PortfoliosLab logoPortfoliosLab logo
AWIIX vs. CGJIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWIIX vs. CGJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas Income Opportunities Fund (AWIIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AWIIX vs. CGJIX - 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%
CGJIX
Calvert US Large-Cap Growth Responsible Index Fund
-9.44%14.56%27.74%36.66%-26.84%26.13%38.69%35.29%0.74%27.39%

Returns By Period

In the year-to-date period, AWIIX achieves a -5.21% return, which is significantly higher than CGJIX's -9.44% return. Over the past 10 years, AWIIX has underperformed CGJIX with an annualized return of 7.82%, while CGJIX has yielded a comparatively higher 15.35% 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%

CGJIX

1D
-0.50%
1M
-8.33%
YTD
-9.44%
6M
-7.33%
1Y
13.17%
3Y*
17.08%
5Y*
10.41%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


AWIIX vs. CGJIX - Expense Ratio Comparison

AWIIX has a 0.69% expense ratio, which is higher than CGJIX's 0.24% expense ratio.


Return for Risk

AWIIX vs. CGJIX — 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

CGJIX
CGJIX Risk / Return Rank: 3232
Overall Rank
CGJIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CGJIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CGJIX Omega Ratio Rank: 3333
Omega Ratio Rank
CGJIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGJIX Martin Ratio Rank: 3434
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. CGJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Income Opportunities Fund (AWIIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). 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.


AWIIXCGJIXDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.67

-0.42

Sortino ratio

Return per unit of downside risk

0.43

1.11

-0.68

Omega ratio

Gain probability vs. loss probability

1.06

1.16

-0.10

Calmar ratio

Return relative to maximum drawdown

0.24

0.86

-0.62

Martin ratio

Return relative to average drawdown

1.05

3.67

-2.62

AWIIX vs. CGJIX - Sharpe Ratio Comparison

The current AWIIX Sharpe Ratio is 0.26, which is lower than the CGJIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AWIIX and CGJIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AWIIXCGJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.67

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.53

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.77

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.77

-0.17

Correlation

The correlation between AWIIX and CGJIX is 0.87, 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. CGJIX - Dividend Comparison

AWIIX's dividend yield for the trailing twelve months is around 13.15%, more than CGJIX's 3.36% 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%
CGJIX
Calvert US Large-Cap Growth Responsible Index Fund
3.36%3.05%2.04%0.53%0.51%1.85%1.76%1.64%5.72%2.19%1.13%0.00%

Drawdowns

AWIIX vs. CGJIX - Drawdown Comparison

The maximum AWIIX drawdown since its inception was -27.07%, smaller than the maximum CGJIX drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for AWIIX and CGJIX.


Loading graphics...

Drawdown Indicators


AWIIXCGJIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.07%

-31.18%

+4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-12.62%

+5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-31.18%

+11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-27.07%

-31.18%

+4.11%

Current Drawdown

Current decline from peak

-6.24%

-11.15%

+4.91%

Average Drawdown

Average peak-to-trough decline

-3.94%

-5.53%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.97%

-1.25%

Volatility

AWIIX vs. CGJIX - Volatility Comparison

The current volatility for CIBC Atlas Income Opportunities Fund (AWIIX) is 2.56%, while Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a volatility of 4.74%. This indicates that AWIIX experiences smaller price fluctuations and is considered to be less risky than CGJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AWIIXCGJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

4.74%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.04%

10.20%

-5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

20.14%

-10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.46%

19.77%

-9.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.40%

19.98%

-8.58%