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ISIN
US1494981079
CUSIP
149498107
Issuer
Causeway
Inception Date
Mar 28, 2007
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

CEMIX Performance Chart

Causeway Emerging Markets Fund (CEMIX) is up 34.3% since the beginning of the year. CEMIX is currently trading at $19 per share. Investors who bought $1,000 worth of CEMIX shares 5 years ago would now be looking at an investment worth $1,716.


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S&P 500 Index

Returns By Period

Causeway Emerging Markets Fund (CEMIX) has returned 34.33% so far this year and 65.08% over the past 12 months.


Causeway Emerging Markets Fund

1D
-1.32%
1M
4.24%
YTD
34.33%
6M
37.20%
1Y
65.08%
3Y*
32.10%
5Y*
11.40%
10Y*
12.07%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMIX Monthly Returns History

Based on dividend-adjusted daily data since Mar 30, 2007, CEMIX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2009 with a return of +18.9%, while the worst month was Oct 2008 at -30.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CEMIX closed higher 51% of trading days. The best single day was Oct 28, 2008 with a return of +14.7%, while the worst single day was Oct 15, 2008 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.27%6.90%-10.31%15.39%9.22%1.73%34.33%
2025-0.28%-0.37%1.30%0.55%6.18%8.55%1.18%3.35%5.12%4.87%-2.39%3.79%36.22%
2024-0.20%5.41%2.42%2.17%2.78%3.87%-0.43%-0.52%4.99%-3.92%-2.17%0.02%14.90%
20238.30%-6.51%3.70%0.11%-1.41%5.92%5.59%-5.00%-0.62%-5.09%7.99%4.43%17.13%
2022-0.25%-4.52%-3.24%-5.07%0.57%-8.91%0.94%0.52%-11.79%-2.33%13.45%-3.18%-23.05%
20213.72%2.12%-0.88%1.71%0.75%1.11%-5.56%0.97%-4.68%0.81%-4.54%4.23%-0.83%

Benchmark Metrics

Causeway Emerging Markets Fund has an annualized alpha of 30.94%, beta of 1.06, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since April 02, 2007.

  • This fund captured 195.67% of S&P 500 Index gains but only 8.85% of its losses - a favorable profile for investors.
  • R2 of 0.39 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
30.94%
Beta
1.06
0.39
Upside Capture
195.67%
Downside Capture
8.85%

Expense Ratio

CEMIX has a high expense ratio of 1.10%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CEMIX ranks 91 for risk / return — in the top 91% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CEMIX Risk / Return Rank: 9191
Overall Rank
CEMIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEMIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
CEMIX Omega Ratio Rank: 8787
Omega Ratio Rank
CEMIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
CEMIX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Causeway Emerging Markets Fund (CEMIX) and compare them to S&P 500 Index.


CEMIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.60

Calmar ratioReturn relative to maximum drawdown

4.88

Martin ratioReturn relative to average drawdown

19.45

Dividends

Dividend History

Causeway Emerging Markets Fund provided a 1.86% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.36$0.36$0.41$0.48$0.43$2.80$0.21$0.27$0.23$0.22$0.16$0.16

Dividend yield

1.86%2.49%3.73%4.85%4.87%23.35%1.36%2.03%2.01%1.58%1.55%1.69%

Monthly Dividends

The table displays the monthly dividend distributions for Causeway Emerging Markets Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.80$2.80

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Causeway Emerging Markets Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Causeway Emerging Markets Fund was 68.90%, occurring on Nov 20, 2008. Recovery took 595 trading sessions.

The current Causeway Emerging Markets Fund drawdown is 1.72%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-68.90%Nov 2008
1y 20d2y 4mo
3y 5moNov 2007 - Apr 2011
COVID crash2020
-39.59%Mar 2020
2y 1mo8mo 29d
2y 10moJan 2018 - Dec 2020
Bear market2022
-39.00%Oct 2022
1y 8mo2y 7mo
4y 3moFeb 2021 - Jun 2025
2016 bear market2016
-35.76%Jan 2016
8mo 27d1y 5mo
2y 2moApr 2015 - Jul 2017
2011 bear market2011
-29.81%Oct 2011
5mo 3d1y 7mo
2y 6dMay 2011 - May 2013

Drawdown Indicators


CEMIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.90%

-9.10%

-59.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.92%

Max Drawdown (5Y)

Largest decline over 5 years

-36.29%

Max Drawdown (10Y)

Largest decline over 10 years

-39.59%

Current Drawdown

Current decline from peak

-1.72%

-2.97%

+1.25%

Average Drawdown

Average peak-to-trough decline

-15.78%

-1.13%

-14.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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