CIVVX vs. VXUS
Compare and contrast key facts about Causeway International Value Fund (CIVVX) and Vanguard Total International Stock ETF (VXUS).
CIVVX is managed by Causeway. It was launched on Oct 25, 2001. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIVVX or VXUS.
Key characteristics
| CIVVX | VXUS | |
|---|---|---|
| YTD Return | 8.29% | 10.08% |
| 1Y Return | 16.34% | 20.04% |
| 3Y Return (Ann) | 7.19% | 1.61% |
| 5Y Return (Ann) | 8.13% | 5.97% |
| 10Y Return (Ann) | 5.42% | 5.32% |
| Sharpe Ratio | 1.31 | 1.58 |
| Sortino Ratio | 1.81 | 2.25 |
| Omega Ratio | 1.23 | 1.28 |
| Calmar Ratio | 2.37 | 1.36 |
| Martin Ratio | 6.80 | 9.42 |
| Ulcer Index | 2.43% | 2.11% |
| Daily Std Dev | 12.66% | 12.58% |
| Max Drawdown | -61.07% | -35.97% |
| Current Drawdown | -5.53% | -3.95% |
Correlation
The correlation between CIVVX and VXUS is 0.87, 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.
Performance
CIVVX vs. VXUS - Performance Comparison
In the year-to-date period, CIVVX achieves a 8.29% return, which is significantly lower than VXUS's 10.08% return. Both investments have delivered pretty close results over the past 10 years, with CIVVX having a 5.42% annualized return and VXUS not far behind at 5.32%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CIVVX vs. VXUS - Expense Ratio Comparison
CIVVX has a 1.10% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
CIVVX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Fund (CIVVX) and Vanguard Total International Stock ETF (VXUS). 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.
Dividends
CIVVX vs. VXUS - Dividend Comparison
CIVVX's dividend yield for the trailing twelve months is around 1.50%, less than VXUS's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVVX Causeway International Value Fund | 1.50% | 1.63% | 1.54% | 1.60% | 1.11% | 4.41% | 3.31% | 1.73% | 1.69% | 1.70% | 2.31% | 0.82% |
VXUS Vanguard Total International Stock ETF | 2.91% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
CIVVX vs. VXUS - Drawdown Comparison
The maximum CIVVX drawdown since its inception was -61.07%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for CIVVX and VXUS. For additional features, visit the drawdowns tool.
Volatility
CIVVX vs. VXUS - Volatility Comparison
Causeway International Value Fund (CIVVX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.01% and 3.08%, 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.