX vs. ADX - Expense Ratio Comparison
CVGRX has a 1.28% expense ratio, which is higher than ADX's 0.59% expense ratio.
Return for Risk
CVGRX vs. ADX — Risk / Return Rank
CVGRX
ADX
CVGRX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth Fund (CVGRX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| CVGRX | ADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 1.47 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.95 | 2.18 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.31 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 2.56 | -2.00 |
Martin ratioReturn relative to average drawdown | 2.15 | 11.81 | -9.67 |
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
| CVGRX | ADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.47 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.89 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.93 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.09 | +0.39 |
Correlation
The correlation between CVGRX and ADX is 0.67, 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
CVGRX vs. ADX - Dividend Comparison
CVGRX's dividend yield for the trailing twelve months is around 10.21%, more than ADX's 8.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVGRX Calamos Growth Fund | 10.21% | 8.81% | 6.66% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% |
ADX Adams Diversified Equity Fund, Inc. | 8.26% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
Drawdowns
CVGRX vs. ADX - Drawdown Comparison
The maximum CVGRX drawdown since its inception was -61.65%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for CVGRX and ADX.
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Drawdown Indicators
| CVGRX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.65% | -71.60% | +9.95% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -11.12% | -4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -25.07% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -37.17% | -0.26% |
Current DrawdownCurrent decline from peak | -16.00% | -4.36% | -11.64% |
Average DrawdownAverage peak-to-trough decline | -11.55% | -23.22% | +11.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 2.41% | +1.77% |
Volatility
CVGRX vs. ADX - Volatility Comparison
Calamos Growth Fund (CVGRX) and Adams Diversified Equity Fund, Inc. (ADX) have volatilities of 6.33% and 6.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVGRX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 6.64% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 10.77% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.38% | 18.76% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 17.23% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 17.96% | +3.54% |