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