CVGRX vs. EFT
CVGRX (Calamos Growth Fund) is Large Cap Growth Equities fund managed by Calamos, while EFT (Eaton Vance Floating-Rate Income Trust) is a stock. Over the past 10 years, CVGRX returned 13.87%/yr vs 5.23%/yr for EFT. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
CVGRX vs. EFT - Performance Comparison
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Returns By Period
In the year-to-date period, CVGRX achieves a 4.04% return, which is significantly higher than EFT's -2.04% return. Over the past 10 years, CVGRX has outperformed EFT with an annualized return of 13.87%, while EFT has yielded a comparatively lower 5.23% annualized return.
CVGRX
- 1D
- 3.04%
- 1M
- -2.38%
- 6M
- 4.75%
- YTD
- 4.04%
- 1Y
- 12.73%
- 3Y*
- 18.96%
- 5Y*
- 9.41%
- 10Y*
- 13.87%
- ALL TIME*
- 11.16%
EFT
- 1D
- -0.28%
- 1M
- -0.79%
- 6M
- -2.90%
- YTD
- -2.04%
- 1Y
- -5.78%
- 3Y*
- 5.96%
- 5Y*
- 3.14%
- 10Y*
- 5.23%
- ALL TIME*
- 4.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CVGRX Calamos Growth Fund | $0.00 | $0.00 | $0.00 |
| $699.02K | $595.84K | $824.52K |
CVGRX vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVGRX Calamos Growth Fund | 4.04% | 16.08% | 32.32% | 37.64% | -33.33% | 23.06% | 32.97% | 31.11% | -6.14% | 26.58% |
EFT Eaton Vance Floating-Rate Income Trust | -2.04% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
Correlation
The correlation between CVGRX and EFT is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2004 | 0.32 |
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Return for Risk
CVGRX vs. EFT — Risk / Return Rank
CVGRX
EFT
CVGRX vs. EFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth Fund (CVGRX) and Eaton Vance Floating-Rate Income Trust (EFT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CVGRX | EFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.87 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | -0.62 | +1.27 |
| Martin ratioReturn relative to average drawdown | 2.20 | -1.39 | +3.59 |
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Drawdowns
CVGRX vs. EFT - Drawdown Comparison
The maximum CVGRX drawdown since its inception was -61.65%, roughly equal to the maximum EFT drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for CVGRX and EFT.
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Drawdown Indicators
| CVGRX | EFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.65% | -60.58% | -1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -10.54% | -5.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.81% | -17.49% | -6.32% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -24.98% | -12.45% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -45.51% | +8.08% |
Current DrawdownCurrent decline from peak | -6.48% | -10.75% | +4.27% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -8.82% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 5.41% | -0.73% |
Volatility
CVGRX vs. EFT - Volatility Comparison
Calamos Growth Fund (CVGRX) has a higher volatility of 5.68% compared to Eaton Vance Floating-Rate Income Trust (EFT) at 1.36%. This indicates that CVGRX's price experiences larger fluctuations and is considered to be riskier than EFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVGRX | EFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 1.36% | +4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.95% | 7.14% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 8.66% | +9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.10% | 12.71% | +9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 15.72% | +5.99% |
Dividends
CVGRX vs. EFT - Dividend Comparison
CVGRX's dividend yield for the trailing twelve months is around 8.47%, less than EFT's 8.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVGRX Calamos Growth Fund | 8.47% | 8.81% | 6.66% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% |
EFT Eaton Vance Floating-Rate Income Trust | 8.91% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
Frequently Asked Questions
CVGRX and EFT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVGRX has higher volatility (5.68%) compared to EFT (1.36%). In terms of maximum drawdown, CVGRX dropped -61.65% vs EFT's -60.58%.
CVGRX currently has the higher Sharpe Ratio (0.56 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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