CHI vs VGUS

Comparison between Calamos Convertible Opportunities and Income Fund (CHI, ETF) and VANGUARD ULTRA-SHORT TREASURY ETF ETF SHARES (VGUS, ETF).

CHI vs VGUS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHI(ETF)	VGUS(ETF)
Net Assets	$931M	$931M
Expense Ratio	N/A	0.07%
Max Drawdown	73.29%	0.40%
Sharpe Ratio	1.69	0.78
5Y Beta	0.74	-0.00
5Y Dividends CAGR	2.25%	N/A

Net Assets

CHI

$931M

Winner

VGUS

$931M

Expense Ratio

CHI

N/A

VGUS

0.07%

Max Drawdown

CHI

73.29%

Winner

VGUS

0.40%

Sharpe Ratio

Winner

CHI

1.69

VGUS

0.78

5Y Beta

CHI

0.74

Winner

VGUS

-0.00

5Y Dividends CAGR

CHI

2.25%

VGUS

N/A

CHI vs VGUS - Historical Returns

Returns include dividend reinvestment.

Period	CHI	VGUS
1 month	+2.07%	+0.32%
3 months	+12.02%	+0.90%
6 months	+20.84%	+1.77%
1 year	+36.06%	+3.95%
5 years(CAGR)	+6.33%	N/A
10 years(CAGR)	+12.88%	N/A
Max(CAGR)	+9.74%	+4.02%

Winner

CHI

+2.07%

VGUS

+0.32%

Winner

CHI

+12.02%

VGUS

+0.90%

Winner

CHI

+20.84%

VGUS

+1.77%

Winner

CHI

+36.06%

VGUS

+3.95%

5Y(CAGR)

CHI

+6.33%

VGUS

N/A

10Y(CAGR)

CHI

+12.88%

VGUS

N/A

Max(CAGR)

Winner

CHI

+9.74%

VGUS

+4.02%

CHI vs VGUS - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	CHI	VGUS
2026	+21.41%	+1.46%
2025	-0.88%	+3.77%
2024	+28.20%	N/A
2023	+8.22%	N/A
2022	-23.06%	N/A
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 VGUS Drawdown Comparison

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

The maximum drawdown for VGUS was -0.07%, occurring on Sep 15, 2025. Recovery took 7 trading sessions.

The current CHI drawdown is -3.04%.

Rank	CHI	VGUS
#1	-64.58% Jun 11, 2007 - Mar 25, 2011	-0.07% Sep 12, 2025 - Sep 23, 2025
#2	-49.56% Feb 19, 2020 - Aug 3, 2020	-0.05% May 9, 2025 - May 16, 2025
#3	-35.99% Nov 15, 2021 - Nov 20, 2024	-0.05% Jul 30, 2025 - Aug 1, 2025
#4	-33.85% Sep 14, 2018 - Feb 6, 2020	-0.05% Aug 25, 2025 - Aug 29, 2025
#5	-32.90% May 18, 2015 - Feb 8, 2017	-0.03% May 22, 2026 - May 29, 2026
#6	-27.52% Dec 30, 2024 - Oct 27, 2025	-0.03% Apr 28, 2025 - Apr 30, 2025
#7	-21.84% Jan 20, 2004 - Sep 10, 2004	-0.03% Apr 30, 2025 - May 6, 2025
#8	-18.00% Jun 3, 2011 - Feb 9, 2012	-0.03% Nov 4, 2025 - Nov 6, 2025
#9	-14.88% Feb 9, 2005 - Jul 28, 2005	-0.02% Apr 10, 2025 - Apr 16, 2025
#10	-12.89% Sep 13, 2002 - Nov 13, 2002	-0.01% Feb 25, 2025 - Feb 28, 2025
#11	-10.71% Feb 13, 2026 - Apr 8, 2026	-0.01% Jun 2, 2025 - Jun 4, 2025
#12	-10.47% May 21, 2013 - Oct 17, 2013	-0.01% Mar 21, 2025 - Mar 25, 2025
#13	-9.73% Sep 2, 2014 - Feb 25, 2015	-0.01% Mar 25, 2025 - Mar 27, 2025
#14	-9.31% Sep 1, 2020 - Oct 12, 2020	-0.01% Mar 2, 2026 - Mar 4, 2026
#15	-9.20% Oct 8, 2012 - Jan 10, 2013	-0.01% Jan 7, 2026 - Jan 9, 2026

Correlation

Correlation between CHI and VGUS is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2002 - 2026)

CHI vs VGUS dividend yield comparison.

Year	CHI	VGUS
2026	3.05%	1.42%
2025	10.88%	3.12%
2024	9.55%	0.00%
2023	11.00%	0.00%
2022	10.85%	0.00%
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%