VIOG vs CHI

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

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

VIOG vs CHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

VIOG

$993M

Winner

CHI

$994M

Expense Ratio

VIOG

0.10%

CHI

N/A

Max Drawdown

Winner

VIOG

42.76%

CHI

73.29%

Sharpe Ratio

VIOG

1.50

Winner

CHI

1.95

5Y Beta

VIOG

1.04

Winner

CHI

0.74

P/E Ratio

VIOG

27.30

CHI

N/A

Forward P/E

VIOG

18.72

CHI

N/A

5Y Dividends CAGR

Winner

VIOG

19.66%

CHI

3.60%

Debt to Equity

VIOG

65.69%

CHI

N/A

P/S Ratio

VIOG

1.62

CHI

N/A

P/B Ratio

VIOG

3.07

CHI

N/A

VIOG vs CHI - Historical Returns

Returns include dividend reinvestment.

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

Winner

VIOG

+5.48%

CHI

+5.21%

VIOG

+18.86%

Winner

CHI

+20.41%

VIOG

+17.74%

Winner

CHI

+25.11%

VIOG

+31.94%

Winner

CHI

+42.41%

5Y(CAGR)

VIOG

+6.86%

Winner

CHI

+7.33%

10Y(CAGR)

VIOG

+11.96%

Winner

CHI

+13.32%

Max(CAGR)

Winner

VIOG

+13.74%

CHI

+9.94%

VIOG vs CHI - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

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

VIOG vs CHI Drawdown Comparison

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

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

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

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

Correlation

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

0.98

-101

Dividend Comparison (2002 - 2026)

VIOG vs CHI dividend yield comparison.

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