MODL vs CHI

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

MODL vs CHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

MODL

$932M

CHI

$931M

Expense Ratio

MODL

0.46%

CHI

N/A

Max Drawdown

Winner

MODL

17.65%

CHI

73.29%

Sharpe Ratio

MODL

1.48

Winner

CHI

1.69

5Y Beta

MODL

0.89

Winner

CHI

0.74

P/E Ratio

MODL

26.05

CHI

N/A

Forward P/E

MODL

20.46

CHI

N/A

PEG Ratio

MODL

0.35

CHI

N/A

5Y Dividends CAGR

MODL

N/A

CHI

2.25%

5Y EPS CAGR

MODL

23.55%

CHI

N/A

Debt to Equity

MODL

46.41%

CHI

N/A

P/S Ratio

MODL

3.60

CHI

N/A

P/B Ratio

MODL

4.98

CHI

N/A

MODL vs CHI - Historical Returns

Returns include dividend reinvestment.

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

MODL

+1.99%

Winner

CHI

+2.07%

MODL

+7.39%

Winner

CHI

+12.02%

MODL

+5.58%

Winner

CHI

+20.84%

MODL

+22.43%

Winner

CHI

+36.06%

5Y(CAGR)

MODL

N/A

CHI

+6.33%

10Y(CAGR)

MODL

N/A

CHI

+12.88%

Max(CAGR)

Winner

MODL

+22.25%

CHI

+9.74%

MODL vs CHI - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

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

MODL vs CHI Drawdown Comparison

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

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

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

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

Correlation

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

0.92

-101

Dividend Comparison (2002 - 2026)

MODL vs CHI dividend yield comparison.

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