PortfoliosLab logoPortfoliosLab logo
CIVIX vs. CIVVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIVIX vs. CIVVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Causeway International Value Instl (CIVIX) and Causeway International Value Fund (CIVVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CIVIX vs. CIVVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIVIX
Causeway International Value Instl
-7.02%39.13%3.73%27.29%-6.77%9.12%5.41%20.11%-18.62%27.20%
CIVVX
Causeway International Value Fund
-7.05%38.72%3.46%26.99%-6.99%8.86%5.16%19.81%-18.83%27.09%

Returns By Period

The year-to-date returns for both stocks are quite close, with CIVIX having a -7.02% return and CIVVX slightly lower at -7.05%. Both investments have delivered pretty close results over the past 10 years, with CIVIX having a 9.29% annualized return and CIVVX not far behind at 9.03%.


CIVIX

1D
0.78%
1M
-15.11%
YTD
-7.02%
6M
0.62%
1Y
17.46%
3Y*
14.39%
5Y*
10.21%
10Y*
9.29%

CIVVX

1D
0.75%
1M
-15.11%
YTD
-7.05%
6M
0.46%
1Y
17.17%
3Y*
14.08%
5Y*
9.93%
10Y*
9.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CIVIX vs. CIVVX - Expense Ratio Comparison

CIVIX has a 0.85% expense ratio, which is lower than CIVVX's 1.10% expense ratio.


Return for Risk

CIVIX vs. CIVVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIVIX
CIVIX Risk / Return Rank: 3737
Overall Rank
CIVIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CIVIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
CIVIX Omega Ratio Rank: 3939
Omega Ratio Rank
CIVIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
CIVIX Martin Ratio Rank: 3232
Martin Ratio Rank

CIVVX
CIVVX Risk / Return Rank: 3737
Overall Rank
CIVVX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CIVVX Sortino Ratio Rank: 4040
Sortino Ratio Rank
CIVVX Omega Ratio Rank: 3939
Omega Ratio Rank
CIVVX Calmar Ratio Rank: 3232
Calmar Ratio Rank
CIVVX Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIVIX vs. CIVVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Instl (CIVIX) and Causeway International Value Fund (CIVVX). 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.


CIVIXCIVVXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.84

+0.02

Sortino ratio

Return per unit of downside risk

1.24

1.22

+0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

0.91

0.89

+0.02

Martin ratio

Return relative to average drawdown

3.49

3.42

+0.07

CIVIX vs. CIVVX - Sharpe Ratio Comparison

The current CIVIX Sharpe Ratio is 0.85, which is comparable to the CIVVX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CIVIX and CIVVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CIVIXCIVVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.84

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.56

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.47

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.37

+0.01

Correlation

The correlation between CIVIX and CIVVX is 1.00, 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

CIVIX vs. CIVVX - Dividend Comparison

CIVIX's dividend yield for the trailing twelve months is around 10.45%, more than CIVVX's 10.32% yield.


TTM20252024202320222021202020192018201720162015
CIVIX
Causeway International Value Instl
10.45%9.72%9.25%3.61%1.78%1.82%1.37%4.63%3.55%1.83%1.96%1.95%
CIVVX
Causeway International Value Fund
10.32%9.59%9.07%3.39%1.54%1.60%1.11%4.41%3.31%1.73%1.69%1.70%

Drawdowns

CIVIX vs. CIVVX - Drawdown Comparison

The maximum CIVIX drawdown since its inception was -60.93%, roughly equal to the maximum CIVVX drawdown of -61.07%. Use the drawdown chart below to compare losses from any high point for CIVIX and CIVVX.


Loading graphics...

Drawdown Indicators


CIVIXCIVVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.93%

-61.07%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-16.20%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

-28.60%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-44.87%

-45.13%

+0.26%

Current Drawdown

Current decline from peak

-15.38%

-15.38%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.02%

-11.24%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

4.21%

0.00%

Volatility

CIVIX vs. CIVVX - Volatility Comparison

Causeway International Value Instl (CIVIX) and Causeway International Value Fund (CIVVX) have volatilities of 8.07% and 8.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CIVIXCIVVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

8.05%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

12.09%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

18.74%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

17.82%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

19.23%

+0.03%