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PGSIX vs. CTRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGSIX vs. CTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Mortgage Securities Fund (PGSIX) and Calamos Total Return Bond Fund (CTRIX). The values are adjusted to include any dividend payments, if applicable.

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PGSIX vs. CTRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGSIX
Putnam Mortgage Securities Fund
0.88%9.36%3.52%3.66%-10.79%-4.31%-0.73%12.39%-0.79%0.82%
CTRIX
Calamos Total Return Bond Fund
-0.63%7.31%1.49%4.78%-12.91%-1.27%6.97%9.24%-1.10%3.32%

Returns By Period

In the year-to-date period, PGSIX achieves a 0.88% return, which is significantly higher than CTRIX's -0.63% return. Over the past 10 years, PGSIX has underperformed CTRIX with an annualized return of 1.35%, while CTRIX has yielded a comparatively higher 1.59% annualized return.


PGSIX

1D
0.51%
1M
-1.86%
YTD
0.88%
6M
2.97%
1Y
6.54%
3Y*
5.81%
5Y*
-0.13%
10Y*
1.35%

CTRIX

1D
0.45%
1M
-2.28%
YTD
-0.63%
6M
0.38%
1Y
3.87%
3Y*
3.32%
5Y*
0.13%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGSIX vs. CTRIX - Expense Ratio Comparison

PGSIX has a 0.89% expense ratio, which is higher than CTRIX's 0.65% expense ratio.


Return for Risk

PGSIX vs. CTRIX — Risk / Return Rank

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

PGSIX
PGSIX Risk / Return Rank: 6464
Overall Rank
PGSIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PGSIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
PGSIX Omega Ratio Rank: 5151
Omega Ratio Rank
PGSIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PGSIX Martin Ratio Rank: 6262
Martin Ratio Rank

CTRIX
CTRIX Risk / Return Rank: 5757
Overall Rank
CTRIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CTRIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
CTRIX Omega Ratio Rank: 4242
Omega Ratio Rank
CTRIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
CTRIX Martin Ratio Rank: 5757
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.

PGSIX vs. CTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Mortgage Securities Fund (PGSIX) and Calamos Total Return Bond Fund (CTRIX). 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.


PGSIXCTRIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.03

+0.10

Sortino ratio

Return per unit of downside risk

1.58

1.45

+0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.91

1.81

+0.10

Martin ratio

Return relative to average drawdown

5.87

5.48

+0.40

PGSIX vs. CTRIX - Sharpe Ratio Comparison

The current PGSIX Sharpe Ratio is 1.13, which is comparable to the CTRIX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PGSIX and CTRIX, 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


PGSIXCTRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.03

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.02

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.35

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.50

+0.34

Correlation

The correlation between PGSIX and CTRIX is 0.50, 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

PGSIX vs. CTRIX - Dividend Comparison

PGSIX's dividend yield for the trailing twelve months is around 5.16%, more than CTRIX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
PGSIX
Putnam Mortgage Securities Fund
5.16%5.67%16.88%8.38%12.83%4.30%4.21%4.50%3.94%3.10%2.92%2.51%
CTRIX
Calamos Total Return Bond Fund
3.60%3.90%3.63%2.61%2.71%3.46%2.42%2.79%2.89%3.29%2.76%4.68%

Drawdowns

PGSIX vs. CTRIX - Drawdown Comparison

The maximum PGSIX drawdown since its inception was -22.28%, which is greater than CTRIX's maximum drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for PGSIX and CTRIX.


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Drawdown Indicators


PGSIXCTRIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.28%

-17.84%

-4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.85%

-2.71%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.57%

-17.84%

-3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-22.28%

-17.84%

-4.44%

Current Drawdown

Current decline from peak

-1.86%

-2.63%

+0.77%

Average Drawdown

Average peak-to-trough decline

-2.62%

-3.04%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.90%

+0.35%

Volatility

PGSIX vs. CTRIX - Volatility Comparison

Putnam Mortgage Securities Fund (PGSIX) has a higher volatility of 1.91% compared to Calamos Total Return Bond Fund (CTRIX) at 1.64%. This indicates that PGSIX's price experiences larger fluctuations and is considered to be riskier than CTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGSIXCTRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

1.64%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

2.52%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

4.35%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.96%

5.51%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.91%

4.57%

+1.34%