PortfoliosLab logoPortfoliosLab logo
ISIN
US2030423048
CUSIP
203042304
Inception Date
Dec 2, 2002
Min. Investment
$200
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

CNGLX Performance Chart

Commonwealth Global Fund (CNGLX) is up 6.7% since the beginning of the year. CNGLX is currently trading at $22 per share. Investors who bought $1,000 worth of CNGLX shares 5 years ago would now be looking at an investment worth $1,191.


Loading charts...

S&P 500 Index

Returns By Period

Commonwealth Global Fund (CNGLX) has returned 6.66% so far this year and 14.58% over the past 12 months. Over the last ten years, CNGLX has returned 6.13% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Commonwealth Global Fund

1D
0.91%
1M
0.23%
YTD
6.66%
6M
6.66%
1Y
14.58%
3Y*
7.47%
5Y*
3.56%
10Y*
6.13%

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)

CNGLX Monthly Returns History

Based on dividend-adjusted daily data since Dec 11, 2002, CNGLX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +11.5%, while the worst month was Oct 2008 at -21.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CNGLX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.48%2.50%-6.19%6.50%4.88%-1.16%6.66%
20253.43%-1.87%-5.09%-1.24%4.28%2.20%-0.78%3.95%0.90%0.99%0.19%-0.27%6.46%
2024-2.11%2.52%3.58%-2.42%2.99%0.98%4.04%1.59%-0.69%-3.48%4.37%-4.27%6.79%
20235.63%-2.80%4.41%0.43%-3.12%5.45%3.16%-4.60%-4.93%-4.34%9.02%5.24%12.94%
2022-5.63%-3.27%1.06%-7.55%0.49%-8.56%6.59%-3.98%-10.24%8.01%8.01%-4.53%-19.81%
20210.84%-0.10%3.32%1.71%0.79%0.69%1.32%1.83%-3.31%3.12%-2.84%5.65%13.45%

Benchmark Metrics

Commonwealth Global Fund has an annualized alpha of -2.80%, beta of 0.90, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 11, 2002.

  • This fund participated in 106.07% of S&P 500 Index downside but only 87.13% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.80% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.90 and R2 of 0.86, 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
-2.80%
Beta
0.90
0.86
Upside Capture
87.13%
Downside Capture
106.07%

Expense Ratio

CNGLX has a high expense ratio of 2.49%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CNGLX ranks 20 for risk / return — in the bottom 20% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CNGLX Risk / Return Rank: 2020
Overall Rank
CNGLX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CNGLX Sortino Ratio Rank: 1919
Sortino Ratio Rank
CNGLX Omega Ratio Rank: 1818
Omega Ratio Rank
CNGLX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CNGLX Martin Ratio Rank: 2222
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 Commonwealth Global Fund (CNGLX) 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.


CNGLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.47

2.78

-1.31

Martin ratioReturn relative to average drawdown

5.18

12.44

-7.26

Dividends

Dividend History

Commonwealth Global Fund provided a 3.32% dividend yield over the last twelve months, with an annual payout of $0.73 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.802016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.73$0.73$0.68$0.00$0.15$0.00$0.00$0.00$0.02$0.00$0.60

Dividend yield

3.32%3.54%3.37%0.00%0.85%0.00%0.00%0.00%0.17%0.00%4.43%

Monthly Dividends

The table displays the monthly dividend distributions for Commonwealth Global 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$0.73$0.73
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2021$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

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Commonwealth Global 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 Commonwealth Global Fund was 58.14%, occurring on Mar 9, 2009. Recovery took 1163 trading sessions.

The current Commonwealth Global Fund drawdown is 1.47%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.14%Mar 2009
1y 7mo4y 7mo
6y 3moJul 2007 - Oct 2013
COVID crash2020
-33.90%Mar 2020
2mo 2d5mo 13d
7mo 15dJan 2020 - Sep 2020
Bear market2022
-28.30%Sep 2022
8mo 28d1y 10mo
2y 7moJan 2022 - Aug 2024
2016 bear market2016
-25.41%Feb 2016
1y 7mo1y 10mo
3y 5moJul 2014 - Dec 2017
Rate-hike selloffLate 2018
-21.19%Dec 2018
10mo 29d11mo 27d
1y 10moJan 2018 - Dec 2019

Drawdown Indicators


CNGLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.14%

-56.78%

-1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-9.10%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-18.90%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-25.43%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-33.92%

+0.02%

Current Drawdown

Current decline from peak

-1.47%

-1.80%

+0.33%

Average Drawdown

Average peak-to-trough decline

-9.91%

-10.71%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.03%

+0.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with CNGLX

Add Commonwealth Global Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CNGLX