CNGLX vs. CNJFX
Compare and contrast key facts about Commonwealth Global Fund (CNGLX) and Commonwealth Japan Fund (CNJFX).
CNGLX is managed by Commonwealth Intl Series Tr. It was launched on Dec 2, 2002. CNJFX is managed by Commonwealth Intl Series Tr. It was launched on Jul 9, 1989.
Performance
CNGLX vs. CNJFX - Performance Comparison
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CNGLX vs. CNJFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNGLX Commonwealth Global Fund | -3.38% | 6.46% | 6.79% | 12.94% | -19.81% | 13.45% | 14.71% | 21.78% | -13.16% | 15.60% |
CNJFX Commonwealth Japan Fund | 6.86% | 18.27% | -1.53% | 14.15% | -18.49% | -7.92% | 9.93% | 19.15% | -10.80% | 20.61% |
Returns By Period
In the year-to-date period, CNGLX achieves a -3.38% return, which is significantly lower than CNJFX's 6.86% return. Over the past 10 years, CNGLX has outperformed CNJFX with an annualized return of 5.16%, while CNJFX has yielded a comparatively lower 4.47% annualized return.
CNGLX
- 1D
- 1.94%
- 1M
- -5.17%
- YTD
- -3.38%
- 6M
- -3.78%
- 1Y
- 6.57%
- 3Y*
- 4.99%
- 5Y*
- 1.43%
- 10Y*
- 5.16%
CNJFX
- 1D
- 3.09%
- 1M
- -6.22%
- YTD
- 6.86%
- 6M
- 10.70%
- 1Y
- 25.05%
- 3Y*
- 11.00%
- 5Y*
- 1.96%
- 10Y*
- 4.47%
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CNGLX vs. CNJFX - Expense Ratio Comparison
CNGLX has a 2.49% expense ratio, which is higher than CNJFX's 1.75% expense ratio.
Return for Risk
CNGLX vs. CNJFX — Risk / Return Rank
CNGLX
CNJFX
CNGLX vs. CNJFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commonwealth Global Fund (CNGLX) and Commonwealth Japan Fund (CNJFX). 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.
| CNGLX | CNJFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 1.27 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.71 | 1.88 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.02 | -1.43 |
Martin ratioReturn relative to average drawdown | 2.36 | 7.00 | -4.64 |
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
| CNGLX | CNJFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 1.27 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.11 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.26 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | -0.07 | +0.34 |
Correlation
The correlation between CNGLX and CNJFX is 0.47, 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
CNGLX vs. CNJFX - Dividend Comparison
CNGLX's dividend yield for the trailing twelve months is around 3.67%, more than CNJFX's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CNGLX Commonwealth Global Fund | 3.67% | 3.54% | 3.37% | 0.00% | 0.85% | 0.00% | 0.00% | 0.00% | 0.17% | 0.00% | 4.43% |
CNJFX Commonwealth Japan Fund | 1.13% | 1.20% | 0.58% | 0.10% | 0.00% | 4.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CNGLX vs. CNJFX - Drawdown Comparison
The maximum CNGLX drawdown since its inception was -58.14%, smaller than the maximum CNJFX drawdown of -73.98%. Use the drawdown chart below to compare losses from any high point for CNGLX and CNJFX.
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Drawdown Indicators
| CNGLX | CNJFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.14% | -73.98% | +15.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -11.44% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -36.47% | +8.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -36.47% | +2.57% |
Current DrawdownCurrent decline from peak | -7.58% | -37.09% | +29.51% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -50.01% | +40.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.30% | -0.33% |
Volatility
CNGLX vs. CNJFX - Volatility Comparison
The current volatility for Commonwealth Global Fund (CNGLX) is 5.13%, while Commonwealth Japan Fund (CNJFX) has a volatility of 8.00%. This indicates that CNGLX experiences smaller price fluctuations and is considered to be less risky than CNJFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNGLX | CNJFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 8.00% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 13.90% | -5.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.36% | 19.39% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 18.04% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 17.28% | -0.99% |