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CXGCX vs. FISCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CXGCX vs. FISCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Global Convertible Fund (CXGCX) and Franklin Convertible Securities Fund (FISCX). The values are adjusted to include any dividend payments, if applicable.

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CXGCX vs. FISCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CXGCX
Calamos Global Convertible Fund
-1.10%18.49%10.98%13.48%-22.06%-0.31%38.60%15.18%-2.76%14.25%
FISCX
Franklin Convertible Securities Fund
-3.19%13.63%16.62%9.96%-15.95%-5.70%46.28%33.99%4.15%17.98%

Returns By Period

In the year-to-date period, CXGCX achieves a -1.10% return, which is significantly higher than FISCX's -3.19% return. Over the past 10 years, CXGCX has underperformed FISCX with an annualized return of 7.82%, while FISCX has yielded a comparatively higher 11.24% annualized return.


CXGCX

1D
-0.87%
1M
-4.76%
YTD
-1.10%
6M
-1.39%
1Y
15.13%
3Y*
11.98%
5Y*
2.67%
10Y*
7.82%

FISCX

1D
-0.82%
1M
-4.91%
YTD
-3.19%
6M
-0.23%
1Y
13.11%
3Y*
10.67%
5Y*
1.92%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CXGCX vs. FISCX - Expense Ratio Comparison

CXGCX has a 1.03% expense ratio, which is higher than FISCX's 0.83% expense ratio.


Return for Risk

CXGCX vs. FISCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CXGCX
CXGCX Risk / Return Rank: 7575
Overall Rank
CXGCX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CXGCX Sortino Ratio Rank: 7676
Sortino Ratio Rank
CXGCX Omega Ratio Rank: 6767
Omega Ratio Rank
CXGCX Calmar Ratio Rank: 8383
Calmar Ratio Rank
CXGCX Martin Ratio Rank: 7474
Martin Ratio Rank

FISCX
FISCX Risk / Return Rank: 5959
Overall Rank
FISCX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FISCX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FISCX Omega Ratio Rank: 5050
Omega Ratio Rank
FISCX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FISCX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CXGCX vs. FISCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Global Convertible Fund (CXGCX) and Franklin Convertible Securities Fund (FISCX). 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.


CXGCXFISCXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.06

+0.32

Sortino ratio

Return per unit of downside risk

1.93

1.50

+0.43

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

2.07

1.51

+0.56

Martin ratio

Return relative to average drawdown

7.12

6.28

+0.83

CXGCX vs. FISCX - Sharpe Ratio Comparison

The current CXGCX Sharpe Ratio is 1.38, which is higher than the FISCX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of CXGCX and FISCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CXGCXFISCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.06

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.16

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.84

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.78

-0.04

Correlation

The correlation between CXGCX and FISCX is 0.86, 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

CXGCX vs. FISCX - Dividend Comparison

CXGCX's dividend yield for the trailing twelve months is around 5.28%, less than FISCX's 10.23% yield.


TTM20252024202320222021202020192018201720162015
CXGCX
Calamos Global Convertible Fund
5.28%5.15%0.00%0.39%0.00%14.77%8.19%2.36%5.75%3.73%2.22%1.30%
FISCX
Franklin Convertible Securities Fund
10.23%9.94%4.87%2.22%8.70%8.10%11.30%16.05%7.09%7.68%4.62%4.68%

Drawdowns

CXGCX vs. FISCX - Drawdown Comparison

The maximum CXGCX drawdown since its inception was -30.74%, smaller than the maximum FISCX drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for CXGCX and FISCX.


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Drawdown Indicators


CXGCXFISCXDifference

Max Drawdown

Largest peak-to-trough decline

-30.74%

-49.16%

+18.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-7.45%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.88%

-34.37%

+5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-30.74%

-34.37%

+3.63%

Current Drawdown

Current decline from peak

-5.55%

-6.38%

+0.83%

Average Drawdown

Average peak-to-trough decline

-7.36%

-6.93%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.79%

+0.07%

Volatility

CXGCX vs. FISCX - Volatility Comparison

The current volatility for Calamos Global Convertible Fund (CXGCX) is 3.72%, while Franklin Convertible Securities Fund (FISCX) has a volatility of 4.43%. This indicates that CXGCX experiences smaller price fluctuations and is considered to be less risky than FISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CXGCXFISCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

4.43%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

8.34%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

12.13%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

12.44%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.44%

13.42%

-3.98%