CNREX vs. CNJFX
Compare and contrast key facts about Commonwealth Real Estate Securities Fund (CNREX) and Commonwealth Japan Fund (CNJFX).
CNREX is managed by Commonwealth Intl Series Tr. It was launched on Jan 5, 2004. CNJFX is managed by Commonwealth Intl Series Tr. It was launched on Jul 9, 1989.
Performance
CNREX vs. CNJFX - Performance Comparison
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CNREX vs. CNJFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, CNREX achieves a -0.14% return, which is significantly lower than CNJFX's 6.86% return. Over the past 10 years, CNREX has outperformed CNJFX with an annualized return of 5.25%, while CNJFX has yielded a comparatively lower 4.47% annualized return.
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%
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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CNREX vs. CNJFX - Expense Ratio Comparison
CNREX has a 2.44% expense ratio, which is higher than CNJFX's 1.75% expense ratio.
Return for Risk
CNREX vs. CNJFX — Risk / Return Rank
CNREX
CNJFX
CNREX vs. CNJFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commonwealth Real Estate Securities Fund (CNREX) 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.
| CNREX | CNJFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 1.27 | -1.19 |
Sortino ratioReturn per unit of downside risk | 0.24 | 1.88 | -1.64 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 2.02 | -1.87 |
Martin ratioReturn relative to average drawdown | 0.39 | 7.00 | -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
| CNREX | CNJFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 1.27 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.11 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.26 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | -0.07 | +0.27 |
Correlation
The correlation between CNREX and CNJFX 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
CNREX vs. CNJFX - Dividend Comparison
CNREX's dividend yield for the trailing twelve months is around 3.14%, more than CNJFX's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
CNREX vs. CNJFX - Drawdown Comparison
The maximum CNREX drawdown since its inception was -68.03%, smaller than the maximum CNJFX drawdown of -73.98%. Use the drawdown chart below to compare losses from any high point for CNREX and CNJFX.
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Drawdown Indicators
| CNREX | CNJFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.03% | -73.98% | +5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -11.44% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -36.47% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -44.62% | -36.47% | -8.15% |
Current DrawdownCurrent decline from peak | -11.12% | -37.09% | +25.97% |
Average DrawdownAverage peak-to-trough decline | -15.05% | -50.01% | +34.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 3.30% | +1.65% |
Volatility
CNREX vs. CNJFX - Volatility Comparison
The current volatility for Commonwealth Real Estate Securities Fund (CNREX) is 6.09%, while Commonwealth Japan Fund (CNJFX) has a volatility of 8.00%. This indicates that CNREX 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
| CNREX | CNJFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 8.00% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 13.90% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 19.39% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 18.04% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.92% | 17.28% | +1.64% |