CIGEX vs. SSGLX
Compare and contrast key facts about Calamos Global Equity Fund (CIGEX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
CIGEX is managed by Calamos. It was launched on Feb 28, 2007. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
CIGEX vs. SSGLX - Performance Comparison
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CIGEX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, CIGEX achieves a -5.78% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, CIGEX has outperformed SSGLX with an annualized return of 12.93%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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CIGEX vs. SSGLX - Expense Ratio Comparison
CIGEX has a 1.15% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
CIGEX vs. SSGLX — Risk / Return Rank
CIGEX
SSGLX
CIGEX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Global Equity Fund (CIGEX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.56 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.33 | 2.12 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.00 | -0.71 |
Martin ratioReturn relative to average drawdown | 4.84 | 7.90 | -3.05 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.56 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.48 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.53 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.37 | +0.08 |
Correlation
The correlation between CIGEX and SSGLX is 0.77, 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. SSGLX - Dividend Comparison
CIGEX's dividend yield for the trailing twelve months is around 16.31%, more than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
CIGEX vs. SSGLX - Drawdown Comparison
The maximum CIGEX drawdown since its inception was -60.48%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for CIGEX and SSGLX.
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Drawdown Indicators
| CIGEX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -35.88% | -24.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -11.22% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -35.81% | -30.08% | -5.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.81% | -35.88% | +0.07% |
Current DrawdownCurrent decline from peak | -13.31% | -10.87% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -8.32% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.84% | +0.69% |
Volatility
CIGEX vs. SSGLX - Volatility Comparison
Calamos Global Equity Fund (CIGEX) has a higher volatility of 8.43% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.44%. This indicates that CIGEX's price experiences larger fluctuations and is considered to be riskier than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGEX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 6.44% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 10.02% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.26% | 15.49% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 14.49% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 16.15% | +3.10% |