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 Index. It was launched on Dec 11, 2009.
Performance
CVTRX vs. SCHG - Performance Comparison
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CVTRX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVTRX Calamos Growth and Income Fund | -3.83% | 17.46% | 20.66% | 20.36% | -18.45% | 21.05% | 22.43% | 25.97% | -3.97% | 16.06% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, CVTRX achieves a -3.83% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, CVTRX has underperformed SCHG with an annualized return of 11.55%, while SCHG has yielded a comparatively higher 16.95% annualized return.
CVTRX
- 1D
- 2.92%
- 1M
- -4.80%
- YTD
- -3.83%
- 6M
- -2.24%
- 1Y
- 18.06%
- 3Y*
- 15.69%
- 5Y*
- 8.88%
- 10Y*
- 11.55%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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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.
Return for Risk
CVTRX vs. SCHG — Risk / Return Rank
CVTRX
SCHG
CVTRX vs. SCHG - Risk-Adjusted Trends 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.
| CVTRX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.76 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.24 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.09 | +0.80 |
Martin ratioReturn relative to average drawdown | 7.96 | 3.71 | +4.25 |
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
| CVTRX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.76 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.57 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.79 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.79 | 0.00 |
Correlation
The correlation between CVTRX and SCHG is 0.95, 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
CVTRX vs. SCHG - Dividend Comparison
CVTRX's dividend yield for the trailing twelve months is around 7.67%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVTRX Calamos Growth and Income Fund | 7.67% | 7.38% | 4.83% | 4.18% | 4.02% | 5.52% | 3.22% | 3.56% | 8.61% | 7.21% | 7.31% | 6.96% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
CVTRX vs. SCHG - Drawdown Comparison
The maximum CVTRX drawdown since its inception was -44.13%, 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.
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Drawdown Indicators
| CVTRX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.13% | -34.59% | -9.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -16.41% | +6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -34.59% | +11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -28.20% | -34.59% | +6.39% |
Current DrawdownCurrent decline from peak | -6.49% | -12.51% | +6.02% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -5.22% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 4.84% | -2.47% |
Volatility
CVTRX vs. SCHG - Volatility Comparison
The current volatility for Calamos Growth and Income Fund (CVTRX) is 5.34%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. 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.
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Volatility by Period
| CVTRX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.77% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 12.54% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 22.45% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 22.31% | -7.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 21.51% | -6.19% |