CVTRX vs. RCTIX
Compare and contrast key facts about Calamos Growth and Income Fund (CVTRX) and River Canyon Total Return Bond Fund (RCTIX).
CVTRX is managed by Calamos. It was launched on Sep 21, 1988. RCTIX is managed by River Canyon. It was launched on Dec 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVTRX or RCTIX.
Key characteristics
| CVTRX | RCTIX | |
|---|---|---|
| YTD Return | 21.91% | 7.00% |
| 1Y Return | 27.23% | 11.39% |
| 3Y Return (Ann) | 2.27% | 4.14% |
| 5Y Return (Ann) | 9.58% | 3.66% |
| Sharpe Ratio | 2.38 | 4.12 |
| Sortino Ratio | 3.17 | 6.80 |
| Omega Ratio | 1.45 | 1.96 |
| Calmar Ratio | 1.64 | 10.05 |
| Martin Ratio | 13.04 | 31.11 |
| Ulcer Index | 2.03% | 0.36% |
| Daily Std Dev | 11.11% | 2.71% |
| Max Drawdown | -48.16% | -10.89% |
| Current Drawdown | 0.00% | -0.72% |
Correlation
The correlation between CVTRX and RCTIX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CVTRX vs. RCTIX - Performance Comparison
In the year-to-date period, CVTRX achieves a 21.91% return, which is significantly higher than RCTIX's 7.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CVTRX vs. RCTIX - Expense Ratio Comparison
CVTRX has a 1.05% expense ratio, which is higher than RCTIX's 0.89% expense ratio.
Risk-Adjusted Performance
CVTRX vs. RCTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth and Income Fund (CVTRX) and River Canyon Total Return Bond Fund (RCTIX). 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
CVTRX vs. RCTIX - Dividend Comparison
CVTRX's dividend yield for the trailing twelve months is around 0.50%, less than RCTIX's 7.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVTRX Calamos Growth and Income Fund | 0.50% | 0.64% | 1.19% | 0.53% | 1.04% | 1.23% | 1.88% | 1.55% | 3.25% | 3.57% | 1.31% | 1.56% |
RCTIX River Canyon Total Return Bond Fund | 7.83% | 8.51% | 6.00% | 3.02% | 3.79% | 2.70% | 3.30% | 4.89% | 2.32% | 5.74% | 0.00% | 0.00% |
Drawdowns
CVTRX vs. RCTIX - Drawdown Comparison
The maximum CVTRX drawdown since its inception was -48.16%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for CVTRX and RCTIX. For additional features, visit the drawdowns tool.
Volatility
CVTRX vs. RCTIX - Volatility Comparison
Calamos Growth and Income Fund (CVTRX) has a higher volatility of 3.57% compared to River Canyon Total Return Bond Fund (RCTIX) at 0.63%. This indicates that CVTRX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.