Calamos ETF (CCEF) Performance
CCEF total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +3.7% since Dec 31, 2025
- 1 year
- +6.0% total return
- Since first price
- +39.8% since 2024
CCEF trailing returns vs AGG, TLT, SPY
| Period | CCEF total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | −2.5% | −3.2% | +0.9% | +1.5% | −1.0% |
| 3 months | −2.4% | −4.3% | −0.4% | −1.0% | +3.2% |
| 6 months | +0.5% | −3.4% | −1.5% | −3.8% | +7.8% |
| YTD | +3.7% | −2.4% | −1.0% | −3.4% | +12.3% |
| 1 year | +6.0% | −2.3% | −1.1% | −6.9% | +14.4% |
| Since inceptionJan 16, 2024 | +39.8% | +13.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: CCEF vs AGG
From Jan 16, 2024: CCEF grew to $13,984, AGG to $10,852.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
CCEF returns by calendar year
1 of 1 full years positive. Best 2025 (+13.5%), worst 2025 (+13.5%). 2026 is year to date.
CCEF annual returns table
| Year | CCEF | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +3.7% | −7.8% | −1.0% | −3.4% | +12.3% |
| 2025 | +13.5% | −13.2% | +7.2% | +4.3% | +17.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
CCEF largest drawdowns
Now 5.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 18, 2025 | −13.2% | Apr 8, 2025 | Jun 24, 2025 | 49 days | 4 months |
| Mar 2, 2026 | −7.8% | Mar 30, 2026 | May 6, 2026 | 28 days | 2 months |
| Nov 29, 2024 | −5.9% | Dec 19, 2024 | Feb 6, 2025 | 20 days | 2 months |
| Aug 28, 2026 | −5.4% | Oct 23, 2026 | not yet | 56 days | 56 days so far |
| Mar 28, 2024 | −5.1% | Apr 16, 2024 | May 9, 2024 | 19 days | 42 days |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
CCEF risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +13.6% |
| Volatility (annualized) | 9.8% |
| Sharpe ratio | 0.93 |
| Sortino ratio | 1.45 |
| Best month | +5.7% |
| Worst month | −5.3% |
| Best 12 months | +22.8% |
| Worst 12 months | +6.8% |
| Positive months | 72% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
CCEF rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 22 | +5.5% | +13.2% | +22.8% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
CCEF performance overview
Calamos ETF (CCEF) returned +6.0% over the past year, with distributions reinvested. Since its first recorded price on Jan 16, 2024 it has returned +39.8%. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −13.2%, from Feb 18, 2025 to Apr 8, 2025, and it took 3 months to get back to the old high. Volatility has been 9.8% a year.
Related: CCEF chart, CCEF holdings, CCEF dividends, CCEF bond profile. See the CCEF overview for the latest quote and fund facts.
CCEF performance FAQ
What is the CCEF return over the past year?
CCEF returned +6.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 2.3%.
How much would $10,000 invested in CCEF be worth?
$10,000 invested in CCEF at its first recorded close on January 16, 2024 would be worth about $13,984 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of CCEF?
The largest peak-to-trough decline was −13.2% between February 18, 2025 and April 8, 2025. It recovered to the old high on June 24, 2025, 3 months after the bottom.
How volatile is CCEF?
Over the past history CCEF had an annualized volatility of 9.8% and a Sharpe ratio of 0.93 (excess return over 1–3 month T-bills per unit of risk).