CVTRX vs. VTTSX
Compare and contrast key facts about Calamos Growth and Income Fund (CVTRX) and Vanguard Target Retirement 2060 Fund (VTTSX).
CVTRX is managed by Calamos. It was launched on Sep 21, 1988. VTTSX is managed by Vanguard. It was launched on Jan 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVTRX or VTTSX.
Key characteristics
| CVTRX | VTTSX | |
|---|---|---|
| YTD Return | 21.91% | 17.22% |
| 1Y Return | 27.23% | 29.58% |
| 3Y Return (Ann) | 2.27% | 5.00% |
| 5Y Return (Ann) | 9.58% | 10.41% |
| 10Y Return (Ann) | 5.39% | 8.99% |
| Sharpe Ratio | 2.38 | 2.61 |
| Sortino Ratio | 3.17 | 3.62 |
| Omega Ratio | 1.45 | 1.48 |
| Calmar Ratio | 1.64 | 2.65 |
| Martin Ratio | 13.04 | 16.94 |
| Ulcer Index | 2.03% | 1.70% |
| Daily Std Dev | 11.11% | 11.05% |
| Max Drawdown | -48.16% | -31.38% |
| Current Drawdown | 0.00% | -0.19% |
Correlation
The correlation between CVTRX and VTTSX 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.
Performance
CVTRX vs. VTTSX - Performance Comparison
In the year-to-date period, CVTRX achieves a 21.91% return, which is significantly higher than VTTSX's 17.22% return. Over the past 10 years, CVTRX has underperformed VTTSX with an annualized return of 5.39%, while VTTSX has yielded a comparatively higher 8.99% annualized 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. VTTSX - Expense Ratio Comparison
CVTRX has a 1.05% expense ratio, which is higher than VTTSX's 0.08% expense ratio.
Risk-Adjusted Performance
CVTRX vs. VTTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth and Income Fund (CVTRX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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. VTTSX - Dividend Comparison
CVTRX's dividend yield for the trailing twelve months is around 0.50%, less than VTTSX's 1.82% 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% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.82% | 2.14% | 2.09% | 1.95% | 1.57% | 2.11% | 2.30% | 1.77% | 1.98% | 1.85% | 1.65% | 1.37% |
Drawdowns
CVTRX vs. VTTSX - Drawdown Comparison
The maximum CVTRX drawdown since its inception was -48.16%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for CVTRX and VTTSX. For additional features, visit the drawdowns tool.
Volatility
CVTRX vs. VTTSX - Volatility Comparison
Calamos Growth and Income Fund (CVTRX) has a higher volatility of 3.57% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 2.92%. This indicates that CVTRX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.