CIGEX vs. RTXAX
Compare and contrast key facts about Calamos Global Equity Fund (CIGEX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX).
CIGEX is managed by Calamos. It was launched on Feb 28, 2007. RTXAX is managed by BlackRock. It was launched on Jun 9, 2019.
Performance
CIGEX vs. RTXAX - Performance Comparison
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CIGEX vs. RTXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CIGEX Calamos Global Equity Fund | -5.78% | 18.46% | 30.61% | 24.55% | -27.42% | 16.61% | 44.24% | 7.95% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 11.49% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
Returns By Period
In the year-to-date period, CIGEX achieves a -5.78% return, which is significantly lower than RTXAX's 11.49% 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%
RTXAX
- 1D
- 0.13%
- 1M
- -2.88%
- YTD
- 11.49%
- 6M
- 14.38%
- 1Y
- 24.85%
- 3Y*
- 10.58%
- 5Y*
- 7.43%
- 10Y*
- —
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CIGEX vs. RTXAX - Expense Ratio Comparison
CIGEX has a 1.15% expense ratio, which is lower than RTXAX's 1.33% expense ratio.
Return for Risk
CIGEX vs. RTXAX — Risk / Return Rank
CIGEX
RTXAX
CIGEX vs. RTXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Global Equity Fund (CIGEX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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 | RTXAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.69 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.33 | 2.24 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.89 | -0.60 |
Martin ratioReturn relative to average drawdown | 4.84 | 10.79 | -5.94 |
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 | RTXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.69 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.47 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.40 | +0.05 |
Correlation
The correlation between CIGEX and RTXAX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CIGEX vs. RTXAX - Dividend Comparison
CIGEX's dividend yield for the trailing twelve months is around 16.31%, more than RTXAX's 2.57% 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% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 2.57% | 2.86% | 2.05% | 1.98% | 3.11% | 1.74% | 1.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CIGEX vs. RTXAX - Drawdown Comparison
The maximum CIGEX drawdown since its inception was -60.48%, which is greater than RTXAX's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for CIGEX and RTXAX.
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Drawdown Indicators
| CIGEX | RTXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -40.68% | -19.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -13.11% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -35.81% | -24.63% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -35.81% | — | — |
Current DrawdownCurrent decline from peak | -13.31% | -3.32% | -9.99% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -7.96% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.29% | +1.24% |
Volatility
CIGEX vs. RTXAX - Volatility Comparison
Calamos Global Equity Fund (CIGEX) has a higher volatility of 8.43% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 4.12%. This indicates that CIGEX's price experiences larger fluctuations and is considered to be riskier than RTXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGEX | RTXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 4.12% | +4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 8.24% | +6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.26% | 15.04% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 15.85% | +3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 20.26% | -1.01% |