CVGRX vs. JCI
Compare and contrast key facts about Calamos Growth Fund (CVGRX) and Johnson Controls International plc (JCI).
CVGRX is managed by Calamos. It was launched on Sep 4, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVGRX or JCI.
Correlation
The correlation between CVGRX and JCI is 0.52, 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.
Performance
CVGRX vs. JCI - Performance Comparison
Key characteristics
CVGRX:
1.73
JCI:
1.94
CVGRX:
2.29
JCI:
2.51
CVGRX:
1.32
JCI:
1.35
CVGRX:
0.59
JCI:
1.55
CVGRX:
9.93
JCI:
11.68
CVGRX:
3.02%
JCI:
4.26%
CVGRX:
17.28%
JCI:
25.69%
CVGRX:
-69.30%
JCI:
-85.71%
CVGRX:
-31.84%
JCI:
-6.88%
Returns By Period
In the year-to-date period, CVGRX achieves a 34.16% return, which is significantly lower than JCI's 42.17% return. Over the past 10 years, CVGRX has underperformed JCI with an annualized return of 1.56%, while JCI has yielded a comparatively higher 9.97% annualized return.
CVGRX
34.16%
2.75%
10.98%
34.20%
9.00%
1.56%
JCI
42.17%
-2.82%
19.52%
46.41%
16.96%
9.97%
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Risk-Adjusted Performance
CVGRX vs. JCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth Fund (CVGRX) and Johnson Controls International plc (JCI). 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. JCI - Dividend Comparison
CVGRX has not paid dividends to shareholders, while JCI's dividend yield for the trailing twelve months is around 1.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JCI Johnson Controls International plc | 1.38% | 2.55% | 2.19% | 1.41% | 2.23% | 2.55% | 3.51% | 2.65% | 15.64% | 5.85% | 3.69% | 3.46% |
Drawdowns
CVGRX vs. JCI - Drawdown Comparison
The maximum CVGRX drawdown since its inception was -69.30%, smaller than the maximum JCI drawdown of -85.71%. Use the drawdown chart below to compare losses from any high point for CVGRX and JCI. For additional features, visit the drawdowns tool.
Volatility
CVGRX vs. JCI - Volatility Comparison
The current volatility for Calamos Growth Fund (CVGRX) is 5.16%, while Johnson Controls International plc (JCI) has a volatility of 6.86%. This indicates that CVGRX experiences smaller price fluctuations and is considered to be less risky than JCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.