CVTRX vs. SCHG
Compare and contrast key facts about Calamos Growth and Income Fund (CVTRX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
CVTRX is managed by Calamos. It was launched on Sep 21, 1988. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVTRX or SCHG.
Correlation
The correlation between CVTRX and SCHG is 0.94, 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.
Performance
CVTRX vs. SCHG - Performance Comparison
Key characteristics
CVTRX:
1.61
SCHG:
2.05
CVTRX:
2.13
SCHG:
2.67
CVTRX:
1.30
SCHG:
1.36
CVTRX:
1.53
SCHG:
2.97
CVTRX:
8.01
SCHG:
11.32
CVTRX:
2.35%
SCHG:
3.24%
CVTRX:
11.75%
SCHG:
17.91%
CVTRX:
-48.16%
SCHG:
-34.59%
CVTRX:
-4.95%
SCHG:
-2.78%
Returns By Period
In the year-to-date period, CVTRX achieves a 1.79% return, which is significantly higher than SCHG's 1.51% return. Over the past 10 years, CVTRX has underperformed SCHG with an annualized return of 6.32%, while SCHG has yielded a comparatively higher 16.82% annualized return.
CVTRX
1.79%
-2.87%
4.30%
16.69%
7.92%
6.32%
SCHG
1.51%
-0.04%
11.36%
32.87%
19.02%
16.82%
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CVTRX vs. SCHG - Expense Ratio Comparison
CVTRX has a 1.05% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
CVTRX vs. SCHG — Risk-Adjusted Performance Rank
CVTRX
SCHG
CVTRX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth and Income Fund (CVTRX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
CVTRX's dividend yield for the trailing twelve months is around 0.72%, more than SCHG's 0.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVTRX Calamos Growth and Income Fund | 0.72% | 0.73% | 0.64% | 1.19% | 0.53% | 1.04% | 1.23% | 1.88% | 1.55% | 3.25% | 3.57% | 1.31% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 0.40% | 0.47% | 0.55% | 0.42% | 0.52% | 0.82% | 1.28% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
CVTRX vs. SCHG - Drawdown Comparison
The maximum CVTRX drawdown since its inception was -48.16%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CVTRX and SCHG. For additional features, visit the drawdowns tool.
Volatility
CVTRX vs. SCHG - Volatility Comparison
The current volatility for Calamos Growth and Income Fund (CVTRX) is 5.30%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.48%. This indicates that CVTRX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.