CIGIX vs. IVFIX
Compare and contrast key facts about Calamos International Growth Fund (CIGIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX).
CIGIX is managed by Calamos. It was launched on Mar 15, 2005. IVFIX is managed by Federated. It was launched on Jun 3, 2008.
Performance
CIGIX vs. IVFIX - Performance Comparison
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CIGIX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGIX Calamos International Growth Fund | -1.22% | 23.11% | 12.51% | 15.33% | -30.54% | -8.98% | 44.95% | 29.69% | -20.93% | 39.54% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.22% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Returns By Period
In the year-to-date period, CIGIX achieves a -1.22% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, CIGIX has outperformed IVFIX with an annualized return of 7.46%, while IVFIX has yielded a comparatively lower 7.06% annualized return.
CIGIX
- 1D
- -1.26%
- 1M
- -15.50%
- YTD
- -1.22%
- 6M
- -2.15%
- 1Y
- 21.27%
- 3Y*
- 12.91%
- 5Y*
- -0.34%
- 10Y*
- 7.46%
IVFIX
- 1D
- 0.21%
- 1M
- -6.40%
- YTD
- 5.22%
- 6M
- 10.50%
- 1Y
- 23.17%
- 3Y*
- 13.89%
- 5Y*
- 10.28%
- 10Y*
- 7.06%
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CIGIX vs. IVFIX - Expense Ratio Comparison
CIGIX has a 0.85% expense ratio, which is lower than IVFIX's 0.86% expense ratio.
Return for Risk
CIGIX vs. IVFIX — Risk / Return Rank
CIGIX
IVFIX
CIGIX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos International Growth Fund (CIGIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| CIGIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.98 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.35 | 2.58 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 4.08 | -2.92 |
Martin ratioReturn relative to average drawdown | 4.44 | 17.43 | -12.99 |
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
| CIGIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.98 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.83 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.49 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.21 | +0.10 |
Correlation
The correlation between CIGIX and IVFIX is 0.73, 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
CIGIX vs. IVFIX - Dividend Comparison
CIGIX's dividend yield for the trailing twelve months is around 13.65%, more than IVFIX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIGIX Calamos International Growth Fund | 13.65% | 13.49% | 4.54% | 0.28% | 0.00% | 0.33% | 5.42% | 0.00% | 13.25% | 3.76% | 0.00% | 0.13% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.14% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Drawdowns
CIGIX vs. IVFIX - Drawdown Comparison
The maximum CIGIX drawdown since its inception was -64.46%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for CIGIX and IVFIX.
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Drawdown Indicators
| CIGIX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.46% | -51.49% | -12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.88% | -8.47% | -7.41% |
Max Drawdown (5Y)Largest decline over 5 years | -50.15% | -21.29% | -28.86% |
Max Drawdown (10Y)Largest decline over 10 years | -50.15% | -33.46% | -16.69% |
Current DrawdownCurrent decline from peak | -15.88% | -6.58% | -9.30% |
Average DrawdownAverage peak-to-trough decline | -15.40% | -11.69% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 1.98% | +2.18% |
Volatility
CIGIX vs. IVFIX - Volatility Comparison
Calamos International Growth Fund (CIGIX) has a higher volatility of 10.44% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that CIGIX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGIX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 4.54% | +5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 8.10% | +8.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.23% | 14.63% | +7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.40% | 12.96% | +7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 14.74% | +4.80% |