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AWWIX vs. DJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWWIX vs. DJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas International Growth Fund (AWWIX) and iPath Bloomberg Commodity Index Total Return ETN (DJP). The values are adjusted to include any dividend payments, if applicable.

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AWWIX vs. DJP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AWWIX
CIBC Atlas International Growth Fund
-6.13%26.10%5.39%15.31%-14.12%2.01%17.03%9.68%
DJP
iPath Bloomberg Commodity Index Total Return ETN
28.00%17.20%5.59%-9.85%17.46%31.05%-4.12%5.74%

Returns By Period

In the year-to-date period, AWWIX achieves a -6.13% return, which is significantly lower than DJP's 28.00% return.


AWWIX

1D
0.26%
1M
-11.19%
YTD
-6.13%
6M
-4.92%
1Y
8.07%
3Y*
9.43%
5Y*
4.54%
10Y*

DJP

1D
0.08%
1M
12.77%
YTD
28.00%
6M
35.84%
1Y
36.34%
3Y*
15.08%
5Y*
15.17%
10Y*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AWWIX vs. DJP - Expense Ratio Comparison

AWWIX has a 0.94% expense ratio, which is higher than DJP's 0.70% expense ratio.


Return for Risk

AWWIX vs. DJP — Risk / Return Rank

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

AWWIX
AWWIX Risk / Return Rank: 1616
Overall Rank
AWWIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AWWIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
AWWIX Omega Ratio Rank: 1515
Omega Ratio Rank
AWWIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
AWWIX Martin Ratio Rank: 1818
Martin Ratio Rank

DJP
DJP Risk / Return Rank: 8989
Overall Rank
DJP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DJP Sortino Ratio Rank: 8989
Sortino Ratio Rank
DJP Omega Ratio Rank: 8787
Omega Ratio Rank
DJP Calmar Ratio Rank: 9393
Calmar Ratio Rank
DJP Martin Ratio Rank: 8686
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.

AWWIX vs. DJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas International Growth Fund (AWWIX) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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.


AWWIXDJPDifference

Sharpe ratio

Return per unit of total volatility

0.41

1.89

-1.48

Sortino ratio

Return per unit of downside risk

0.68

2.46

-1.79

Omega ratio

Gain probability vs. loss probability

1.09

1.35

-0.25

Calmar ratio

Return relative to maximum drawdown

0.50

3.53

-3.02

Martin ratio

Return relative to average drawdown

1.89

9.67

-7.78

AWWIX vs. DJP - Sharpe Ratio Comparison

The current AWWIX Sharpe Ratio is 0.41, which is lower than the DJP Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of AWWIX and DJP, 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


AWWIXDJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

1.89

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.81

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.00

+0.39

Correlation

The correlation between AWWIX and DJP is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AWWIX vs. DJP - Dividend Comparison

AWWIX's dividend yield for the trailing twelve months is around 0.77%, while DJP has not paid dividends to shareholders.


TTM2025202420232022202120202019
AWWIX
CIBC Atlas International Growth Fund
0.77%0.73%1.14%1.16%1.53%1.97%0.26%0.11%
DJP
iPath Bloomberg Commodity Index Total Return ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AWWIX vs. DJP - Drawdown Comparison

The maximum AWWIX drawdown since its inception was -32.98%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for AWWIX and DJP.


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Drawdown Indicators


AWWIXDJPDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-78.35%

+45.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-10.64%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-28.98%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.36%

Current Drawdown

Current decline from peak

-12.01%

-34.17%

+22.16%

Average Drawdown

Average peak-to-trough decline

-6.79%

-51.02%

+44.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.88%

-0.57%

Volatility

AWWIX vs. DJP - Volatility Comparison

The current volatility for CIBC Atlas International Growth Fund (AWWIX) is 6.74%, while iPath Bloomberg Commodity Index Total Return ETN (DJP) has a volatility of 8.13%. This indicates that AWWIX experiences smaller price fluctuations and is considered to be less risky than DJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWWIXDJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

8.13%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

15.22%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

19.33%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

18.78%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

17.00%

+1.81%