CIGIX vs. PZRIX
Compare and contrast key facts about Calamos International Growth Fund (CIGIX) and PIMCO RAE Global ex-US Fund (PZRIX).
CIGIX is managed by Calamos. It was launched on Mar 15, 2005. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
CIGIX vs. PZRIX - Performance Comparison
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CIGIX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, CIGIX achieves a -1.22% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, CIGIX has underperformed PZRIX with an annualized return of 7.46%, while PZRIX has yielded a comparatively higher 9.95% 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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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CIGIX vs. PZRIX - Expense Ratio Comparison
CIGIX has a 0.85% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
CIGIX vs. PZRIX — Risk / Return Rank
CIGIX
PZRIX
CIGIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos International Growth Fund (CIGIX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 2.41 | -1.49 |
Sortino ratioReturn per unit of downside risk | 1.35 | 3.09 | -1.74 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.70 | -1.53 |
Martin ratioReturn relative to average drawdown | 4.44 | 12.87 | -8.43 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.41 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.67 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.59 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.58 | -0.27 |
Correlation
The correlation between CIGIX and PZRIX is 0.82, 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. PZRIX - Dividend Comparison
CIGIX's dividend yield for the trailing twelve months is around 13.65%, more than PZRIX's 6.08% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
CIGIX vs. PZRIX - Drawdown Comparison
The maximum CIGIX drawdown since its inception was -64.46%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for CIGIX and PZRIX.
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Drawdown Indicators
| CIGIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.46% | -43.53% | -20.93% |
Max Drawdown (1Y)Largest decline over 1 year | -15.88% | -10.68% | -5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -50.15% | -30.85% | -19.30% |
Max Drawdown (10Y)Largest decline over 10 years | -50.15% | -43.53% | -6.62% |
Current DrawdownCurrent decline from peak | -15.88% | -6.96% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -15.40% | -9.00% | -6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 2.53% | +1.63% |
Volatility
CIGIX vs. PZRIX - Volatility Comparison
Calamos International Growth Fund (CIGIX) has a higher volatility of 10.44% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that CIGIX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 5.02% | +5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 8.77% | +7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.23% | 14.09% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.40% | 15.83% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 17.01% | +2.53% |