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CUSIP
14949P208
Issuer
Causeway
Inception Date
Oct 26, 2001
Min. Investment
$1,000,000
Index Tracked
MSCI AC World ex USA Value (Net)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

CIVIX Performance Chart

Causeway International Value Instl (CIVIX) is up 7.3% since the beginning of the year. CIVIX is currently trading at $25 per share. Investors who bought $1,000 worth of CIVIX shares 5 years ago would now be looking at an investment worth $1,820.


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S&P 500 Index

Returns By Period

Causeway International Value Instl (CIVIX) has returned 7.28% so far this year and 27.66% over the past 12 months. Over the last ten years, CIVIX has returned 10.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Causeway International Value Instl

1D
1.00%
1M
2.81%
YTD
7.28%
6M
8.29%
1Y
27.66%
3Y*
17.85%
5Y*
12.72%
10Y*
10.39%

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)

CIVIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 26, 2001, CIVIX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +26.3%, while the worst month was Oct 2008 at -23.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CIVIX closed higher 52% of trading days. The best single day was Oct 28, 2008 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.43%4.89%-12.78%5.84%5.35%0.72%7.28%
20254.90%6.16%-1.11%1.22%5.36%3.17%0.18%3.51%2.32%1.30%1.28%5.48%39.13%
2024-2.51%1.52%3.77%-1.49%5.76%-2.82%4.13%2.64%1.38%-5.17%-1.29%-1.65%3.73%
202311.24%-0.85%3.47%4.24%-3.85%4.83%2.51%-1.89%-3.96%-3.47%8.42%5.01%27.29%
20222.24%-4.61%-2.95%-4.68%4.97%-9.29%3.28%-6.55%-8.39%7.80%13.97%-0.11%-6.77%
2021-2.65%6.70%2.90%1.32%4.43%-3.54%-0.62%1.36%-1.68%1.25%-6.42%6.56%9.12%

Benchmark Metrics

Causeway International Value Instl has an annualized alpha of 2.20%, beta of 0.84, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since October 26, 2001.

  • This fund generated an annualized alpha of 2.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.20%
Beta
0.84
0.60
Upside Capture
102.27%
Downside Capture
100.59%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CIVIX ranks 30 for risk / return — below 30% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CIVIX Risk / Return Rank: 3030
Overall Rank
CIVIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CIVIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
CIVIX Omega Ratio Rank: 3434
Omega Ratio Rank
CIVIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
CIVIX Martin Ratio Rank: 2424
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 Value Instl (CIVIX) 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.


CIVIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

1.67

2.78

-1.11

Martin ratioReturn relative to average drawdown

5.44

12.44

-7.00

Dividends

Dividend History

Causeway International Value Instl provided a 9.06% dividend yield over the last twelve months, with an annual payout of $2.28 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.28$2.28$1.72$0.71$0.28$0.32$0.22$0.72$0.48$0.32$0.27$0.28

Dividend yield

9.06%9.72%9.25%3.61%1.78%1.82%1.37%4.63%3.55%1.83%1.96%1.95%

Monthly Dividends

The table displays the monthly dividend distributions for Causeway International Value Instl. 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$2.28$2.28
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.72$1.72
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2021$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

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 Value Instl. 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 Value Instl was 60.93%, occurring on Mar 9, 2009. Recovery took 1100 trading sessions.

The current Causeway International Value Instl drawdown is 2.36%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.93%Mar 2009
1y 8mo4y 4mo
6y 11dJul 2007 - Jul 2013
COVID crash2020
-44.87%Mar 2020
2y 1mo9mo 20d
2y 11moJan 2018 - Jan 2021
2003 bear market2003
-31.81%Mar 2003
9mo 26d5mo 27d
1y 3moMay 2002 - Sep 2003
Bear market2022
-28.51%Sep 2022
7mo 19d6mo 4d
1y 1moFeb 2022 - Mar 2023
2016 bear market2016
-25.15%Feb 2016
9mo 19d1y 3mo
2y 19dApr 2015 - May 2017

Drawdown Indicators


CIVIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.93%

-56.78%

-4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-9.10%

-7.09%

Max Drawdown (3Y)

Largest decline over 3 years

-17.30%

-18.90%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

-25.43%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-44.87%

-33.92%

-10.95%

Current Drawdown

Current decline from peak

-2.36%

-1.80%

-0.56%

Average Drawdown

Average peak-to-trough decline

-10.98%

-10.71%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

2.03%

+2.93%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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