CHI vs PJUN

Comparison between Calamos Convertible Opportunities and Income Fund (CHI, ETF) and Innovator U.S. Equity Power Buffer ETF - June (PJUN, ETF).

5-Year PerformancePJUN has outperformed CHI, delivering a return of +6.9% compared to +6.9%

CHI vs PJUN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHI(ETF)	PJUN(ETF)
Net Assets	$962M	$959M
Expense Ratio	N/A	0.79%
Max Drawdown	73.29%	16.31%
Sharpe Ratio	1.68	0.88
5Y Beta	0.78	0.47
5Y Dividends CAGR	3.01%	N/A

Net Assets

Winner

CHI

$962M

PJUN

$959M

Expense Ratio

CHI

N/A

PJUN

0.79%

Max Drawdown

CHI

73.29%

Winner

PJUN

16.31%

Sharpe Ratio

Winner

CHI

1.68

PJUN

0.88

5Y Beta

CHI

0.78

Winner

PJUN

0.47

5Y Dividends CAGR

CHI

3.01%

PJUN

N/A

CHI vs PJUN - Historical Returns

Returns include dividend reinvestment.

Period	CHI	PJUN
1 month	-0.74%	+1.28%
3 months	+7.87%	+1.35%
6 months	+17.61%	+3.97%
1 year	+40.32%	+8.82%
5 years(CAGR)	+6.86%	+6.92%
10 years(CAGR)	+12.39%	N/A
Max(CAGR)	+9.92%	+7.88%

CHI

-0.74%

Winner

PJUN

+1.28%

Winner

CHI

+7.87%

PJUN

+1.35%

Winner

CHI

+17.61%

PJUN

+3.97%

Winner

CHI

+40.32%

PJUN

+8.82%

5Y(CAGR)

CHI

+6.86%

Winner

PJUN

+6.92%

10Y(CAGR)

CHI

+12.39%

PJUN

N/A

Max(CAGR)

Winner

CHI

+9.92%

PJUN

+7.88%

CHI vs PJUN - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	CHI	PJUN
2026	+28.96%	+4.76%
2025	-0.88%	+11.74%
2024	+28.20%	+12.64%
2023	+8.22%	+12.46%
2022	-23.06%	-7.79%
2021	+22.30%	+7.35%
2020	+33.28%	+10.13%
2019	+31.79%	+7.23%
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 PJUN Drawdown Comparison

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

The maximum drawdown for PJUN was -16.31%, occurring on Mar 20, 2020. Recovery took 69 trading sessions.

The current CHI drawdown is -2.63%. The current PJUN drawdown is -0.64%.

Rank	CHI	PJUN
#1	-64.58% Jun 11, 2007 - Mar 25, 2011	-16.31% Feb 18, 2020 - May 27, 2020
#2	-49.56% Feb 19, 2020 - Aug 3, 2020	-12.51% Mar 29, 2022 - Nov 16, 2023
#3	-35.99% Nov 15, 2021 - Nov 20, 2024	-10.09% Feb 19, 2025 - May 13, 2025
#4	-33.85% Sep 14, 2018 - Feb 6, 2020	-4.09% Jul 16, 2024 - Aug 19, 2024
#5	-32.90% May 18, 2015 - Feb 8, 2017	-3.94% Jun 8, 2020 - Jul 20, 2020
#6	-27.52% Dec 30, 2024 - Oct 27, 2025	-3.69% Jan 4, 2022 - Mar 28, 2022
#7	-21.84% Jan 20, 2004 - Sep 10, 2004	-2.79% Feb 25, 2026 - Apr 8, 2026
#8	-18.00% Jun 3, 2011 - Feb 9, 2012	-2.70% Oct 12, 2020 - Nov 5, 2020
#9	-14.88% Feb 9, 2005 - Jul 28, 2005	-2.36% Sep 2, 2020 - Oct 9, 2020
#10	-12.89% Sep 13, 2002 - Nov 13, 2002	-2.31% Jul 26, 2019 - Oct 15, 2019
#11	-10.71% Feb 13, 2026 - Apr 8, 2026	-2.30% Jun 2, 2026 - Jul 10, 2026
#12	-10.47% May 21, 2013 - Oct 17, 2013	-1.87% Aug 30, 2024 - Sep 16, 2024
#13	-10.14% Jun 30, 2026 - Aug 12, 2026	-1.83% Sep 3, 2021 - Oct 18, 2021
#14	-9.73% Sep 2, 2014 - Feb 25, 2015	-1.78% May 19, 2025 - May 27, 2025
#15	-9.31% Sep 1, 2020 - Oct 12, 2020	-1.70% Jul 15, 2026 - Aug 3, 2026