Terraria Calamity question

Hey guys, I'm nowhere near a Terraria pro, around 200-300 ish hours in total? [Had it since launch]
My s/o and I have been playing a classic [for the most part], playthrough with light mods sprinkled in. We find it somewhat difficult but we just beat the mechanical bosses.

I wanted to know, once we beat moon-lord, etc etc; are we able to migrate our characters over to a Calamity world? Would that make things too easy? We don't ENTIRELY want to start completely over, but I want to know what you all think.