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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calamos Global Equity 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
Calamos Global Equity Fund (CIGEX) has returned -5.78% so far this year and 19.44% over the past 12 months. Looking at the last ten years, CIGEX has achieved an annualized return of 12.93%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Calamos Global Equity Fund
- 1D
- -1.45%
- 1M
- -12.14%
- YTD
- -5.78%
- 6M
- -7.10%
- 1Y
- 19.44%
- 3Y*
- 18.74%
- 5Y*
- 8.14%
- 10Y*
- 12.93%
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 Mar 2, 2007, CIGEX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, your investment would double in approximately 6.6 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +14.1%, 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% | -12.14% | -5.78% | |||||||||
| 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 1.37%, beta of 0.98, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since March 05, 2007.
- 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
- 1.37%
- Beta
- 0.98
- R²
- 0.87
- Upside Capture
- 102.38%
- Downside Capture
- 98.02%
Expense Ratio
CIGEX has a high expense ratio of 1.15%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CIGEX ranks 45 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 a chosen benchmark (S&P 500 Index).
| CIGEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.90 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.39 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.40 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.84 | 6.61 | -1.76 |
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 CIGEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Calamos Global Equity Fund provided a 16.31% 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 | 16.31% | 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 | |||||||||
| 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 13.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.48% | Nov 1, 2007 | 339 | Mar 9, 2009 | 774 | Apr 2, 2012 | 1113 |
| -35.81% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -31.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -26.09% | Jan 29, 2018 | 229 | Dec 24, 2018 | 248 | Dec 18, 2019 | 477 |
| -20.41% | Dec 9, 2024 | 82 | Apr 8, 2025 | 37 | Jun 2, 2025 | 119 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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