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CVGRX vs. CPLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVGRX vs. CPLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Growth Fund (CVGRX) and Calamos Phineus Long/Short Fund (CPLIX). The values are adjusted to include any dividend payments, if applicable.

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CVGRX vs. CPLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVGRX
Calamos Growth Fund
-13.66%16.08%32.32%37.64%-33.33%23.06%32.97%31.11%-6.14%26.58%
CPLIX
Calamos Phineus Long/Short Fund
-4.56%9.89%8.89%8.04%-0.96%7.52%19.81%3.97%-5.96%9.22%

Returns By Period

In the year-to-date period, CVGRX achieves a -13.66% return, which is significantly lower than CPLIX's -4.56% 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%

CPLIX

1D
0.00%
1M
-5.24%
YTD
-4.56%
6M
-5.82%
1Y
3.91%
3Y*
6.48%
5Y*
3.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CVGRX vs. CPLIX - Expense Ratio Comparison

CVGRX has a 1.28% expense ratio, which is lower than CPLIX's 1.38% expense ratio.


Return for Risk

CVGRX vs. CPLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CVGRX
CVGRX Risk / Return Rank: 2121
Overall Rank
CVGRX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CVGRX Sortino Ratio Rank: 2424
Sortino Ratio Rank
CVGRX Omega Ratio Rank: 2323
Omega Ratio Rank
CVGRX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CVGRX Martin Ratio Rank: 2020
Martin Ratio Rank

CPLIX
CPLIX Risk / Return Rank: 1313
Overall Rank
CPLIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CPLIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
CPLIX Omega Ratio Rank: 1313
Omega Ratio Rank
CPLIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
CPLIX Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CVGRX vs. CPLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Growth Fund (CVGRX) and Calamos Phineus Long/Short Fund (CPLIX). 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.


CVGRXCPLIXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.39

+0.16

Sortino ratio

Return per unit of downside risk

0.95

0.65

+0.30

Omega ratio

Gain probability vs. loss probability

1.13

1.08

+0.05

Calmar ratio

Return relative to maximum drawdown

0.56

0.31

+0.25

Martin ratio

Return relative to average drawdown

2.15

1.00

+1.15

CVGRX vs. CPLIX - Sharpe Ratio Comparison

The current CVGRX Sharpe Ratio is 0.55, which is higher than the CPLIX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CVGRX and CPLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CVGRXCPLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.39

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.26

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.46

+0.02

Correlation

The correlation between CVGRX and CPLIX is 0.46, 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. CPLIX - Dividend Comparison

CVGRX's dividend yield for the trailing twelve months is around 10.21%, more than CPLIX's 5.79% yield.


TTM20252024202320222021202020192018201720162015
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%
CPLIX
Calamos Phineus Long/Short Fund
5.79%5.52%6.90%1.86%0.03%0.00%0.00%0.43%3.88%1.21%0.85%0.00%

Drawdowns

CVGRX vs. CPLIX - Drawdown Comparison

The maximum CVGRX drawdown since its inception was -61.65%, which is greater than CPLIX's maximum drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for CVGRX and CPLIX.


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Drawdown Indicators


CVGRXCPLIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.65%

-33.71%

-27.94%

Max Drawdown (1Y)

Largest decline over 1 year

-16.00%

-8.73%

-7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-37.43%

-18.28%

-19.15%

Max Drawdown (10Y)

Largest decline over 10 years

-37.43%

Current Drawdown

Current decline from peak

-16.00%

-8.73%

-7.27%

Average Drawdown

Average peak-to-trough decline

-11.55%

-4.68%

-6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

2.71%

+1.47%

Volatility

CVGRX vs. CPLIX - Volatility Comparison

Calamos Growth Fund (CVGRX) has a higher volatility of 6.33% compared to Calamos Phineus Long/Short Fund (CPLIX) at 2.87%. This indicates that CVGRX's price experiences larger fluctuations and is considered to be riskier than CPLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVGRXCPLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

2.87%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

6.07%

+6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

9.38%

+13.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.80%

12.27%

+9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.50%

15.26%

+6.24%