- ISIN
- US1281194506
- Issuer
- Calamos
- Inception Date
- Feb 28, 2007
- Category
- Global Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
CIGEX Performance Chart
Calamos Global Equity Fund (CIGEX) is up 21.6% since the beginning of the year. CIGEX is currently trading at $22 per share. Investors who bought $1,000 worth of CIGEX shares 5 years ago would now be looking at an investment worth $1,838.
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Returns By Period
Calamos Global Equity Fund (CIGEX) has returned 21.64% so far this year and 36.09% over the past 12 months. Looking at the last ten years, CIGEX has achieved an annualized return of 15.84%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Calamos Global Equity Fund
- 1D
- 2.29%
- 1M
- 2.05%
- YTD
- 21.64%
- 6M
- 20.90%
- 1Y
- 36.09%
- 3Y*
- 26.28%
- 5Y*
- 12.95%
- 10Y*
- 15.84%
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%
CIGEX Monthly Returns History
Based on dividend-adjusted daily data since Mar 2, 2007, CIGEX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +14.4%, while the worst month was Oct 2008 at -19.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 9 months.
On a daily basis, CIGEX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.06% | 2.06% | -8.35% | 14.37% | 8.11% | 0.09% | 21.64% | ||||||
| 2025 | 1.20% | -1.47% | -6.29% | 3.66% | 8.24% | 6.04% | 2.15% | 0.30% | 5.46% | 2.09% | -4.37% | 1.00% | 18.46% |
| 2024 | 4.60% | 8.66% | 4.83% | -3.00% | 7.48% | 3.76% | -2.18% | 2.83% | 0.48% | -2.16% | 5.76% | -3.10% | 30.61% |
| 2023 | 7.60% | -3.33% | 4.27% | 1.50% | 0.62% | 5.32% | 2.78% | -1.50% | -5.71% | -2.22% | 10.27% | 3.73% | 24.55% |
| 2022 | -9.26% | -2.94% | 1.62% | -10.41% | -0.15% | -8.67% | 6.90% | -5.01% | -9.03% | 6.33% | 7.02% | -5.57% | -27.42% |
| 2021 | 0.56% | 4.54% | -1.17% | 4.57% | 0.85% | 1.24% | 0.78% | 4.25% | -4.08% | 5.96% | -2.71% | 1.19% | 16.61% |
Benchmark Metrics
Calamos Global Equity Fund has an annualized alpha of 1.88%, beta of 0.98, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since March 02, 2007.
- This fund captured 104.16% of S&P 500 Index gains but only 97.40% of its losses - a favorable profile for investors.
- With beta of 0.98 and R2 of 0.87, 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
- 1.88%
- Beta
- 0.98
- R²
- 0.87
- Upside Capture
- 104.16%
- Downside Capture
- 97.40%
Expense Ratio
CIGEX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CIGEX ranks 44 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 Calamos Global Equity Fund (CIGEX) 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.
| CIGEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.78 | -0.14 |
| Martin ratioReturn relative to average drawdown | 9.88 | 12.44 | -2.56 |
Dividends
Dividend History
Calamos Global Equity Fund provided a 12.63% dividend yield over the last twelve months, with an annual payout of $2.76 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.76 | $2.76 | $1.52 | $0.01 | $0.52 | $1.98 | $1.06 | $0.89 | $2.75 | $1.39 | $0.56 | $0.26 |
Dividend yield | 12.63% | 15.37% | 8.67% | 0.10% | 4.43% | 11.75% | 6.51% | 7.44% | 27.66% | 9.21% | 4.62% | 1.98% |
Monthly Dividends
The table displays the monthly dividend distributions for Calamos Global Equity 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 | $2.76 | $2.76 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.52 | $1.52 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.98 | $1.98 |
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 Calamos Global Equity 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 Calamos Global Equity Fund was 60.48%, occurring on Mar 9, 2009. Recovery took 774 trading sessions.
The current Calamos Global Equity Fund drawdown is 0.86%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.48%Mar 2009 | 1y 4mo | 3y 25d | 4y 5moNov 2007 - Apr 2012 |
Bear market2022 | -35.81%Oct 2022 | 11mo 9d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
COVID crash2020 | -31.06%Mar 2020 | 1mo 2d | 2mo 12d | 3mo 14dFeb 2020 - Jun 2020 |
Rate-hike selloffLate 2018 | -26.09%Dec 2018 | 10mo 29d | 11mo 29d | 1y 10moJan 2018 - Dec 2019 |
2025 selloff2025 | -20.41%Apr 2025 | 4mo | 1mo 25d | 5mo 25dDec 2024 - Jun 2025 |
Drawdown Indicators
| CIGEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -56.78% | -3.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -9.10% | -4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -18.90% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -35.81% | -25.43% | -10.38% |
Max Drawdown (10Y)Largest decline over 10 years | -35.81% | -33.92% | -1.89% |
Current DrawdownCurrent decline from peak | -0.86% | -1.80% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -10.71% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.03% | +1.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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