CIGEX vs. CNWIX
Compare and contrast key facts about Calamos Global Equity Fund (CIGEX) and Calamos Evolving World Growth Fund Class I (CNWIX).
CIGEX is managed by Calamos. It was launched on Feb 28, 2007. CNWIX is managed by Calamos.
Performance
CIGEX vs. CNWIX - Performance Comparison
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CIGEX vs. CNWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGEX Calamos Global Equity Fund | -5.78% | 18.46% | 30.61% | 24.55% | -27.42% | 16.61% | 44.24% | 29.43% | -15.54% | 34.56% |
CNWIX Calamos Evolving World Growth Fund Class I | 4.79% | 19.29% | 14.99% | 6.60% | -24.35% | -4.70% | 54.23% | 20.76% | -17.74% | 36.97% |
Returns By Period
In the year-to-date period, CIGEX achieves a -5.78% return, which is significantly lower than CNWIX's 4.79% return. Over the past 10 years, CIGEX has outperformed CNWIX with an annualized return of 12.93%, while CNWIX has yielded a comparatively lower 8.36% annualized return.
CIGEX
- 1D
- -1.45%
- 1M
- -12.14%
- YTD
- -5.78%
- 6M
- -7.10%
- 1Y
- 19.44%
- 3Y*
- 18.74%
- 5Y*
- 8.14%
- 10Y*
- 12.93%
CNWIX
- 1D
- -2.00%
- 1M
- -16.05%
- YTD
- 4.79%
- 6M
- 3.82%
- 1Y
- 27.65%
- 3Y*
- 13.45%
- 5Y*
- 2.05%
- 10Y*
- 8.36%
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CIGEX vs. CNWIX - Expense Ratio Comparison
CIGEX has a 1.15% expense ratio, which is higher than CNWIX's 1.05% expense ratio.
Return for Risk
CIGEX vs. CNWIX — Risk / Return Rank
CIGEX
CNWIX
CIGEX vs. CNWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Global Equity Fund (CIGEX) and Calamos Evolving World Growth Fund Class I (CNWIX). 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.
| CIGEX | CNWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.36 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.78 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.55 | -0.26 |
Martin ratioReturn relative to average drawdown | 4.84 | 6.05 | -1.20 |
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
| CIGEX | CNWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.36 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.12 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.35 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.27 | +0.18 |
Correlation
The correlation between CIGEX and CNWIX is 0.84, 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
CIGEX vs. CNWIX - Dividend Comparison
CIGEX's dividend yield for the trailing twelve months is around 16.31%, more than CNWIX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIGEX Calamos Global Equity Fund | 16.31% | 15.37% | 8.67% | 0.10% | 4.43% | 11.75% | 6.51% | 7.44% | 27.66% | 9.21% | 4.62% | 1.98% |
CNWIX Calamos Evolving World Growth Fund Class I | 0.06% | 0.06% | 0.00% | 0.54% | 0.97% | 2.79% | 2.01% | 1.04% | 0.00% | 0.42% | 0.00% | 0.38% |
Drawdowns
CIGEX vs. CNWIX - Drawdown Comparison
The maximum CIGEX drawdown since its inception was -60.48%, which is greater than CNWIX's maximum drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for CIGEX and CNWIX.
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Drawdown Indicators
| CIGEX | CNWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -43.57% | -16.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -16.28% | +2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -35.81% | -37.47% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -35.81% | -43.57% | +7.76% |
Current DrawdownCurrent decline from peak | -13.31% | -16.28% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -16.56% | +6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 4.17% | -0.64% |
Volatility
CIGEX vs. CNWIX - Volatility Comparison
The current volatility for Calamos Global Equity Fund (CIGEX) is 8.43%, while Calamos Evolving World Growth Fund Class I (CNWIX) has a volatility of 10.65%. This indicates that CIGEX experiences smaller price fluctuations and is considered to be less risky than CNWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGEX | CNWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 10.65% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 16.88% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.26% | 20.17% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 17.53% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 24.07% | -4.82% |