- ISIN
- US14949P3073
- CUSIP
- 14949P307
- Issuer
- Causeway
- Inception Date
- Apr 28, 2008
- Category
- Global Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
CGVIX Performance Chart
Causeway Global Value Fund (CGVIX) is up 5.3% since the beginning of the year. CGVIX is currently trading at $16 per share. Investors who bought $1,000 worth of CGVIX shares 5 years ago would now be looking at an investment worth $1,864.
Loading charts...
Returns By Period
Causeway Global Value Fund (CGVIX) has returned 5.33% so far this year and 28.68% over the past 12 months. Over the last ten years, CGVIX has returned 12.08% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Causeway Global Value Fund
- 1D
- 1.07%
- 1M
- 3.36%
- YTD
- 5.33%
- 6M
- 5.19%
- 1Y
- 28.68%
- 3Y*
- 20.15%
- 5Y*
- 13.26%
- 10Y*
- 12.08%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CGVIX Monthly Returns History
Based on dividend-adjusted daily data since May 1, 2008, CGVIX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 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% | -11.33% | 5.80% | 4.22% | 1.33% | 5.33% | ||||||
| 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 -0.47%, beta of 1.02, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since May 01, 2008.
- This fund participated in 113.48% of S&P 500 Index downside but only 109.29% 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
- -0.47%
- Beta
- 1.02
- R²
- 0.73
- Upside Capture
- 109.29%
- Downside Capture
- 113.48%
Expense Ratio
CGVIX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CGVIX ranks 37 for risk / return — below 37% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Causeway Global Value Fund (CGVIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CGVIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.78 | -0.90 |
| Martin ratioReturn relative to average drawdown | 6.37 | 12.44 | -6.07 |
Dividends
Dividend History
Causeway Global Value Fund provided a 9.36% 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 | 9.36% | 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 | $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.
Loading charts...
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 1.66%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.29%Mar 2009 | 9mo 23d | 2y 1mo | 2y 11moMay 2008 - Apr 2011 |
COVID crash2020 | -44.30%Mar 2020 | 2mo 6d | 8mo 6d | 10mo 12dJan 2020 - Nov 2020 |
Bear market2022 | -29.26%Oct 2022 | 9mo 2d | 8mo 4d | 1y 5moJan 2022 - Jun 2023 |
2025 selloff2025 | -26.84%Apr 2025 | 3mo 16d | 5mo 6d | 8mo 22dDec 2024 - Sep 2025 |
2011 bear market2011 | -25.55%Oct 2011 | 5mo 3d | 1y 2mo | 1y 7moMay 2011 - Dec 2012 |
Drawdown Indicators
| CGVIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.29% | -56.78% | -5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -9.10% | -5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -26.84% | -18.90% | -7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -25.43% | -3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -44.30% | -33.92% | -10.38% |
Current DrawdownCurrent decline from peak | -1.66% | -1.80% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -10.71% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 2.03% | +2.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with CGVIX
Add Causeway Global Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with CGVIX