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GAOSX vs. CVLOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAOSX vs. CVLOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Allocation Fund (GAOSX) and Calamos Global Opportunities Fund (CVLOX). The values are adjusted to include any dividend payments, if applicable.

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GAOSX vs. CVLOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAOSX
JPMorgan Global Allocation Fund
-5.26%14.96%8.21%13.02%-18.59%9.54%15.55%16.27%-5.81%17.12%
CVLOX
Calamos Global Opportunities Fund
-3.11%15.84%23.81%13.88%-22.17%15.72%31.76%18.28%-9.88%20.04%

Returns By Period

In the year-to-date period, GAOSX achieves a -5.26% return, which is significantly lower than CVLOX's -3.11% return. Over the past 10 years, GAOSX has underperformed CVLOX with an annualized return of 6.41%, while CVLOX has yielded a comparatively higher 9.43% annualized return.


GAOSX

1D
-0.10%
1M
-8.56%
YTD
-5.26%
6M
-3.79%
1Y
8.55%
3Y*
8.15%
5Y*
3.12%
10Y*
6.41%

CVLOX

1D
-1.03%
1M
-8.99%
YTD
-3.11%
6M
-3.98%
1Y
17.04%
3Y*
14.25%
5Y*
6.56%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAOSX vs. CVLOX - Expense Ratio Comparison

GAOSX has a 0.77% expense ratio, which is lower than CVLOX's 1.22% expense ratio.


Return for Risk

GAOSX vs. CVLOX — Risk / Return Rank

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

GAOSX
GAOSX Risk / Return Rank: 3131
Overall Rank
GAOSX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GAOSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GAOSX Omega Ratio Rank: 3030
Omega Ratio Rank
GAOSX Calmar Ratio Rank: 3030
Calmar Ratio Rank
GAOSX Martin Ratio Rank: 3333
Martin Ratio Rank

CVLOX
CVLOX Risk / Return Rank: 6262
Overall Rank
CVLOX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CVLOX Sortino Ratio Rank: 6161
Sortino Ratio Rank
CVLOX Omega Ratio Rank: 5757
Omega Ratio Rank
CVLOX Calmar Ratio Rank: 6767
Calmar Ratio Rank
CVLOX Martin Ratio Rank: 6060
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.

GAOSX vs. CVLOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) and Calamos Global Opportunities Fund (CVLOX). 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.


GAOSXCVLOXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.13

-0.38

Sortino ratio

Return per unit of downside risk

1.09

1.58

-0.49

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

0.85

1.55

-0.70

Martin ratio

Return relative to average drawdown

3.53

5.75

-2.22

GAOSX vs. CVLOX - Sharpe Ratio Comparison

The current GAOSX Sharpe Ratio is 0.75, which is lower than the CVLOX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of GAOSX and CVLOX, 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


GAOSXCVLOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.13

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.46

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.65

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.55

+0.06

Correlation

The correlation between GAOSX and CVLOX is 0.92, 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

GAOSX vs. CVLOX - Dividend Comparison

GAOSX's dividend yield for the trailing twelve months is around 10.22%, more than CVLOX's 9.37% yield.


TTM20252024202320222021202020192018201720162015
GAOSX
JPMorgan Global Allocation Fund
10.22%10.23%2.52%0.00%4.86%10.17%1.67%2.65%2.71%3.18%2.76%1.16%
CVLOX
Calamos Global Opportunities Fund
9.37%9.10%8.15%0.61%0.00%5.71%6.11%1.28%12.65%6.04%0.68%1.28%

Drawdowns

GAOSX vs. CVLOX - Drawdown Comparison

The maximum GAOSX drawdown since its inception was -24.98%, smaller than the maximum CVLOX drawdown of -46.61%. Use the drawdown chart below to compare losses from any high point for GAOSX and CVLOX.


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Drawdown Indicators


GAOSXCVLOXDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-46.61%

+21.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-9.85%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-29.97%

+4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

-29.97%

+4.99%

Current Drawdown

Current decline from peak

-8.93%

-9.85%

+0.92%

Average Drawdown

Average peak-to-trough decline

-4.74%

-9.04%

+4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.65%

-0.50%

Volatility

GAOSX vs. CVLOX - Volatility Comparison

The current volatility for JPMorgan Global Allocation Fund (GAOSX) is 4.67%, while Calamos Global Opportunities Fund (CVLOX) has a volatility of 6.18%. This indicates that GAOSX experiences smaller price fluctuations and is considered to be less risky than CVLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAOSXCVLOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

6.18%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

10.78%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

14.88%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.84%

14.30%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

14.60%

-3.91%