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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Causeway Global Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Causeway Global Value Fund (CGVIX) has returned -8.49% so far this year and 18.74% over the past 12 months. Over the last ten years, CGVIX has returned 10.95% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Causeway Global Value Fund
- 1D
- 0.51%
- 1M
- -13.93%
- YTD
- -8.49%
- 6M
- -1.72%
- 1Y
- 18.74%
- 3Y*
- 16.60%
- 5Y*
- 10.74%
- 10Y*
- 10.95%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 1, 2008, CGVIX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +27.2%, while the worst month was Oct 2008 at -29.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, CGVIX closed higher 51% of trading days. The best single day was Dec 20, 2024 with a return of +24.2%, while the worst single day was Dec 23, 2024 at -18.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.90% | 3.33% | -13.93% | -8.49% | |||||||||
| 2025 | 4.65% | 3.76% | -4.88% | -1.09% | 6.21% | 5.33% | 1.76% | 4.42% | 2.78% | 0.58% | 1.47% | 5.23% | 34.03% |
| 2024 | -1.96% | 3.18% | 4.73% | -2.67% | 5.14% | -1.14% | 4.06% | 1.69% | 0.64% | -2.99% | 2.95% | -1.02% | 12.85% |
| 2023 | 12.33% | -1.23% | 2.16% | 2.60% | -2.77% | 5.13% | 3.25% | -1.57% | -4.34% | -3.66% | 10.17% | 5.84% | 29.80% |
| 2022 | 0.32% | -4.08% | -2.08% | -6.81% | 4.11% | -10.96% | 6.01% | -5.39% | -10.61% | 9.01% | 12.30% | -1.56% | -12.06% |
| 2021 | -2.89% | 8.74% | 4.62% | 2.78% | 2.23% | -2.10% | 0.87% | 2.68% | -2.91% | 1.11% | -5.86% | 7.07% | 16.44% |
Benchmark Metrics
Causeway Global Value Fund has an annualized alpha of -0.29%, beta of 1.02, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since May 02, 2008.
- This fund participated in 113.72% of S&P 500 Index downside but only 110.89% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.02 and R² of 0.73, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.29%
- Beta
- 1.02
- R²
- 0.73
- Upside Capture
- 110.89%
- Downside Capture
- 113.72%
Expense Ratio
CGVIX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CGVIX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Causeway Global Value Fund (CGVIX) and compare them to a chosen benchmark (S&P 500 Index).
| CGVIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.90 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.39 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.40 | -0.37 |
Martin ratioReturn relative to average drawdown | 3.81 | 6.61 | -2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CGVIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Causeway Global Value Fund provided a 10.78% dividend yield over the last twelve months, with an annual payout of $1.50 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.50 | $1.50 | $3.07 | $0.33 | $0.10 | $0.41 | $0.15 | $0.50 | $1.65 | $1.02 | $0.15 | $0.33 |
Dividend yield | 10.78% | 9.86% | 24.61% | 2.36% | 0.88% | 3.30% | 1.36% | 4.77% | 18.28% | 8.49% | 1.37% | 3.26% |
Monthly Dividends
The table displays the monthly dividend distributions for Causeway Global Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $1.50 | $1.50 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.07 | $3.07 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2021 | $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 |
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 Global Value 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 Global Value Fund was 62.29%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.
The current Causeway Global Value Fund drawdown is 14.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.29% | May 20, 2008 | 202 | Mar 9, 2009 | 540 | Apr 28, 2011 | 742 |
| -44.3% | Jan 17, 2020 | 45 | Mar 23, 2020 | 172 | Nov 24, 2020 | 217 |
| -29.26% | Jan 13, 2022 | 188 | Oct 12, 2022 | 167 | Jun 13, 2023 | 355 |
| -26.84% | Dec 23, 2024 | 72 | Apr 8, 2025 | 107 | Sep 11, 2025 | 179 |
| -25.55% | May 3, 2011 | 107 | Oct 3, 2011 | 296 | Dec 6, 2012 | 403 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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