CVLOX vs. NRIIX
Compare and contrast key facts about Calamos Global Opportunities Fund (CVLOX) and Nuveen Real Asset Income Fund (NRIIX).
CVLOX is managed by Calamos. It was launched on Sep 8, 1996. NRIIX is managed by Nuveen. It was launched on Sep 12, 2011.
Performance
CVLOX vs. NRIIX - Performance Comparison
Loading graphics...
CVLOX vs. NRIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVLOX Calamos Global Opportunities Fund | -3.11% | 15.84% | 23.81% | 13.88% | -22.17% | 15.72% | 31.76% | 18.28% | -9.88% | 20.04% |
NRIIX Nuveen Real Asset Income Fund | 1.42% | 12.55% | 7.56% | 10.38% | -11.50% | 10.58% | -3.45% | 22.74% | -6.10% | 12.39% |
Returns By Period
In the year-to-date period, CVLOX achieves a -3.11% return, which is significantly lower than NRIIX's 1.42% return. Over the past 10 years, CVLOX has outperformed NRIIX with an annualized return of 9.43%, while NRIIX has yielded a comparatively lower 5.74% annualized return.
CVLOX
- 1D
- -1.03%
- 1M
- -8.99%
- YTD
- -3.11%
- 6M
- -3.98%
- 1Y
- 17.04%
- 3Y*
- 14.25%
- 5Y*
- 6.56%
- 10Y*
- 9.43%
NRIIX
- 1D
- 0.18%
- 1M
- -4.73%
- YTD
- 1.42%
- 6M
- 2.69%
- 1Y
- 10.31%
- 3Y*
- 9.83%
- 5Y*
- 5.29%
- 10Y*
- 5.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CVLOX vs. NRIIX - Expense Ratio Comparison
CVLOX has a 1.22% expense ratio, which is higher than NRIIX's 0.91% expense ratio.
Return for Risk
CVLOX vs. NRIIX — Risk / Return Rank
CVLOX
NRIIX
CVLOX vs. NRIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Global Opportunities Fund (CVLOX) and Nuveen Real Asset Income Fund (NRIIX). 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 | NRIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.57 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.58 | 2.06 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.88 | -0.33 |
Martin ratioReturn relative to average drawdown | 5.75 | 8.33 | -2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CVLOX | NRIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.57 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.64 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.56 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.74 | -0.19 |
Correlation
The correlation between CVLOX and NRIIX is 0.65, 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.
Dividends
CVLOX vs. NRIIX - Dividend Comparison
CVLOX's dividend yield for the trailing twelve months is around 9.37%, more than NRIIX's 5.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVLOX Calamos Global Opportunities Fund | 9.37% | 9.10% | 8.15% | 0.61% | 0.00% | 5.71% | 6.11% | 1.28% | 12.65% | 6.04% | 0.68% | 1.28% |
NRIIX Nuveen Real Asset Income Fund | 5.92% | 6.71% | 5.39% | 6.70% | 5.81% | 4.34% | 4.63% | 5.99% | 5.82% | 5.73% | 5.47% | 5.70% |
Drawdowns
CVLOX vs. NRIIX - Drawdown Comparison
The maximum CVLOX drawdown since its inception was -46.61%, which is greater than NRIIX's maximum drawdown of -37.35%. Use the drawdown chart below to compare losses from any high point for CVLOX and NRIIX.
Loading graphics...
Drawdown Indicators
| CVLOX | NRIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.61% | -37.35% | -9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -5.74% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -18.44% | -11.53% |
Max Drawdown (10Y)Largest decline over 10 years | -29.97% | -37.35% | +7.38% |
Current DrawdownCurrent decline from peak | -9.85% | -4.73% | -5.12% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -3.68% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 1.29% | +1.36% |
Volatility
CVLOX vs. NRIIX - Volatility Comparison
Calamos Global Opportunities Fund (CVLOX) has a higher volatility of 6.18% compared to Nuveen Real Asset Income Fund (NRIIX) at 2.30%. This indicates that CVLOX's price experiences larger fluctuations and is considered to be riskier than NRIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CVLOX | NRIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 2.30% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 4.03% | +6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 6.94% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 8.37% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 10.21% | +4.39% |