CVGRX vs. FSPTX
Compare and contrast key facts about Calamos Growth Fund (CVGRX) and Fidelity Select Technology Portfolio (FSPTX).
CVGRX is managed by Calamos. It was launched on Sep 4, 1990. FSPTX is managed by Fidelity. It was launched on Jul 13, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVGRX or FSPTX.
Key characteristics
| CVGRX | FSPTX | |
|---|---|---|
| YTD Return | 27.42% | 30.38% |
| 1Y Return | 46.48% | 53.66% |
| 3Y Return (Ann) | 5.30% | 10.12% |
| 5Y Return (Ann) | 15.10% | 23.59% |
| 10Y Return (Ann) | 11.84% | 20.90% |
| Sharpe Ratio | 2.94 | 2.38 |
| Sortino Ratio | 3.76 | 2.99 |
| Omega Ratio | 1.54 | 1.41 |
| Calmar Ratio | 2.05 | 3.19 |
| Martin Ratio | 15.97 | 11.55 |
| Ulcer Index | 2.96% | 4.69% |
| Daily Std Dev | 16.07% | 22.71% |
| Max Drawdown | -61.65% | -84.32% |
| Current Drawdown | -0.35% | -1.41% |
Correlation
The correlation between CVGRX and FSPTX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CVGRX vs. FSPTX - Performance Comparison
In the year-to-date period, CVGRX achieves a 27.42% return, which is significantly lower than FSPTX's 30.38% return. Over the past 10 years, CVGRX has underperformed FSPTX with an annualized return of 11.84%, while FSPTX has yielded a comparatively higher 20.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CVGRX vs. FSPTX - Expense Ratio Comparison
CVGRX has a 1.28% expense ratio, which is higher than FSPTX's 0.67% expense ratio.
Risk-Adjusted Performance
CVGRX vs. FSPTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth Fund (CVGRX) and Fidelity Select Technology Portfolio (FSPTX). 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
CVGRX vs. FSPTX - Dividend Comparison
CVGRX's dividend yield for the trailing twelve months is around 3.51%, while FSPTX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVGRX Calamos Growth Fund | 3.51% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% | 24.84% | 32.56% |
FSPTX Fidelity Select Technology Portfolio | 0.00% | 0.01% | 3.95% | 11.62% | 18.86% | 1.86% | 23.77% | 8.32% | 1.54% | 4.28% | 17.85% | 8.07% |
Drawdowns
CVGRX vs. FSPTX - Drawdown Comparison
The maximum CVGRX drawdown since its inception was -61.65%, smaller than the maximum FSPTX drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for CVGRX and FSPTX. For additional features, visit the drawdowns tool.
Volatility
CVGRX vs. FSPTX - Volatility Comparison
The current volatility for Calamos Growth Fund (CVGRX) is 3.20%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 4.35%. This indicates that CVGRX experiences smaller price fluctuations and is considered to be less risky than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.