RCTIX vs. CVTRX
Compare and contrast key facts about River Canyon Total Return Bond Fund (RCTIX) and Calamos Growth and Income Fund (CVTRX).
RCTIX is managed by River Canyon. It was launched on Dec 30, 2014. CVTRX is managed by Calamos. It was launched on Sep 21, 1988.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RCTIX or CVTRX.
Key characteristics
| RCTIX | CVTRX | |
|---|---|---|
| YTD Return | 7.00% | 21.91% |
| 1Y Return | 11.39% | 27.23% |
| 3Y Return (Ann) | 4.14% | 2.27% |
| 5Y Return (Ann) | 3.66% | 9.58% |
| Sharpe Ratio | 4.12 | 2.38 |
| Sortino Ratio | 6.80 | 3.17 |
| Omega Ratio | 1.96 | 1.45 |
| Calmar Ratio | 10.05 | 1.64 |
| Martin Ratio | 31.11 | 13.04 |
| Ulcer Index | 0.36% | 2.03% |
| Daily Std Dev | 2.71% | 11.11% |
| Max Drawdown | -10.89% | -48.16% |
| Current Drawdown | -0.72% | 0.00% |
Correlation
The correlation between RCTIX and CVTRX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RCTIX vs. CVTRX - Performance Comparison
In the year-to-date period, RCTIX achieves a 7.00% return, which is significantly lower than CVTRX's 21.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RCTIX vs. CVTRX - Expense Ratio Comparison
RCTIX has a 0.89% expense ratio, which is lower than CVTRX's 1.05% expense ratio.
Risk-Adjusted Performance
RCTIX vs. CVTRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for River Canyon Total Return Bond Fund (RCTIX) and Calamos Growth and Income Fund (CVTRX). 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.
Dividends
RCTIX vs. CVTRX - Dividend Comparison
RCTIX's dividend yield for the trailing twelve months is around 7.83%, more than CVTRX's 0.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RCTIX River Canyon Total Return Bond Fund | 7.83% | 8.51% | 6.00% | 3.02% | 3.79% | 2.70% | 3.30% | 4.89% | 2.32% | 5.74% | 0.00% | 0.00% |
CVTRX Calamos Growth and Income Fund | 0.50% | 0.64% | 1.19% | 0.53% | 1.04% | 1.23% | 1.88% | 1.55% | 3.25% | 3.57% | 1.31% | 1.56% |
Drawdowns
RCTIX vs. CVTRX - Drawdown Comparison
The maximum RCTIX drawdown since its inception was -10.89%, smaller than the maximum CVTRX drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for RCTIX and CVTRX. For additional features, visit the drawdowns tool.
Volatility
RCTIX vs. CVTRX - Volatility Comparison
The current volatility for River Canyon Total Return Bond Fund (RCTIX) is 0.63%, while Calamos Growth and Income Fund (CVTRX) has a volatility of 3.57%. This indicates that RCTIX experiences smaller price fluctuations and is considered to be less risky than CVTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.