CNJFX vs. CNREX
Compare and contrast key facts about Commonwealth Japan Fund (CNJFX) and Commonwealth Real Estate Securities Fund (CNREX).
CNJFX is managed by Commonwealth Intl Series Tr. It was launched on Jul 9, 1989. CNREX is managed by Commonwealth Intl Series Tr. It was launched on Jan 5, 2004.
Performance
CNJFX vs. CNREX - Performance Comparison
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CNJFX vs. CNREX - 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% |
CNREX Commonwealth Real Estate Securities Fund | -0.14% | -2.53% | 5.97% | 23.54% | -23.80% | 33.89% | -2.86% | 28.68% | -14.70% | 14.60% |
Returns By Period
In the year-to-date period, CNJFX achieves a 6.86% return, which is significantly higher than CNREX's -0.14% return. Over the past 10 years, CNJFX has underperformed CNREX with an annualized return of 4.47%, while CNREX has yielded a comparatively higher 5.25% 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%
CNREX
- 1D
- 2.57%
- 1M
- -8.38%
- YTD
- -0.14%
- 6M
- -3.74%
- 1Y
- 1.11%
- 3Y*
- 6.65%
- 5Y*
- 3.24%
- 10Y*
- 5.25%
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CNJFX vs. CNREX - Expense Ratio Comparison
CNJFX has a 1.75% expense ratio, which is lower than CNREX's 2.44% expense ratio.
Return for Risk
CNJFX vs. CNREX — Risk / Return Rank
CNJFX
CNREX
CNJFX vs. CNREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commonwealth Japan Fund (CNJFX) and Commonwealth Real Estate Securities Fund (CNREX). 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 | CNREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.08 | +1.19 |
Sortino ratioReturn per unit of downside risk | 1.88 | 0.24 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.03 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 0.14 | +1.87 |
Martin ratioReturn relative to average drawdown | 7.00 | 0.39 | +6.61 |
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 | CNREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.08 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.19 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.28 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.19 | -0.27 |
Correlation
The correlation between CNJFX and CNREX is 0.40, 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. CNREX - Dividend Comparison
CNJFX's dividend yield for the trailing twelve months is around 1.13%, less than CNREX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
CNREX Commonwealth Real Estate Securities Fund | 3.14% | 3.13% | 1.83% | 0.00% | 0.59% | 0.68% | 0.00% | 0.85% | 0.72% | 0.34% | 0.00% | 1.52% |
Drawdowns
CNJFX vs. CNREX - Drawdown Comparison
The maximum CNJFX drawdown since its inception was -73.98%, which is greater than CNREX's maximum drawdown of -68.03%. Use the drawdown chart below to compare losses from any high point for CNJFX and CNREX.
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Drawdown Indicators
| CNJFX | CNREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.98% | -68.03% | -5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -13.38% | +1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -36.47% | -31.39% | -5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -44.62% | +8.15% |
Current DrawdownCurrent decline from peak | -37.09% | -11.12% | -25.97% |
Average DrawdownAverage peak-to-trough decline | -50.01% | -15.05% | -34.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 4.95% | -1.65% |
Volatility
CNJFX vs. CNREX - Volatility Comparison
Commonwealth Japan Fund (CNJFX) has a higher volatility of 8.00% compared to Commonwealth Real Estate Securities Fund (CNREX) at 6.09%. This indicates that CNJFX's price experiences larger fluctuations and is considered to be riskier than CNREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNJFX | CNREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 6.09% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 10.50% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 17.31% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 17.55% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 18.92% | -1.64% |