CVGRX vs. ITOT
Compare and contrast key facts about Calamos Growth Fund (CVGRX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
CVGRX is managed by Calamos. It was launched on Sep 4, 1990. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVGRX or ITOT.
Key characteristics
| CVGRX | ITOT | |
|---|---|---|
| YTD Return | 27.42% | 21.89% |
| 1Y Return | 46.48% | 40.55% |
| 3Y Return (Ann) | 5.30% | 8.21% |
| 5Y Return (Ann) | 15.10% | 14.74% |
| 10Y Return (Ann) | 11.84% | 12.71% |
| Sharpe Ratio | 2.94 | 3.33 |
| Sortino Ratio | 3.76 | 4.41 |
| Omega Ratio | 1.54 | 1.62 |
| Calmar Ratio | 2.05 | 3.33 |
| Martin Ratio | 15.97 | 21.52 |
| Ulcer Index | 2.96% | 1.93% |
| Daily Std Dev | 16.07% | 12.44% |
| Max Drawdown | -61.65% | -55.21% |
| Current Drawdown | -0.35% | -0.84% |
Correlation
The correlation between CVGRX and ITOT is 0.91, 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. ITOT - Performance Comparison
In the year-to-date period, CVGRX achieves a 27.42% return, which is significantly higher than ITOT's 21.89% return. Over the past 10 years, CVGRX has underperformed ITOT with an annualized return of 11.84%, while ITOT has yielded a comparatively higher 12.71% 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. ITOT - Expense Ratio Comparison
CVGRX has a 1.28% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
CVGRX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth Fund (CVGRX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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. ITOT - Dividend Comparison
CVGRX's dividend yield for the trailing twelve months is around 3.51%, more than ITOT's 1.25% yield.
| 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.25% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
CVGRX vs. ITOT - Drawdown Comparison
The maximum CVGRX drawdown since its inception was -61.65%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for CVGRX and ITOT. For additional features, visit the drawdowns tool.
Volatility
CVGRX vs. ITOT - Volatility Comparison
Calamos Growth Fund (CVGRX) has a higher volatility of 3.20% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.56%. This indicates that CVGRX's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.