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GCV vs. CXGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCV vs. CXGCX - Performance Comparison

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

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GCV vs. CXGCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCV
The Gabelli Convertible and Income Securities Fund Inc
6.04%22.86%19.93%-15.58%-23.95%19.99%16.97%45.72%-19.03%37.30%
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%

Returns By Period

In the year-to-date period, GCV achieves a 6.04% return, which is significantly higher than CXGCX's -1.10% return. Over the past 10 years, GCV has outperformed CXGCX with an annualized return of 9.54%, while CXGCX has yielded a comparatively lower 7.82% annualized return.


GCV

1D
2.39%
1M
-1.33%
YTD
6.04%
6M
9.63%
1Y
28.78%
3Y*
11.57%
5Y*
3.68%
10Y*
9.54%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCV vs. CXGCX - Expense Ratio Comparison

GCV has a 0.01% expense ratio, which is lower than CXGCX's 1.03% expense ratio.


Return for Risk

GCV vs. CXGCX — Risk / Return Rank

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

GCV
GCV Risk / Return Rank: 8080
Overall Rank
GCV Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GCV Sortino Ratio Rank: 7979
Sortino Ratio Rank
GCV Omega Ratio Rank: 7676
Omega Ratio Rank
GCV Calmar Ratio Rank: 8181
Calmar Ratio Rank
GCV Martin Ratio Rank: 8484
Martin Ratio Rank

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
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.

GCV vs. CXGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Convertible and Income Securities Fund Inc (GCV) and Calamos Global Convertible Fund (CXGCX). 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.


GCVCXGCXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.38

+0.12

Sortino ratio

Return per unit of downside risk

2.03

1.93

+0.11

Omega ratio

Gain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratio

Return relative to maximum drawdown

1.97

2.07

-0.10

Martin ratio

Return relative to average drawdown

8.62

7.12

+1.50

GCV vs. CXGCX - Sharpe Ratio Comparison

The current GCV Sharpe Ratio is 1.50, which is comparable to the CXGCX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GCV and CXGCX, 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


GCVCXGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.38

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.28

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.83

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.73

-0.56

Correlation

The correlation between GCV and CXGCX is 0.44, 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

GCV vs. CXGCX - Dividend Comparison

GCV's dividend yield for the trailing twelve months is around 11.21%, more than CXGCX's 5.28% yield.


TTM20252024202320222021202020192018201720162015
GCV
The Gabelli Convertible and Income Securities Fund Inc
11.21%11.57%12.60%13.33%10.00%8.14%7.68%8.21%10.93%8.14%8.72%10.04%
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%

Drawdowns

GCV vs. CXGCX - Drawdown Comparison

The maximum GCV drawdown since its inception was -55.67%, which is greater than CXGCX's maximum drawdown of -30.74%. Use the drawdown chart below to compare losses from any high point for GCV and CXGCX.


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Drawdown Indicators


GCVCXGCXDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-30.74%

-24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.47%

-6.16%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-45.90%

-28.88%

-17.02%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

-30.74%

-15.16%

Current Drawdown

Current decline from peak

-3.82%

-5.55%

+1.73%

Average Drawdown

Average peak-to-trough decline

-12.63%

-7.36%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

1.86%

+1.22%

Volatility

GCV vs. CXGCX - Volatility Comparison

The Gabelli Convertible and Income Securities Fund Inc (GCV) has a higher volatility of 7.83% compared to Calamos Global Convertible Fund (CXGCX) at 3.72%. This indicates that GCV's price experiences larger fluctuations and is considered to be riskier than CXGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCVCXGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.83%

3.72%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

7.91%

+4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.38%

10.43%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

9.56%

+11.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.49%

9.44%

+14.05%