IVE vs. CVGRX
Compare and contrast key facts about iShares S&P 500 Value ETF (IVE) and Calamos Growth Fund (CVGRX).
IVE is a passively managed fund by iShares that tracks the performance of the S&P 500 Value Index. It was launched on May 22, 2000. CVGRX is managed by Calamos. It was launched on Sep 4, 1990.
Performance
IVE vs. CVGRX - Performance Comparison
Loading graphics...
IVE vs. CVGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | -0.07% | 13.02% | 12.03% | 22.07% | -5.41% | 24.72% | 1.22% | 31.62% | -9.22% | 15.24% |
CVGRX Calamos Growth Fund | -13.66% | 16.08% | 32.32% | 37.64% | -33.33% | 23.06% | 32.97% | 31.11% | -6.14% | 26.58% |
Returns By Period
In the year-to-date period, IVE achieves a -0.07% return, which is significantly higher than CVGRX's -13.66% return. Over the past 10 years, IVE has underperformed CVGRX with an annualized return of 11.25%, while CVGRX has yielded a comparatively higher 12.11% annualized return.
IVE
- 1D
- 1.70%
- 1M
- -4.58%
- YTD
- -0.07%
- 6M
- 3.10%
- 1Y
- 12.68%
- 3Y*
- 13.69%
- 5Y*
- 10.30%
- 10Y*
- 11.25%
CVGRX
- 1D
- -0.83%
- 1M
- -9.33%
- YTD
- -13.66%
- 6M
- -12.25%
- 1Y
- 12.10%
- 3Y*
- 17.50%
- 5Y*
- 7.77%
- 10Y*
- 12.11%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IVE vs. CVGRX - Expense Ratio Comparison
IVE has a 0.18% expense ratio, which is lower than CVGRX's 1.28% expense ratio.
Return for Risk
IVE vs. CVGRX — Risk / Return Rank
IVE
CVGRX
IVE vs. CVGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) and Calamos Growth Fund (CVGRX). 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.
| IVE | CVGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.55 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.95 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.56 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.38 | 2.15 | +3.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IVE | CVGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.55 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.36 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.57 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.10 |
Correlation
The correlation between IVE and CVGRX is 0.78, 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
IVE vs. CVGRX - Dividend Comparison
IVE's dividend yield for the trailing twelve months is around 1.64%, less than CVGRX's 10.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 1.64% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
CVGRX Calamos Growth Fund | 10.21% | 8.81% | 6.66% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% |
Drawdowns
IVE vs. CVGRX - Drawdown Comparison
The maximum IVE drawdown since its inception was -61.32%, roughly equal to the maximum CVGRX drawdown of -61.65%. Use the drawdown chart below to compare losses from any high point for IVE and CVGRX.
Loading graphics...
Drawdown Indicators
| IVE | CVGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -61.65% | +0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -16.00% | +4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -37.43% | +19.39% |
Max Drawdown (10Y)Largest decline over 10 years | -37.04% | -37.43% | +0.39% |
Current DrawdownCurrent decline from peak | -4.58% | -16.00% | +11.42% |
Average DrawdownAverage peak-to-trough decline | -10.17% | -11.55% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 4.18% | -1.63% |
Volatility
IVE vs. CVGRX - Volatility Comparison
The current volatility for iShares S&P 500 Value ETF (IVE) is 3.82%, while Calamos Growth Fund (CVGRX) has a volatility of 6.33%. This indicates that IVE experiences smaller price fluctuations and is considered to be less risky than CVGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IVE | CVGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 6.33% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 12.66% | -4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 22.38% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 21.80% | -7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 21.50% | -4.52% |