CGVIX vs. VEIPX
Compare and contrast key facts about Causeway Global Value Fund (CGVIX) and Vanguard Equity Income Fund Investor Shares (VEIPX).
CGVIX is managed by Causeway. It was launched on Apr 28, 2008. VEIPX is managed by Vanguard. It was launched on Mar 21, 1988.
Performance
CGVIX vs. VEIPX - Performance Comparison
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CGVIX vs. VEIPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGVIX Causeway Global Value Fund | -8.49% | 34.03% | 12.85% | 29.80% | -12.06% | 16.44% | 7.39% | 21.26% | -11.23% | 20.22% |
VEIPX Vanguard Equity Income Fund Investor Shares | -0.15% | 17.14% | 14.80% | 7.66% | -0.16% | 25.41% | 2.97% | 25.21% | -5.75% | 17.60% |
Returns By Period
In the year-to-date period, CGVIX achieves a -8.49% return, which is significantly lower than VEIPX's -0.15% return. Both investments have delivered pretty close results over the past 10 years, with CGVIX having a 10.95% annualized return and VEIPX not far ahead at 11.06%.
CGVIX
- 1D
- 0.51%
- 1M
- -13.93%
- YTD
- -8.49%
- 6M
- -1.72%
- 1Y
- 18.74%
- 3Y*
- 16.60%
- 5Y*
- 10.74%
- 10Y*
- 10.95%
VEIPX
- 1D
- 0.05%
- 1M
- -6.02%
- YTD
- -0.15%
- 6M
- 3.42%
- 1Y
- 13.87%
- 3Y*
- 13.89%
- 5Y*
- 10.46%
- 10Y*
- 11.06%
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CGVIX vs. VEIPX - Expense Ratio Comparison
CGVIX has a 0.85% expense ratio, which is higher than VEIPX's 0.28% expense ratio.
Return for Risk
CGVIX vs. VEIPX — Risk / Return Rank
CGVIX
VEIPX
CGVIX vs. VEIPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway Global Value Fund (CGVIX) and Vanguard Equity Income Fund Investor Shares (VEIPX). 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.
| CGVIX | VEIPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.00 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.45 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.26 | -0.24 |
Martin ratioReturn relative to average drawdown | 3.81 | 5.61 | -1.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGVIX | VEIPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.00 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.76 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.68 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.64 | -0.32 |
Correlation
The correlation between CGVIX and VEIPX is 0.83, 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
CGVIX vs. VEIPX - Dividend Comparison
CGVIX's dividend yield for the trailing twelve months is around 10.78%, less than VEIPX's 11.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGVIX Causeway Global Value Fund | 10.78% | 9.86% | 24.61% | 2.36% | 0.88% | 3.30% | 1.36% | 4.77% | 18.28% | 8.49% | 1.37% | 3.26% |
VEIPX Vanguard Equity Income Fund Investor Shares | 11.02% | 10.94% | 9.74% | 7.87% | 8.69% | 7.62% | 2.77% | 4.36% | 10.87% | 2.98% | 3.78% | 6.39% |
Drawdowns
CGVIX vs. VEIPX - Drawdown Comparison
The maximum CGVIX drawdown since its inception was -62.29%, which is greater than VEIPX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for CGVIX and VEIPX.
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Drawdown Indicators
| CGVIX | VEIPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.29% | -54.12% | -8.17% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -10.97% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -15.16% | -14.10% |
Max Drawdown (10Y)Largest decline over 10 years | -44.30% | -35.26% | -9.04% |
Current DrawdownCurrent decline from peak | -14.57% | -6.85% | -7.72% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -5.52% | -4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 2.47% | +1.57% |
Volatility
CGVIX vs. VEIPX - Volatility Comparison
Causeway Global Value Fund (CGVIX) has a higher volatility of 6.55% compared to Vanguard Equity Income Fund Investor Shares (VEIPX) at 3.14%. This indicates that CGVIX's price experiences larger fluctuations and is considered to be riskier than VEIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGVIX | VEIPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 3.14% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 7.69% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 15.00% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 13.91% | +8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 16.29% | +5.64% |