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CXGCX vs. NCZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CXGCX vs. NCZ - Performance Comparison

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

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CXGCX vs. NCZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CXGCX
Calamos Global Convertible Fund
0.50%18.49%10.98%13.48%-22.06%-0.31%38.60%15.18%-2.76%14.25%
NCZ
Virtus Convertible and Income Fund II
1.88%23.23%18.40%17.75%-35.93%9.24%11.04%27.19%-18.66%24.89%

Returns By Period

In the year-to-date period, CXGCX achieves a 0.50% return, which is significantly lower than NCZ's 1.88% return. Over the past 10 years, CXGCX has underperformed NCZ with an annualized return of 8.00%, while NCZ has yielded a comparatively higher 8.45% annualized return.


CXGCX

1D
1.62%
1M
-3.22%
YTD
0.50%
6M
-0.55%
1Y
16.80%
3Y*
12.58%
5Y*
2.75%
10Y*
8.00%

NCZ

1D
2.09%
1M
-5.94%
YTD
1.88%
6M
4.50%
1Y
29.88%
3Y*
17.48%
5Y*
4.02%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CXGCX vs. NCZ - Expense Ratio Comparison

CXGCX has a 1.03% expense ratio, which is higher than NCZ's 0.03% expense ratio.


Return for Risk

CXGCX vs. NCZ — Risk / Return Rank

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

CXGCX
CXGCX Risk / Return Rank: 8181
Overall Rank
CXGCX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CXGCX Sortino Ratio Rank: 8282
Sortino Ratio Rank
CXGCX Omega Ratio Rank: 7474
Omega Ratio Rank
CXGCX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CXGCX Martin Ratio Rank: 7979
Martin Ratio Rank

NCZ
NCZ Risk / Return Rank: 8282
Overall Rank
NCZ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NCZ Sortino Ratio Rank: 7878
Sortino Ratio Rank
NCZ Omega Ratio Rank: 7474
Omega Ratio Rank
NCZ Calmar Ratio Rank: 8989
Calmar Ratio Rank
NCZ Martin Ratio Rank: 9090
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. NCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Global Convertible Fund (CXGCX) and Virtus Convertible and Income Fund II (NCZ). 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.


CXGCXNCZDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.59

+0.04

Sortino ratio

Return per unit of downside risk

2.26

2.16

+0.10

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

2.62

2.68

-0.06

Martin ratio

Return relative to average drawdown

8.73

10.91

-2.18

CXGCX vs. NCZ - Sharpe Ratio Comparison

The current CXGCX Sharpe Ratio is 1.62, which is comparable to the NCZ Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CXGCX and NCZ, 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


CXGCXNCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.59

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.19

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.35

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.20

+0.54

Correlation

The correlation between CXGCX and NCZ is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CXGCX vs. NCZ - Dividend Comparison

CXGCX's dividend yield for the trailing twelve months is around 5.19%, less than NCZ's 10.52% yield.


TTM20252024202320222021202020192018201720162015
CXGCX
Calamos Global Convertible Fund
5.19%5.15%0.00%0.39%0.00%14.77%8.19%2.36%5.75%3.73%2.22%1.30%
NCZ
Virtus Convertible and Income Fund II
10.52%10.45%11.50%12.84%15.62%8.82%9.28%11.28%15.33%13.80%12.08%18.02%

Drawdowns

CXGCX vs. NCZ - Drawdown Comparison

The maximum CXGCX drawdown since its inception was -30.74%, smaller than the maximum NCZ drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for CXGCX and NCZ.


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Drawdown Indicators


CXGCXNCZDifference

Max Drawdown

Largest peak-to-trough decline

-30.74%

-79.48%

+48.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-11.94%

+5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-28.88%

-43.93%

+15.05%

Max Drawdown (10Y)

Largest decline over 10 years

-30.74%

-56.08%

+25.34%

Current Drawdown

Current decline from peak

-4.02%

-7.26%

+3.24%

Average Drawdown

Average peak-to-trough decline

-7.36%

-14.45%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.94%

-1.09%

Volatility

CXGCX vs. NCZ - Volatility Comparison

The current volatility for Calamos Global Convertible Fund (CXGCX) is 4.15%, while Virtus Convertible and Income Fund II (NCZ) has a volatility of 8.08%. This indicates that CXGCX experiences smaller price fluctuations and is considered to be less risky than NCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CXGCXNCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

8.08%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

12.80%

-4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

18.95%

-8.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.58%

21.19%

-11.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.46%

24.20%

-14.74%