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CIVIX vs. KGGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIVIX vs. KGGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Causeway International Value Instl (CIVIX) and Kopernik Global All-Cap Fund Class A (KGGAX). The values are adjusted to include any dividend payments, if applicable.

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CIVIX vs. KGGAX - 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%
KGGAX
Kopernik Global All-Cap Fund Class A
4.60%64.46%-4.79%13.08%-9.24%16.59%36.89%9.76%-11.34%8.77%

Returns By Period

In the year-to-date period, CIVIX achieves a -7.02% return, which is significantly lower than KGGAX's 4.60% return. Over the past 10 years, CIVIX has underperformed KGGAX with an annualized return of 9.29%, while KGGAX has yielded a comparatively higher 14.28% annualized return.


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%

KGGAX

1D
-0.06%
1M
-9.46%
YTD
4.60%
6M
13.01%
1Y
50.39%
3Y*
21.31%
5Y*
12.69%
10Y*
14.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CIVIX vs. KGGAX - Expense Ratio Comparison

CIVIX has a 0.85% expense ratio, which is lower than KGGAX's 1.26% expense ratio.


Return for Risk

CIVIX vs. KGGAX — 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

KGGAX
KGGAX Risk / Return Rank: 9797
Overall Rank
KGGAX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KGGAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
KGGAX Omega Ratio Rank: 9696
Omega Ratio Rank
KGGAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
KGGAX Martin Ratio Rank: 9797
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. KGGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Instl (CIVIX) and Kopernik Global All-Cap Fund Class A (KGGAX). 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.


CIVIXKGGAXDifference

Sharpe ratio

Return per unit of total volatility

0.85

3.26

-2.40

Sortino ratio

Return per unit of downside risk

1.24

3.87

-2.63

Omega ratio

Gain probability vs. loss probability

1.18

1.58

-0.40

Calmar ratio

Return relative to maximum drawdown

0.91

4.63

-3.72

Martin ratio

Return relative to average drawdown

3.49

16.87

-13.37

CIVIX vs. KGGAX - Sharpe Ratio Comparison

The current CIVIX Sharpe Ratio is 0.85, which is lower than the KGGAX Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of CIVIX and KGGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CIVIXKGGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

3.26

-2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.85

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.95

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.60

-0.21

Correlation

The correlation between CIVIX and KGGAX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CIVIX vs. KGGAX - Dividend Comparison

CIVIX's dividend yield for the trailing twelve months is around 10.45%, less than KGGAX's 15.40% 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%
KGGAX
Kopernik Global All-Cap Fund Class A
15.40%16.11%1.04%8.29%13.22%9.00%4.59%2.72%0.00%4.12%3.09%0.40%

Drawdowns

CIVIX vs. KGGAX - Drawdown Comparison

The maximum CIVIX drawdown since its inception was -60.93%, which is greater than KGGAX's maximum drawdown of -45.27%. Use the drawdown chart below to compare losses from any high point for CIVIX and KGGAX.


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Drawdown Indicators


CIVIXKGGAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.93%

-45.27%

-15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-10.63%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.51%

-26.59%

-1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-44.87%

-31.90%

-12.97%

Current Drawdown

Current decline from peak

-15.38%

-9.46%

-5.92%

Average Drawdown

Average peak-to-trough decline

-11.02%

-9.76%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

2.92%

+1.29%

Volatility

CIVIX vs. KGGAX - Volatility Comparison

Causeway International Value Instl (CIVIX) has a higher volatility of 8.07% compared to Kopernik Global All-Cap Fund Class A (KGGAX) at 5.61%. This indicates that CIVIX's price experiences larger fluctuations and is considered to be riskier than KGGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIVIXKGGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

5.61%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

12.30%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

15.25%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.84%

15.07%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

15.05%

+4.21%