CIGYX vs. CIGIX
CIGYX (AB Concentrated International Growth Portfolio) and CIGIX (Calamos International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, CIGYX returned 4.16%/yr vs 8.71%/yr for CIGIX. Their correlation of 0.88 means they have usually moved in the same direction. CIGYX charges 0.87%/yr vs 0.85%/yr for CIGIX.
Performance
CIGYX vs. CIGIX - Performance Comparison
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Returns By Period
In the year-to-date period, CIGYX achieves a -0.61% return, which is significantly lower than CIGIX's 16.59% return. Over the past 10 years, CIGYX has underperformed CIGIX with an annualized return of 4.16%, while CIGIX has yielded a comparatively higher 8.71% annualized return.
CIGYX
- 1D
- 2.25%
- 1M
- 1.34%
- 6M
- 0.18%
- YTD
- -0.61%
- 1Y
- 1.95%
- 3Y*
- 0.75%
- 5Y*
- -5.64%
- 10Y*
- 4.16%
- ALL TIME*
- 3.88%
CIGIX
- 1D
- 3.36%
- 1M
- -8.13%
- 6M
- 4.57%
- YTD
- 16.59%
- 1Y
- 26.07%
- 3Y*
- 18.47%
- 5Y*
- 1.91%
- 10Y*
- 8.71%
- ALL TIME*
- 7.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CIGYX vs. CIGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | -0.61% | 10.99% | -0.94% | 4.26% | -30.89% | 3.39% | 22.61% | 34.70% | -16.45% | 37.85% |
CIGIX Calamos International Growth Fund | 16.59% | 23.11% | 12.51% | 15.33% | -30.54% | -8.98% | 44.95% | 29.69% | -20.93% | 39.54% |
Correlation
The correlation between CIGYX and CIGIX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.88 |
The correlation between CIGYX and CIGIX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.
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Return for Risk
CIGYX vs. CIGIX — Risk / Return Rank
CIGYX
CIGIX
CIGYX vs. CIGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Concentrated International Growth Portfolio (CIGYX) and Calamos International Growth Fund (CIGIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CIGYX | CIGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.33 | -1.40 |
| Martin ratioReturn relative to average drawdown | -0.15 | 4.24 | -4.39 |
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Drawdowns
CIGYX vs. CIGIX - Drawdown Comparison
The maximum CIGYX drawdown since its inception was -45.02%, smaller than the maximum CIGIX drawdown of -64.46%. Use the drawdown chart below to compare losses from any high point for CIGYX and CIGIX.
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Drawdown Indicators
| CIGYX | CIGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.02% | -64.46% | +19.44% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -18.45% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -19.38% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -45.02% | -50.15% | +5.13% |
Max Drawdown (10Y)Largest decline over 10 years | -45.02% | -50.15% | +5.13% |
Current DrawdownCurrent decline from peak | -28.09% | -15.71% | -12.38% |
Average DrawdownAverage peak-to-trough decline | -16.71% | -15.24% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 5.79% | +2.29% |
Volatility
CIGYX vs. CIGIX - Volatility Comparison
The current volatility for AB Concentrated International Growth Portfolio (CIGYX) is 5.49%, while Calamos International Growth Fund (CIGIX) has a volatility of 9.03%. This indicates that CIGYX experiences smaller price fluctuations and is considered to be less risky than CIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGYX | CIGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 9.03% | -3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 24.74% | -8.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 27.37% | -7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 22.10% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 20.40% | -2.22% |
CIGYX vs. CIGIX - Expense Ratio Comparison
CIGYX has a 0.87% expense ratio, which is higher than CIGIX's 0.85% expense ratio.
Dividends
CIGYX vs. CIGIX - Dividend Comparison
CIGYX's dividend yield for the trailing twelve months is around 0.61%, less than CIGIX's 11.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIGIX Calamos International Growth Fund | 11.57% | 13.49% | 4.54% | 0.28% | 0.00% | 0.33% | 5.42% | 0.00% | 13.25% | 3.76% | 0.00% | 0.13% |
CIGYX AB Concentrated International Growth Portfolio | 0.61% | 0.61% | 0.62% | 0.00% | 0.00% | 1.82% | 1.49% | 0.99% | 7.83% | 3.22% | 0.82% | 0.00% |
Frequently Asked Questions
CIGYX and CIGIX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIGIX has higher volatility (9.03%) compared to CIGYX (5.49%). In terms of maximum drawdown, CIGYX dropped -45.02% vs CIGIX's -64.46%.
CIGIX currently has the higher Sharpe Ratio (0.90 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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