PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Causeway International Value Fund (CIVVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US14949P1093

CUSIP

14949P109

Issuer

Causeway

Inception Date

Oct 25, 2001

Min. Investment

$5,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
CIVVX vs. DFIC CIVVX vs. APFDX CIVVX vs. VXUS CIVVX vs. SPY CIVVX vs. DFAI CIVVX vs. QQQ CIVVX vs. VOO CIVVX vs. VTWAX CIVVX vs. MIEIX CIVVX vs. OAKIX
Popular comparisons:
CIVVX vs. DFIC CIVVX vs. APFDX CIVVX vs. VXUS CIVVX vs. SPY CIVVX vs. DFAI CIVVX vs. QQQ CIVVX vs. VOO CIVVX vs. VTWAX CIVVX vs. MIEIX CIVVX vs. OAKIX

Performance

Performance Chart

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


340.00%360.00%380.00%400.00%420.00%440.00%JuneJulyAugustSeptemberOctoberNovember
351.93%
419.57%
CIVVX (Causeway International Value Fund)
Benchmark (^GSPC)

Returns By Period

Causeway International Value Fund had a return of 4.12% year-to-date (YTD) and 8.15% in the last 12 months. Over the past 10 years, Causeway International Value Fund had an annualized return of 4.92%, while the S&P 500 had an annualized return of 11.11%, indicating that Causeway International Value Fund did not perform as well as the benchmark.


CIVVX

YTD

4.12%

1M

-6.22%

6M

-3.44%

1Y

8.15%

5Y (annualized)

7.36%

10Y (annualized)

4.92%

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.52%1.53%3.75%-1.55%5.71%-2.80%4.07%2.62%1.39%-5.17%4.12%
202311.19%-0.85%3.50%4.16%-3.83%4.81%2.48%-1.96%-3.94%-3.50%8.39%3.17%24.75%
20222.20%-4.59%-2.97%-4.71%4.95%-9.30%3.24%-6.54%-8.46%7.79%14.03%-0.17%-6.99%
2021-2.67%6.69%2.87%1.34%4.41%-3.57%-0.63%1.32%-1.70%1.21%-6.42%6.55%8.86%
2020-5.16%-8.97%-21.28%9.39%4.60%5.31%-0.08%6.15%-4.90%-4.61%26.27%5.70%5.16%
20197.18%4.42%-1.52%2.35%-7.34%5.45%-2.62%-3.93%4.38%4.12%2.71%4.10%19.81%
20183.49%-6.85%-0.30%2.30%-2.60%-1.70%2.72%-2.94%1.49%-7.44%-1.58%-6.44%-18.83%
20173.12%-0.00%4.50%2.56%2.50%-0.19%2.82%-0.25%4.13%1.62%1.48%2.05%27.09%
2016-6.72%-2.84%5.05%2.85%0.36%-4.36%3.73%1.39%0.94%-1.65%-0.51%2.59%0.17%
20150.75%4.66%-1.10%4.63%-0.81%-2.96%1.49%-6.39%-5.59%6.07%-1.36%-1.73%-3.13%
2014-4.29%6.11%-1.53%0.87%1.23%-0.24%-2.26%1.12%-2.29%-2.15%1.03%-3.83%-6.46%
20132.68%-1.56%0.30%3.85%0.94%-2.16%6.54%-1.66%6.88%3.09%1.47%1.75%23.92%

Expense Ratio

CIVVX has a high expense ratio of 1.10%, indicating higher-than-average management fees.


Expense ratio chart for CIVVX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CIVVX is 15, indicating that it is in the bottom 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CIVVX is 1515
Combined Rank
The Sharpe Ratio Rank of CIVVX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CIVVX is 88
Sortino Ratio Rank
The Omega Ratio Rank of CIVVX is 77
Omega Ratio Rank
The Calmar Ratio Rank of CIVVX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of CIVVX is 1111
Martin 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 Value Fund (CIVVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CIVVX, currently valued at 0.71, compared to the broader market0.002.004.000.712.48
The chart of Sortino ratio for CIVVX, currently valued at 1.02, compared to the broader market0.005.0010.001.023.33
The chart of Omega ratio for CIVVX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.46
The chart of Calmar ratio for CIVVX, currently valued at 0.92, compared to the broader market0.005.0010.0015.0020.000.923.58
The chart of Martin ratio for CIVVX, currently valued at 3.19, compared to the broader market0.0020.0040.0060.0080.00100.003.1915.96
CIVVX
^GSPC

The current Causeway International Value Fund Sharpe ratio is 0.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Causeway International Value Fund 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.71
2.48
CIVVX (Causeway International Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Causeway International Value Fund provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.32 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.32$0.32$0.24$0.28$0.18$0.46$0.34$0.30$0.23$0.24$0.34$0.13

Dividend yield

1.56%1.63%1.54%1.60%1.11%2.95%2.51%1.73%1.69%1.70%2.31%0.82%

Monthly Dividends

The table displays the monthly dividend distributions for Causeway International Value Fund. 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$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$0.32$0.32
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2013$0.13$0.13

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.16%
-2.18%
CIVVX (Causeway International Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Causeway International Value 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 Causeway International Value Fund was 61.07%, occurring on Mar 9, 2009. Recovery took 1108 trading sessions.

The current Causeway International Value Fund drawdown is 9.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.07%Jul 13, 2007416Mar 9, 20091108Aug 2, 20131524
-45.13%Jan 29, 2018541Mar 23, 2020202Jan 8, 2021743
-31.96%May 20, 2002204Mar 12, 2003123Sep 8, 2003327
-28.6%Feb 10, 2022158Sep 27, 2022127Mar 30, 2023285
-25.29%Apr 28, 2015201Feb 11, 2016358Jul 14, 2017559

Volatility

Volatility Chart

The current Causeway International Value Fund volatility is 3.75%, 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.75%
4.06%
CIVVX (Causeway International Value Fund)
Benchmark (^GSPC)