CHI vs MODL

Comparison between Calamos Convertible Opportunities and Income Fund (CHI, ETF) and VICTORYSHARES WESTEND U.S. SECTOR ETF (MODL, ETF).

CHI vs MODL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHI(ETF)	MODL(ETF)
Net Assets	$931M	$932M
Expense Ratio	N/A	0.46%
Max Drawdown	73.29%	17.65%
Sharpe Ratio	1.69	1.48
5Y Beta	0.74	0.89
P/E Ratio	N/A	26.05
Forward P/E	N/A	20.46
PEG Ratio	N/A	0.35
5Y Dividends CAGR	2.25%	N/A
5Y EPS CAGR	N/A	23.55%
Debt to Equity	N/A	46.41%
P/S Ratio	N/A	3.60
P/B Ratio	N/A	4.98

Net Assets

CHI

$931M

Winner

MODL

$932M

Expense Ratio

CHI

N/A

MODL

0.46%

Max Drawdown

CHI

73.29%

Winner

MODL

17.65%

Sharpe Ratio

Winner

CHI

1.69

MODL

1.48

5Y Beta

Winner

CHI

0.74

MODL

0.89

P/E Ratio

CHI

N/A

MODL

26.05

Forward P/E

CHI

N/A

MODL

20.46

PEG Ratio

CHI

N/A

MODL

0.35

5Y Dividends CAGR

CHI

2.25%

MODL

N/A

5Y EPS CAGR

CHI

N/A

MODL

23.55%

Debt to Equity

CHI

N/A

MODL

46.41%

P/S Ratio

CHI

N/A

MODL

3.60

P/B Ratio

CHI

N/A

MODL

4.98

CHI vs MODL - Historical Returns

Returns include dividend reinvestment.

Period	CHI	MODL
1 month	+2.07%	+1.99%
3 months	+12.02%	+7.39%
6 months	+20.84%	+5.58%
1 year	+36.06%	+22.43%
5 years(CAGR)	+6.33%	N/A
10 years(CAGR)	+12.88%	N/A
Max(CAGR)	+9.74%	+22.25%

Winner

CHI

+2.07%

MODL

+1.99%

Winner

CHI

+12.02%

MODL

+7.39%

Winner

CHI

+20.84%

MODL

+5.58%

Winner

CHI

+36.06%

MODL

+22.43%

5Y(CAGR)

CHI

+6.33%

MODL

N/A

10Y(CAGR)

CHI

+12.88%

MODL

N/A

Max(CAGR)

CHI

+9.74%

Winner

MODL

+22.25%

CHI vs MODL - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	CHI	MODL
2026	+21.41%	+5.73%
2025	-0.88%	+19.23%
2024	+28.20%	+24.96%
2023	+8.22%	+23.98%
2022	-23.06%	+7.14%
2021	+22.30%	N/A
2020	+33.28%	N/A
2019	+31.79%	N/A
2018	-11.22%	N/A
2017	+20.10%	N/A
2016	+13.28%	N/A
2015	-15.64%	N/A
2014	+5.01%	N/A
2013	+19.38%	N/A
2012	+13.81%	N/A
2011	-6.66%	N/A
2010	+16.17%	N/A
2009	+54.80%	N/A
2008	-35.94%	N/A
2007	-19.79%	N/A
2006	+12.07%	N/A
2005	+5.58%	N/A
2004	+14.56%	N/A
2003	+47.19%	N/A
2002	+11.61%	N/A

CHI vs MODL Drawdown Comparison

The maximum drawdown for CHI was -64.58%, occurring on Nov 21, 2008. Recovery took 956 trading sessions.

The maximum drawdown for MODL was -17.60%, occurring on Apr 8, 2025. Recovery took 87 trading sessions.

The current CHI drawdown is -3.04%. The current MODL drawdown is -2.10%.

Rank	CHI	MODL
#1	-64.58% Jun 11, 2007 - Mar 25, 2011	-17.60% Feb 19, 2025 - Jun 25, 2025
#2	-49.56% Feb 19, 2020 - Aug 3, 2020	-10.05% Jul 28, 2023 - Dec 12, 2023
#3	-35.99% Nov 15, 2021 - Nov 20, 2024	-9.46% Feb 2, 2026 - Apr 17, 2026
#4	-33.85% Sep 14, 2018 - Feb 6, 2020	-7.80% Jul 16, 2024 - Aug 30, 2024
#5	-32.90% May 18, 2015 - Feb 8, 2017	-7.15% Feb 2, 2023 - Mar 31, 2023
#6	-27.52% Dec 30, 2024 - Oct 27, 2025	-6.40% Dec 1, 2022 - Feb 1, 2023
#7	-21.84% Jan 20, 2004 - Sep 10, 2004	-5.30% Mar 28, 2024 - May 14, 2024
#8	-18.00% Jun 3, 2011 - Feb 9, 2012	-4.94% Oct 28, 2022 - Nov 10, 2022
#9	-14.88% Feb 9, 2005 - Jul 28, 2005	-4.35% Oct 28, 2025 - Nov 28, 2025
#10	-12.89% Sep 13, 2002 - Nov 13, 2002	-4.31% Dec 6, 2024 - Jan 23, 2025
#11	-10.71% Feb 13, 2026 - Apr 8, 2026	-3.39% Aug 30, 2024 - Sep 16, 2024
#12	-10.47% May 21, 2013 - Oct 17, 2013	-2.64% Jan 12, 2026 - Feb 2, 2026
#13	-9.73% Sep 2, 2014 - Feb 25, 2015	-2.62% Oct 18, 2024 - Nov 6, 2024
#14	-9.31% Sep 1, 2020 - Oct 12, 2020	-2.47% Oct 8, 2025 - Oct 20, 2025
#15	-9.20% Oct 8, 2012 - Jan 10, 2013	-2.43% Jan 29, 2024 - Feb 2, 2024

Correlation

Correlation between CHI and MODL is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2002 - 2026)

CHI vs MODL dividend yield comparison.

Year	CHI	MODL
2026	3.05%	0.25%
2025	10.88%	0.67%
2024	9.55%	0.83%
2023	11.00%	1.02%
2022	10.85%	0.39%
2021	7.54%	0.00%
2020	6.75%	0.00%
2019	8.49%	0.00%
2018	12.19%	0.00%
2017	10.19%	0.00%
2016	11.30%	0.00%
2015	11.50%	0.00%
2014	8.88%	0.00%
2013	8.60%	0.00%
2012	9.55%	0.00%
2011	10.12%	0.00%
2010	8.65%	0.00%
2009	9.25%	0.00%
2008	18.64%	0.00%
2007	12.46%	0.00%
2006	9.95%	0.00%
2005	10.57%	0.00%
2004	13.83%	0.00%
2003	10.26%	0.00%
2002	4.25%	0.00%