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AWIIX vs. AWMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWIIX vs. AWMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas Income Opportunities Fund (AWIIX) and CIBC Atlas Mid Cap Equity Fund (AWMIX). The values are adjusted to include any dividend payments, if applicable.

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AWIIX vs. AWMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWIIX
CIBC Atlas Income Opportunities Fund
-5.21%7.20%7.10%15.07%-14.79%18.62%11.92%23.32%-3.53%13.79%
AWMIX
CIBC Atlas Mid Cap Equity Fund
-5.30%2.14%4.16%19.63%-23.66%19.86%18.38%34.57%-6.76%20.87%

Returns By Period

The year-to-date returns for both stocks are quite close, with AWIIX having a -5.21% return and AWMIX slightly lower at -5.30%. Over the past 10 years, AWIIX has outperformed AWMIX with an annualized return of 7.82%, while AWMIX has yielded a comparatively lower 7.41% annualized return.


AWIIX

1D
-0.35%
1M
-5.78%
YTD
-5.21%
6M
-4.76%
1Y
2.00%
3Y*
6.24%
5Y*
4.30%
10Y*
7.82%

AWMIX

1D
-0.99%
1M
-9.82%
YTD
-5.30%
6M
-8.78%
1Y
3.06%
3Y*
4.14%
5Y*
1.44%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AWIIX vs. AWMIX - Expense Ratio Comparison

AWIIX has a 0.69% expense ratio, which is lower than AWMIX's 0.83% expense ratio.


Return for Risk

AWIIX vs. AWMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWIIX
AWIIX Risk / Return Rank: 1111
Overall Rank
AWIIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AWIIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
AWIIX Omega Ratio Rank: 1010
Omega Ratio Rank
AWIIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
AWIIX Martin Ratio Rank: 1313
Martin Ratio Rank

AWMIX
AWMIX Risk / Return Rank: 88
Overall Rank
AWMIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AWMIX Sortino Ratio Rank: 99
Sortino Ratio Rank
AWMIX Omega Ratio Rank: 99
Omega Ratio Rank
AWMIX Calmar Ratio Rank: 88
Calmar Ratio Rank
AWMIX Martin Ratio Rank: 88
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.

AWIIX vs. AWMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Income Opportunities Fund (AWIIX) and CIBC Atlas Mid Cap Equity Fund (AWMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AWIIXAWMIXDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.16

+0.09

Sortino ratio

Return per unit of downside risk

0.43

0.38

+0.05

Omega ratio

Gain probability vs. loss probability

1.06

1.05

+0.01

Calmar ratio

Return relative to maximum drawdown

0.24

0.09

+0.15

Martin ratio

Return relative to average drawdown

1.05

0.34

+0.72

AWIIX vs. AWMIX - Sharpe Ratio Comparison

The current AWIIX Sharpe Ratio is 0.26, which is higher than the AWMIX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of AWIIX and AWMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AWIIXAWMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.16

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.07

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.37

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.38

+0.22

Correlation

The correlation between AWIIX and AWMIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AWIIX vs. AWMIX - Dividend Comparison

AWIIX's dividend yield for the trailing twelve months is around 13.15%, more than AWMIX's 11.88% yield.


TTM20252024202320222021202020192018201720162015
AWIIX
CIBC Atlas Income Opportunities Fund
13.15%12.46%2.45%2.27%2.27%3.80%1.77%2.30%3.15%2.37%2.83%3.22%
AWMIX
CIBC Atlas Mid Cap Equity Fund
11.88%11.25%0.00%4.34%1.57%10.46%2.48%0.00%0.00%0.00%1.34%0.09%

Drawdowns

AWIIX vs. AWMIX - Drawdown Comparison

The maximum AWIIX drawdown since its inception was -27.07%, smaller than the maximum AWMIX drawdown of -37.53%. Use the drawdown chart below to compare losses from any high point for AWIIX and AWMIX.


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Drawdown Indicators


AWIIXAWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.07%

-37.53%

+10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-13.24%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-29.81%

+9.91%

Max Drawdown (10Y)

Largest decline over 10 years

-27.07%

-37.53%

+10.46%

Current Drawdown

Current decline from peak

-6.24%

-16.37%

+10.13%

Average Drawdown

Average peak-to-trough decline

-3.94%

-7.31%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

3.52%

-1.80%

Volatility

AWIIX vs. AWMIX - Volatility Comparison

The current volatility for CIBC Atlas Income Opportunities Fund (AWIIX) is 2.56%, while CIBC Atlas Mid Cap Equity Fund (AWMIX) has a volatility of 5.18%. This indicates that AWIIX experiences smaller price fluctuations and is considered to be less risky than AWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWIIXAWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

5.18%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

5.04%

11.04%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

20.26%

-10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.46%

19.85%

-9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.40%

20.16%

-8.76%