CVLOX vs. CVGRX
Compare and contrast key facts about Calamos Global Opportunities Fund (CVLOX) and Calamos Growth Fund (CVGRX).
CVLOX is managed by Calamos. It was launched on Sep 8, 1996. CVGRX is managed by Calamos. It was launched on Sep 4, 1990.
Performance
CVLOX vs. CVGRX - Performance Comparison
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CVLOX vs. CVGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVLOX Calamos Global Opportunities Fund | 0.00% | 15.84% | 23.81% | 13.88% | -22.17% | 15.72% | 31.76% | 18.28% | -9.88% | 20.04% |
CVGRX Calamos Growth Fund | -10.05% | 16.08% | 32.32% | 37.64% | -33.33% | 23.06% | 32.97% | 31.11% | -6.14% | 26.58% |
Returns By Period
Over the past 10 years, CVLOX has underperformed CVGRX with an annualized return of 9.78%, while CVGRX has yielded a comparatively higher 12.57% annualized return.
CVLOX
- 1D
- 3.21%
- 1M
- -6.07%
- YTD
- 0.00%
- 6M
- -1.45%
- 1Y
- 20.39%
- 3Y*
- 15.46%
- 5Y*
- 6.87%
- 10Y*
- 9.78%
CVGRX
- 1D
- 4.19%
- 1M
- -5.84%
- YTD
- -10.05%
- 6M
- -8.90%
- 1Y
- 15.95%
- 3Y*
- 19.12%
- 5Y*
- 8.26%
- 10Y*
- 12.57%
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CVLOX vs. CVGRX - Expense Ratio Comparison
CVLOX has a 1.22% expense ratio, which is lower than CVGRX's 1.28% expense ratio.
Return for Risk
CVLOX vs. CVGRX — Risk / Return Rank
CVLOX
CVGRX
CVLOX vs. CVGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Global Opportunities Fund (CVLOX) and Calamos Growth Fund (CVGRX). 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.
| CVLOX | CVGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.74 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.23 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.06 | +1.03 |
Martin ratioReturn relative to average drawdown | 7.62 | 3.97 | +3.65 |
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
| CVLOX | CVGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.74 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.38 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.59 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.49 | +0.07 |
Correlation
The correlation between CVLOX and CVGRX is 0.85, 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
CVLOX vs. CVGRX - Dividend Comparison
CVLOX's dividend yield for the trailing twelve months is around 9.08%, less than CVGRX's 9.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVLOX Calamos Global Opportunities Fund | 9.08% | 9.10% | 8.15% | 0.61% | 0.00% | 5.71% | 6.11% | 1.28% | 12.65% | 6.04% | 0.68% | 1.28% |
CVGRX Calamos Growth Fund | 9.80% | 8.81% | 6.66% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% |
Drawdowns
CVLOX vs. CVGRX - Drawdown Comparison
The maximum CVLOX drawdown since its inception was -46.61%, smaller than the maximum CVGRX drawdown of -61.65%. Use the drawdown chart below to compare losses from any high point for CVLOX and CVGRX.
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Drawdown Indicators
| CVLOX | CVGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.61% | -61.65% | +15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -16.00% | +6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -37.43% | +7.46% |
Max Drawdown (10Y)Largest decline over 10 years | -29.97% | -37.43% | +7.46% |
Current DrawdownCurrent decline from peak | -6.95% | -12.48% | +5.53% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -11.55% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 4.25% | -1.56% |
Volatility
CVLOX vs. CVGRX - Volatility Comparison
The current volatility for Calamos Global Opportunities Fund (CVLOX) is 7.15%, while Calamos Growth Fund (CVGRX) has a volatility of 7.78%. This indicates that CVLOX experiences smaller price fluctuations and is considered to be less risky than CVGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVLOX | CVGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 7.78% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 13.33% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 22.72% | -7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 21.87% | -7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 21.54% | -6.90% |