CHI vs VIOG

Comparison between Calamos Convertible Opportunities and Income Fund (CHI, ETF) and VANGUARD S&P SMALL-CAP 600 GROWTH INDEX FUND ETF SHARES (VIOG, ETF).

5-Year PerformanceCHI has outperformed VIOG, delivering a return of +7.3% compared to +6.9%

CHI vs VIOG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHI(ETF)	VIOG(ETF)
Net Assets	$994M	$993M
Expense Ratio	N/A	0.10%
Max Drawdown	73.29%	42.76%
Sharpe Ratio	1.95	1.50
5Y Beta	0.74	1.04
P/E Ratio	N/A	27.30
Forward P/E	N/A	18.72
5Y Dividends CAGR	3.60%	19.66%
Debt to Equity	N/A	65.69%
P/S Ratio	N/A	1.62
P/B Ratio	N/A	3.07

Net Assets

Winner

CHI

$994M

VIOG

$993M

Expense Ratio

CHI

N/A

VIOG

0.10%

Max Drawdown

CHI

73.29%

Winner

VIOG

42.76%

Sharpe Ratio

Winner

CHI

1.95

VIOG

1.50

5Y Beta

Winner

CHI

0.74

VIOG

1.04

P/E Ratio

CHI

N/A

VIOG

27.30

Forward P/E

CHI

N/A

VIOG

18.72

5Y Dividends CAGR

CHI

3.60%

Winner

VIOG

19.66%

Debt to Equity

CHI

N/A

VIOG

65.69%

P/S Ratio

CHI

N/A

VIOG

1.62

P/B Ratio

CHI

N/A

VIOG

3.07

CHI vs VIOG - Historical Returns

Returns include dividend reinvestment.

Period	CHI	VIOG
1 month	+5.21%	+5.48%
3 months	+20.41%	+18.86%
6 months	+25.11%	+17.74%
1 year	+42.41%	+31.94%
5 years(CAGR)	+7.33%	+6.86%
10 years(CAGR)	+13.32%	+11.96%
Max(CAGR)	+9.94%	+13.74%

CHI

+5.21%

Winner

VIOG

+5.48%

Winner

CHI

+20.41%

VIOG

+18.86%

Winner

CHI

+25.11%

VIOG

+17.74%

Winner

CHI

+42.41%

VIOG

+31.94%

5Y(CAGR)

Winner

CHI

+7.33%

VIOG

+6.86%

10Y(CAGR)

Winner

CHI

+13.32%

VIOG

+11.96%

Max(CAGR)

CHI

+9.94%

Winner

VIOG

+13.74%

CHI vs VIOG - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	CHI	VIOG
2026	+27.62%	+19.97%
2025	-0.88%	+5.17%
2024	+28.20%	+10.20%
2023	+8.22%	+17.57%
2022	-23.06%	-20.68%
2021	+22.30%	+24.33%
2020	+33.28%	+20.28%
2019	+31.79%	+22.35%
2018	-11.22%	-4.26%
2017	+20.10%	+15.25%
2016	+13.28%	+26.89%
2015	-15.64%	+4.85%
2014	+5.01%	+5.96%
2013	+19.38%	+40.13%
2012	+13.81%	+14.19%
2011	-6.66%	+2.59%
2010	+16.17%	+26.27%
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 VIOG Drawdown Comparison

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

The maximum drawdown for VIOG was -40.69%, occurring on Mar 23, 2020. Recovery took 552 trading sessions.

The current CHI drawdown is -1.74%. The current VIOG drawdown is -0.43%.

Rank	CHI	VIOG
#1	-64.58% Jun 11, 2007 - Mar 25, 2011	-40.69% Aug 31, 2018 - Nov 10, 2020
#2	-49.56% Feb 19, 2020 - Aug 3, 2020	-28.88% Nov 8, 2021 - Jul 16, 2024
#3	-35.99% Nov 15, 2021 - Nov 20, 2024	-27.34% Nov 25, 2024 - Jan 15, 2026
#4	-33.85% Sep 14, 2018 - Feb 6, 2020	-26.55% Jul 7, 2011 - Mar 19, 2012
#5	-32.90% May 18, 2015 - Feb 8, 2017	-18.79% Jun 23, 2015 - Jul 11, 2016
#6	-27.52% Dec 30, 2024 - Oct 27, 2025	-12.35% Jul 3, 2014 - Dec 22, 2014
#7	-21.84% Jan 20, 2004 - Sep 10, 2004	-11.18% Sep 14, 2012 - Jan 2, 2013
#8	-18.00% Jun 3, 2011 - Feb 9, 2012	-10.77% Mar 26, 2012 - Sep 6, 2012
#9	-14.88% Feb 9, 2005 - Jul 28, 2005	-9.33% Jul 31, 2024 - Oct 16, 2024
#10	-12.89% Sep 13, 2002 - Nov 13, 2002	-9.09% Mar 18, 2014 - Jul 1, 2014
#11	-10.71% Feb 13, 2026 - Apr 8, 2026	-9.08% Sep 22, 2016 - Nov 11, 2016
#12	-10.47% May 21, 2013 - Oct 17, 2013	-9.03% Feb 26, 2026 - Apr 9, 2026
#13	-9.73% Sep 2, 2014 - Feb 25, 2015	-8.62% Mar 15, 2021 - Aug 6, 2021
#14	-9.31% Sep 1, 2020 - Oct 12, 2020	-8.23% Apr 29, 2011 - Jul 6, 2011
#15	-9.20% Oct 8, 2012 - Jan 10, 2013	-8.21% Jan 26, 2018 - Mar 9, 2018

Correlation

Correlation between CHI and VIOG is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2002 - 2026)

CHI vs VIOG dividend yield comparison.

Year	CHI	VIOG
2026	3.65%	0.16%
2025	10.88%	1.04%
2024	9.55%	1.03%
2023	11.00%	1.15%
2022	10.85%	2.35%
2021	7.54%	1.38%
2020	6.75%	1.35%
2019	8.49%	2.17%
2018	12.19%	1.53%
2017	10.19%	1.74%
2016	11.30%	1.83%
2015	11.50%	2.08%
2014	8.88%	1.45%
2013	8.60%	1.04%
2012	9.55%	2.28%
2011	10.12%	1.06%
2010	8.65%	2.00%
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%