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Causeway International Small Cap Fund (CVISX) Sharpe Ratio: 1.85

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The fund invests primarily in common stocks of companies with smaller market capitalizations located in developed and emerging markets outside the U.S. The fund normally invests at least 80% of its total assets in equity securities of companies with smaller market capitalizations. Smaller market capitalization companies have market capitalizations that do not exceed the highest market capitalization of a company included in the fund's benchmark, the MSCI ACWI ex USA Small Cap Index (Gross), at the time of purchase.

CVISX's Sharpe Ratio of 1.85 indicates that for each unit of volatility, it generates 1.85 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

CVISX Sharpe Ratio Rank

CVISX Sharpe Ratio Rank: 78.579
Above Average

CVISX ranks above 78.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

CVISX Sharpe Ratio Market Positioning

The chart shows CVISX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.74+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Causeway International Small Cap Fund's Sharpe Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how CVISX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ALOIXVirtus International Small-Cap Fund2.35
AVANXAvantis International Small Cap Value Fund Class G2.24
HWTIXHotchkis & Wiley International Small Cap Diversified Value Fund2.22
AVDVXAvantis International Small Cap Value Fund Institutional Class2.22
DISVXDFA International Small Cap Value Portfolio Institutional Class2.16
FMNEXRBB Free Market International Equity Fund2.07
SBSIXSegall Bryant & Hamill International Small Cap Fund2.00
DFVQXDFA International Vector Equity Portfolio1.97
DWUSXDFA World ex U.S. Targeted Value Portfolio1.96
GICIXGoldman Sachs International Small Cap Insights Fund1.86
CVISXCauseway International Small Cap Fund1.85
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows CVISX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CVISX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does CVISX fit in your portfolio?

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