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Causeway International Opps Fd (CIOVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS14949Q2066
CUSIP14949Q206
IssuerCauseway
Inception DateDec 30, 2009
CategoryForeign Large Cap Equities
Min. Investment$5,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

CIOVX has a high expense ratio of 1.20%, indicating higher-than-average management fees.


Expense ratio chart for CIOVX: current value at 1.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Causeway International Opps Fd

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Causeway International Opps Fd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
134.50%
375.59%
CIOVX (Causeway International Opps Fd)
Benchmark (^GSPC)

S&P 500

Returns By Period

Causeway International Opps Fd had a return of 10.83% year-to-date (YTD) and 19.74% in the last 12 months. Over the past 10 years, Causeway International Opps Fd had an annualized return of 4.65%, while the S&P 500 had an annualized return of 10.99%, indicating that Causeway International Opps Fd did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.83%11.18%
1 month9.91%5.60%
6 months16.97%17.48%
1 year19.74%26.33%
5 years (annualized)8.86%13.16%
10 years (annualized)4.65%10.99%

Monthly Returns

The table below presents the monthly returns of CIOVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.41%2.53%3.17%-0.31%10.83%
202310.41%-2.18%3.45%3.48%-3.96%5.25%3.39%-2.32%-3.23%-3.95%8.00%4.79%24.16%
20221.82%-4.95%-2.78%-5.00%4.51%-9.79%2.79%-4.81%-9.30%5.76%13.35%-1.03%-11.28%
2021-1.13%5.35%2.03%1.73%3.65%-2.58%-1.68%1.31%-2.01%0.79%-6.37%5.78%6.38%
2020-5.57%-8.00%-20.34%9.53%3.77%5.50%2.21%4.84%-4.04%-2.84%20.60%5.21%5.21%
20197.30%3.57%-0.86%2.68%-6.46%5.42%-2.34%-3.91%3.99%4.31%2.37%4.42%21.40%
20184.69%-6.13%-0.42%0.99%-2.37%-2.57%2.50%-3.15%0.67%-7.57%-0.72%-5.58%-18.62%
20173.61%0.77%4.30%2.67%2.13%0.15%3.39%0.52%3.04%1.87%1.20%2.48%29.39%
2016-6.39%-2.40%6.33%2.13%-0.26%-3.75%4.17%1.74%0.68%-0.85%-1.37%2.31%1.69%
20150.40%4.61%-1.06%4.60%-0.66%-3.03%-0.38%-7.19%-5.52%6.10%-1.73%-1.78%-6.32%
2014-4.65%5.65%-0.59%0.81%2.12%0.21%-1.57%1.45%-3.07%-1.18%1.19%-3.84%-3.84%
20132.39%-1.25%-0.17%3.39%-0.25%-3.20%5.60%-1.85%6.95%3.21%0.82%0.99%17.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CIOVX is 61, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CIOVX is 6161
CIOVX (Causeway International Opps Fd)
The Sharpe Ratio Rank of CIOVX is 5757Sharpe Ratio Rank
The Sortino Ratio Rank of CIOVX is 5555Sortino Ratio Rank
The Omega Ratio Rank of CIOVX is 5252Omega Ratio Rank
The Calmar Ratio Rank of CIOVX is 8080Calmar Ratio Rank
The Martin Ratio Rank of CIOVX is 5858Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Causeway International Opps Fd (CIOVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CIOVX
Sharpe ratio
The chart of Sharpe ratio for CIOVX, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for CIOVX, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.0010.0012.002.43
Omega ratio
The chart of Omega ratio for CIOVX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.30
Calmar ratio
The chart of Calmar ratio for CIOVX, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.001.77
Martin ratio
The chart of Martin ratio for CIOVX, currently valued at 5.66, compared to the broader market0.0020.0040.0060.0080.005.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-1.000.001.002.003.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.008.0010.0012.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.0012.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.009.12

Sharpe Ratio

The current Causeway International Opps Fd Sharpe ratio is 1.69. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Causeway International Opps Fd with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.69
2.38
CIOVX (Causeway International Opps Fd)
Benchmark (^GSPC)

Dividends

Dividend History

Causeway International Opps Fd granted a 2.11% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.36$0.36$0.32$0.21$0.17$0.32$0.29$0.19$0.42$0.17$0.49$0.17

Dividend yield

2.11%2.33%2.52%1.38%1.20%2.34%2.53%1.33%3.74%1.44%3.94%1.25%

Monthly Dividends

The table displays the monthly dividend distributions for Causeway International Opps Fd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2013$0.17$0.17

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.06%
-0.09%
CIOVX (Causeway International Opps Fd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Causeway International Opps Fd. 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 International Opps Fd was 43.70%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current Causeway International Opps Fd drawdown is 0.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.7%Jan 29, 2018541Mar 23, 2020201Jan 7, 2021742
-30.18%Jun 15, 2021336Oct 12, 2022196Jul 26, 2023532
-28.46%May 3, 2011107Oct 3, 2011390Apr 25, 2013497
-26.75%May 22, 2015183Feb 11, 2016357Jul 13, 2017540
-18.21%Apr 15, 201037Jun 7, 201080Sep 29, 2010117

Volatility

Volatility Chart

The current Causeway International Opps Fd volatility is 3.03%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.03%
3.36%
CIOVX (Causeway International Opps Fd)
Benchmark (^GSPC)