AWIIX vs. CGJIX
Compare and contrast key facts about CIBC Atlas Income Opportunities Fund (AWIIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX).
AWIIX is managed by CIBC Private Wealth Management. It was launched on Jun 26, 2014. CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AWIIX or CGJIX.
Key characteristics
| AWIIX | CGJIX | |
|---|---|---|
| YTD Return | 9.59% | 22.03% |
| 1Y Return | 18.07% | 35.94% |
| 3Y Return (Ann) | 3.31% | 7.10% |
| 5Y Return (Ann) | 8.13% | 17.98% |
| Sharpe Ratio | 2.68 | 2.54 |
| Sortino Ratio | 3.79 | 3.32 |
| Omega Ratio | 1.50 | 1.47 |
| Calmar Ratio | 1.97 | 3.36 |
| Martin Ratio | 17.88 | 15.21 |
| Ulcer Index | 1.05% | 2.46% |
| Daily Std Dev | 7.02% | 14.69% |
| Max Drawdown | -27.07% | -31.18% |
| Current Drawdown | -2.47% | -2.28% |
Correlation
The correlation between AWIIX and CGJIX is 0.88, 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.
Performance
AWIIX vs. CGJIX - Performance Comparison
In the year-to-date period, AWIIX achieves a 9.59% return, which is significantly lower than CGJIX's 22.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AWIIX vs. CGJIX - Expense Ratio Comparison
AWIIX has a 0.69% expense ratio, which is higher than CGJIX's 0.24% expense ratio.
Risk-Adjusted Performance
AWIIX vs. CGJIX - Risk-Adjusted Performance 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.
Dividends
AWIIX vs. CGJIX - Dividend Comparison
AWIIX's dividend yield for the trailing twelve months is around 2.26%, more than CGJIX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AWIIX CIBC Atlas Income Opportunities Fund | 2.26% | 2.27% | 2.27% | 3.80% | 1.77% | 2.30% | 3.15% | 2.37% | 2.83% | 3.22% | 1.73% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 0.43% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.30% | 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. For additional features, visit the drawdowns tool.
Volatility
AWIIX vs. CGJIX - Volatility Comparison
The current volatility for CIBC Atlas Income Opportunities Fund (AWIIX) is 1.89%, while Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a volatility of 3.73%. 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.