CVGRX vs. VOO
Compare and contrast key facts about Calamos Growth Fund (CVGRX) and Vanguard S&P 500 ETF (VOO).
CVGRX is managed by Calamos. It was launched on Sep 4, 1990. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
CVGRX vs. VOO - Performance Comparison
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CVGRX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVGRX Calamos Growth Fund | -8.90% | 16.08% | 32.32% | 37.64% | -33.33% | 23.06% | 32.97% | 31.11% | -6.14% | 26.58% |
VOO Vanguard S&P 500 ETF | -3.55% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, CVGRX achieves a -8.90% return, which is significantly lower than VOO's -3.55% return. Over the past 10 years, CVGRX has underperformed VOO with an annualized return of 12.71%, while VOO has yielded a comparatively higher 14.19% annualized return.
CVGRX
- 1D
- 1.27%
- 1M
- -3.54%
- YTD
- -8.90%
- 6M
- -7.99%
- 1Y
- 16.34%
- 3Y*
- 19.63%
- 5Y*
- 8.53%
- 10Y*
- 12.71%
VOO
- 1D
- 0.11%
- 1M
- -3.33%
- YTD
- -3.55%
- 6M
- -1.41%
- 1Y
- 17.60%
- 3Y*
- 18.47%
- 5Y*
- 11.96%
- 10Y*
- 14.19%
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CVGRX vs. VOO - Expense Ratio Comparison
CVGRX has a 1.28% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
CVGRX vs. VOO — Risk / Return Rank
CVGRX
VOO
CVGRX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth Fund (CVGRX) and Vanguard S&P 500 ETF (VOO). 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.
| CVGRX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.98 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.49 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.53 | -0.39 |
Martin ratioReturn relative to average drawdown | 4.24 | 7.13 | -2.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CVGRX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.98 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.71 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.79 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.83 | -0.35 |
Correlation
The correlation between CVGRX and VOO is 0.92, 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.
Dividends
CVGRX vs. VOO - Dividend Comparison
CVGRX's dividend yield for the trailing twelve months is around 9.67%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVGRX Calamos Growth Fund | 9.67% | 8.81% | 6.66% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
CVGRX vs. VOO - Drawdown Comparison
The maximum CVGRX drawdown since its inception was -61.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CVGRX and VOO.
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Drawdown Indicators
| CVGRX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.65% | -33.99% | -27.66% |
Max Drawdown (1Y)Largest decline over 1 year | -16.00% | -8.90% | -7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -24.52% | -12.91% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -33.99% | -3.44% |
Current DrawdownCurrent decline from peak | -11.37% | -5.44% | -5.93% |
Average DrawdownAverage peak-to-trough decline | -11.55% | -3.72% | -7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 2.57% | +1.74% |
Volatility
CVGRX vs. VOO - Volatility Comparison
Calamos Growth Fund (CVGRX) has a higher volatility of 7.88% compared to Vanguard S&P 500 ETF (VOO) at 5.27%. This indicates that CVGRX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVGRX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 5.27% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 9.46% | +3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 18.11% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 16.81% | +5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 17.98% | +3.56% |