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ISIN
US14949Q2066
CUSIP
14949Q206
Issuer
Causeway
Inception Date
Dec 30, 2009
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

CIOVX Performance Chart

Causeway International Opps Fd (CIOVX) is up 13.1% since the beginning of the year. CIOVX is currently trading at $22 per share. Investors who bought $1,000 worth of CIOVX shares 5 years ago would now be looking at an investment worth $1,735.


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S&P 500 Index

Returns By Period

Causeway International Opps Fd (CIOVX) has returned 13.10% so far this year and 33.50% over the past 12 months. Over the last ten years, CIOVX has returned 10.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Causeway International Opps Fd

1D
-0.23%
1M
6.59%
YTD
13.10%
6M
18.01%
1Y
33.50%
3Y*
22.24%
5Y*
11.65%
10Y*
10.47%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIOVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2010, CIOVX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +20.6%, while the worst month was Mar 2020 at -20.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CIOVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.69%5.04%-11.93%8.68%6.67%-0.23%13.10%
20253.44%4.27%-0.12%1.09%5.55%4.58%-0.05%3.46%2.72%1.83%0.45%4.65%36.68%
2024-1.41%2.53%3.17%-0.31%5.42%-1.58%2.97%2.19%2.43%-4.46%-1.50%-0.97%8.35%
202310.41%-2.18%3.45%3.48%-3.97%5.25%3.39%-2.32%-3.23%-3.95%8.00%4.98%24.39%
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%5.79%6.38%

Benchmark Metrics

Causeway International Opps Fd has an annualized alpha of -1.67%, beta of 0.83, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 05, 2010.

  • This fund participated in 103.66% of S&P 500 Index downside but only 84.95% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.67%
Beta
0.83
0.63
Upside Capture
84.95%
Downside Capture
103.66%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CIOVX ranks 48 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.


CIOVX Risk / Return Rank: 4848
Overall Rank
CIOVX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CIOVX Sortino Ratio Rank: 5252
Sortino Ratio Rank
CIOVX Omega Ratio Rank: 5757
Omega Ratio Rank
CIOVX Calmar Ratio Rank: 3838
Calmar Ratio Rank
CIOVX Martin Ratio Rank: 3939
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 Causeway International Opps Fd (CIOVX) and compare them to S&P 500 Index.


CIOVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.20

2.39

-0.19

Sortino ratio

Return per unit of downside risk

3.05

3.25

-0.21

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratio

Return relative to maximum drawdown

2.33

3.11

-0.78

Martin ratio

Return relative to average drawdown

8.41

14.38

-5.98

Dividends

Dividend History

Causeway International Opps Fd provided a 7.71% dividend yield over the last twelve months, with an annual payout of $1.68 per share. The fund has been increasing its distributions for 5 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.68$1.68$1.52$0.39$0.32$0.21$0.17$0.32$0.29$0.19$0.42$0.17

Dividend yield

7.71%8.72%9.86%2.51%2.52%1.38%1.20%2.34%2.53%1.33%3.74%1.44%

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
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$1.68$1.68
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$0.39$0.39
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

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 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 0.23%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.70%Mar 2020
2y 1mo9mo 20d
2y 11moJan 2018 - Jan 2021
Bear market2022
-30.18%Oct 2022
1y 4mo9mo 17d
2y 1moJun 2021 - Jul 2023
2011 bear market2011
-28.46%Oct 2011
5mo 3d1y 6mo
1y 11moMay 2011 - Apr 2013
2016 bear market2016
-26.75%Feb 2016
8mo 25d1y 5mo
2y 1moMay 2015 - Jul 2017
2010 correction2010
-18.21%Jun 2010
1mo 23d3mo 24d
5mo 17dApr 2010 - Sep 2010

Drawdown Indicators


CIOVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.70%

-56.78%

+13.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-9.10%

-5.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.43%

-18.90%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-25.43%

-4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-43.70%

-33.92%

-9.78%

Current Drawdown

Current decline from peak

-0.23%

0.00%

-0.23%

Average Drawdown

Average peak-to-trough decline

-8.61%

-10.72%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

1.97%

+2.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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