RVT vs. CVGRX
Compare and contrast key facts about Royce Value Trust Inc. (RVT) and Calamos Growth Fund (CVGRX).
CVGRX is managed by Calamos. It was launched on Sep 4, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RVT or CVGRX.
Key characteristics
| RVT | CVGRX | |
|---|---|---|
| YTD Return | 9.22% | 21.45% |
| 1Y Return | 22.22% | 32.25% |
| 3Y Return (Ann) | 2.31% | 4.84% |
| 5Y Return (Ann) | 9.70% | 13.96% |
| 10Y Return (Ann) | 8.95% | 11.43% |
| Sharpe Ratio | 1.22 | 1.83 |
| Daily Std Dev | 20.28% | 16.90% |
| Max Drawdown | -72.31% | -61.65% |
| Current Drawdown | -4.33% | -3.06% |
Correlation
The correlation between RVT and CVGRX is 0.66, 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.
Performance
RVT vs. CVGRX - Performance Comparison
In the year-to-date period, RVT achieves a 9.22% return, which is significantly lower than CVGRX's 21.45% return. Over the past 10 years, RVT has underperformed CVGRX with an annualized return of 8.95%, while CVGRX has yielded a comparatively higher 11.43% annualized 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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Risk-Adjusted Performance
RVT vs. CVGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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.
Dividends
RVT vs. CVGRX - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 7.45%, more than CVGRX's 3.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 7.45% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.66% |
CVGRX Calamos Growth Fund | 3.69% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% | 24.84% | 32.56% |
Drawdowns
RVT vs. CVGRX - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.31%, which is greater than CVGRX's maximum drawdown of -61.65%. Use the drawdown chart below to compare losses from any high point for RVT and CVGRX. For additional features, visit the drawdowns tool.
Volatility
RVT vs. CVGRX - Volatility Comparison
Royce Value Trust Inc. (RVT) and Calamos Growth Fund (CVGRX) have volatilities of 5.94% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.