AWYIX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about CIBC Atlas Equity Income Fund (AWYIX) and S&P 500 Index (^GSPC).

AWYIX is managed by CIBC Private Wealth Management. It was launched on Apr 30, 2010.

Performance

AWYIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas Equity Income Fund (AWYIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

AWYIX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AWYIX CIBC Atlas Equity Income Fund	-3.90%	7.66%	18.19%	16.39%	-15.59%	29.51%	12.75%	35.07%	1.12%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-4.05%

Returns By Period

The year-to-date returns for both stocks are quite close, with AWYIX having a -3.90% return and ^GSPC slightly lower at -3.95%.

AWYIX

• 1D: 2.08%
• 1M: -6.00%
• YTD: -3.90%
• 6M: -1.89%
• 1Y: 4.87%
• 3Y*: 11.43%
• 5Y*: 7.63%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AWYIX vs. ^GSPC — Risk / Return Rank

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

AWYIX

AWYIX Risk / Return Rank: 14
AWYIX Sharpe Ratio Rank: 11
AWYIX Sortino Ratio Rank: 11
AWYIX Omega Ratio Rank: 12
AWYIX Calmar Ratio Rank: 15
AWYIX Martin Ratio Rank: 18

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

AWYIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Equity Income Fund (AWYIX) and S&P 500 Index (^GSPC). 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.

	AWYIX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.34	0.92	-0.58
Sortino ratio Return per unit of downside risk	0.56	1.41	-0.85
Omega ratio Gain probability vs. loss probability	1.08	1.21	-0.13
Calmar ratio Return relative to maximum drawdown	0.51	1.41	-0.91
Martin ratio Return relative to average drawdown	2.17	6.61	-4.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AWYIX vs. ^GSPC - Sharpe Ratio Comparison

The current AWYIX Sharpe Ratio is 0.34, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of AWYIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AWYIX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	0.92	-0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.61	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.46	+0.18

Correlation

The correlation between AWYIX and ^GSPC is 0.90, 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.

Drawdowns

AWYIX vs. ^GSPC - Drawdown Comparison

The maximum AWYIX drawdown since its inception was -35.79%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AWYIX and ^GSPC.

Drawdown Indicators

	AWYIX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-35.79%	-56.78%	+20.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.80%	-12.14%	+0.34%
Max Drawdown (5Y) Largest decline over 5 years	-19.82%	-25.43%	+5.61%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-6.80%	-5.78%	-1.02%
Average Drawdown Average peak-to-trough decline	-5.08%	-10.75%	+5.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.60%	+0.14%

Volatility

AWYIX vs. ^GSPC - Volatility Comparison

The current volatility for CIBC Atlas Equity Income Fund (AWYIX) is 3.84%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that AWYIX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AWYIX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	5.37%	-1.53%
Volatility (6M) Calculated over the trailing 6-month period	7.81%	9.55%	-1.74%
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	18.33%	-3.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	16.90%	-2.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	18.05%	-0.04%