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CXGCX vs. PBXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CXGCX vs. PBXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Global Convertible Fund (CXGCX) and Rational/Pier 88 Convertible Securities Fund (PBXIX). The values are adjusted to include any dividend payments, if applicable.

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CXGCX vs. PBXIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CXGCX
Calamos Global Convertible Fund
-1.10%18.49%10.98%13.48%-22.06%-0.31%38.60%1.92%
PBXIX
Rational/Pier 88 Convertible Securities Fund
-2.92%2.12%8.23%3.28%-10.82%10.23%17.09%1.70%

Returns By Period

In the year-to-date period, CXGCX achieves a -1.10% return, which is significantly higher than PBXIX's -2.92% 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%

PBXIX

1D
-0.29%
1M
-4.31%
YTD
-2.92%
6M
-2.93%
1Y
1.01%
3Y*
3.97%
5Y*
1.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CXGCX vs. PBXIX - Expense Ratio Comparison

CXGCX has a 1.03% expense ratio, which is higher than PBXIX's 0.99% expense ratio.


Return for Risk

CXGCX vs. PBXIX — 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

PBXIX
PBXIX Risk / Return Rank: 77
Overall Rank
PBXIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PBXIX Sortino Ratio Rank: 66
Sortino Ratio Rank
PBXIX Omega Ratio Rank: 66
Omega Ratio Rank
PBXIX Calmar Ratio Rank: 88
Calmar Ratio Rank
PBXIX Martin Ratio Rank: 88
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. PBXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Global Convertible Fund (CXGCX) and Rational/Pier 88 Convertible Securities Fund (PBXIX). 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.


CXGCXPBXIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.12

+1.26

Sortino ratio

Return per unit of downside risk

1.93

0.22

+1.70

Omega ratio

Gain probability vs. loss probability

1.26

1.03

+0.23

Calmar ratio

Return relative to maximum drawdown

2.07

0.09

+1.99

Martin ratio

Return relative to average drawdown

7.12

0.32

+6.80

CXGCX vs. PBXIX - Sharpe Ratio Comparison

The current CXGCX Sharpe Ratio is 1.38, which is higher than the PBXIX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of CXGCX and PBXIX, 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


CXGCXPBXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.12

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.15

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.37

+0.37

Correlation

The correlation between CXGCX and PBXIX is 0.80, 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. PBXIX - Dividend Comparison

CXGCX's dividend yield for the trailing twelve months is around 5.28%, less than PBXIX's 6.05% 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%
PBXIX
Rational/Pier 88 Convertible Securities Fund
6.05%3.48%2.14%2.22%2.25%7.56%1.77%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CXGCX vs. PBXIX - Drawdown Comparison

The maximum CXGCX drawdown since its inception was -30.74%, which is greater than PBXIX's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for CXGCX and PBXIX.


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Drawdown Indicators


CXGCXPBXIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.74%

-24.03%

-6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-5.74%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.88%

-15.57%

-13.31%

Max Drawdown (10Y)

Largest decline over 10 years

-30.74%

Current Drawdown

Current decline from peak

-5.55%

-5.16%

-0.39%

Average Drawdown

Average peak-to-trough decline

-7.36%

-5.65%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.54%

+0.32%

Volatility

CXGCX vs. PBXIX - Volatility Comparison

Calamos Global Convertible Fund (CXGCX) has a higher volatility of 3.72% compared to Rational/Pier 88 Convertible Securities Fund (PBXIX) at 2.16%. This indicates that CXGCX's price experiences larger fluctuations and is considered to be riskier than PBXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CXGCXPBXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

2.16%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

4.96%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

8.50%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

8.63%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.44%

11.57%

-2.13%