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.
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
Key characteristics
CVGRX:
-0.14
ITOT:
0.27
CVGRX:
-0.02
ITOT:
0.51
CVGRX:
1.00
ITOT:
1.07
CVGRX:
-0.07
ITOT:
0.27
CVGRX:
-0.41
ITOT:
1.18
CVGRX:
8.43%
ITOT:
4.43%
CVGRX:
24.91%
ITOT:
19.33%
CVGRX:
-69.30%
ITOT:
-55.20%
CVGRX:
-46.37%
ITOT:
-14.46%
Returns By Period
In the year-to-date period, CVGRX achieves a -14.98% return, which is significantly lower than ITOT's -10.48% return. Over the past 10 years, CVGRX has underperformed ITOT with an annualized return of -1.40%, while ITOT has yielded a comparatively higher 10.97% annualized return.
CVGRX
-14.98%
-7.23%
-16.94%
-0.05%
6.40%
-1.40%
ITOT
-10.48%
-6.89%
-9.84%
6.92%
14.66%
10.97%
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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 Rank
CVGRX
ITOT
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 has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.42%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVGRX Calamos Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.42% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
Drawdowns
CVGRX vs. ITOT - Drawdown Comparison
The maximum CVGRX drawdown since its inception was -69.30%, which is greater than ITOT's maximum drawdown of -55.20%. 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 15.59% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 13.74%. 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.