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ISIN
US1281195420
Issuer
Calamos
Inception Date
Mar 15, 2005
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

CIGIX Performance Chart

Calamos International Growth Fund (CIGIX) is up 35.7% since the beginning of the year. CIGIX is currently trading at $31 per share. Investors who bought $1,000 worth of CIGIX shares 5 years ago would now be looking at an investment worth $1,304.


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S&P 500 Index

Returns By Period

Calamos International Growth Fund (CIGIX) has returned 35.71% so far this year and 51.70% over the past 12 months. Over the last ten years, CIGIX has returned 10.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Calamos International Growth Fund

1D
3.08%
1M
6.28%
YTD
35.71%
6M
36.79%
1Y
51.70%
3Y*
24.90%
5Y*
5.46%
10Y*
10.79%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIGIX Monthly Returns History

Based on dividend-adjusted daily data since Mar 17, 2005, CIGIX'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, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +16.0%, while the worst month was Oct 2008 at -24.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CIGIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +13.6%, while the worst single day was Dec 20, 2021 at -15.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.50%4.84%-12.07%15.97%11.66%1.96%35.71%
20252.88%1.24%-3.71%3.81%6.30%5.50%-1.25%1.80%5.91%1.86%-5.47%2.88%23.11%
20242.08%7.56%3.47%-4.47%6.36%2.99%-0.09%2.44%0.79%-4.97%1.48%-4.88%12.51%
202310.33%-4.81%4.39%-0.16%-3.04%3.41%2.07%-3.65%-5.57%-2.63%11.29%4.42%15.33%
2022-8.19%-4.90%0.28%-8.75%-0.15%-9.25%2.13%-5.65%-9.53%3.47%10.81%-3.98%-30.54%
20210.37%2.79%-1.61%3.48%2.24%-0.93%0.69%3.33%-4.99%4.69%-5.25%-12.76%-8.98%

Benchmark Metrics

Calamos International Growth Fund has an annualized alpha of 0.10%, beta of 0.95, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since March 17, 2005.

  • With beta of 0.95 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
0.10%
Beta
0.95
0.73
Upside Capture
99.37%
Downside Capture
103.61%

Expense Ratio

CIGIX has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CIGIX ranks 59 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.


CIGIX Risk / Return Rank: 5959
Overall Rank
CIGIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CIGIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
CIGIX Omega Ratio Rank: 5454
Omega Ratio Rank
CIGIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
CIGIX Martin Ratio Rank: 6262
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 Calamos International Growth Fund (CIGIX) 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.


CIGIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

3.21

2.78

+0.42

Martin ratioReturn relative to average drawdown

11.54

12.44

-0.90

Dividends

Dividend History

Calamos International Growth Fund provided a 9.94% dividend yield over the last twelve months, with an annual payout of $3.10 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.10$3.10$0.96$0.06$0.00$0.08$1.47$0.00$2.02$0.82$0.00$0.02

Dividend yield

9.94%13.49%4.54%0.28%0.00%0.33%5.42%0.00%13.25%3.76%0.00%0.13%

Monthly Dividends

The table displays the monthly dividend distributions for Calamos International Growth 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$3.10$3.10
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.96
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08

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 International Growth 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 International Growth Fund was 64.46%, occurring on Nov 20, 2008. Recovery took 1213 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-64.46%Nov 2008
1y 20d4y 10mo
5y 10moNov 2007 - Sep 2013
Bear market2022
-50.15%Oct 2022
11mo 8d3y 3mo
4y 2moNov 2021 - Jan 2026
COVID crash2020
-31.82%Mar 2020
2y 1mo2mo 17d
2y 4moJan 2018 - Jun 2020
2016 bear market2016
-21.68%Feb 2016
9mo 19d1y 3mo
2y 14dApr 2015 - May 2017
2006 bear market2006
-21.47%Jun 2006
1mo 4d6mo 17d
7mo 21dMay 2006 - Dec 2006

Drawdown Indicators


CIGIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-64.46%

-56.78%

-7.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.88%

-9.10%

-6.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.38%

-18.90%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-50.15%

-25.43%

-24.72%

Max Drawdown (10Y)

Largest decline over 10 years

-50.15%

-33.92%

-16.23%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-15.27%

-10.71%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

2.03%

+2.37%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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