PortfoliosLab logoPortfoliosLab logo
CNREX vs. CNJFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNREX vs. CNJFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commonwealth Real Estate Securities Fund (CNREX) and Commonwealth Japan Fund (CNJFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CNREX vs. CNJFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNREX
CNREX Risk / Return Rank: 55
Overall Rank
CNREX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CNREX Sortino Ratio Rank: 55
Sortino Ratio Rank
CNREX Omega Ratio Rank: 55
Omega Ratio Rank
CNREX Calmar Ratio Rank: 66
Calmar Ratio Rank
CNREX Martin Ratio Rank: 66
Martin Ratio Rank

CNJFX
CNJFX Risk / Return Rank: 6666
Overall Rank
CNJFX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CNJFX Sortino Ratio Rank: 6969
Sortino Ratio Rank
CNJFX Omega Ratio Rank: 5353
Omega Ratio Rank
CNJFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
CNJFX Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CNREXCNJFXDifference

Sharpe ratio

Return per unit of total volatility

0.08

1.27

-1.19

Sortino ratio

Return per unit of downside risk

0.24

1.88

-1.64

Omega ratio

Gain probability vs. loss probability

1.03

1.23

-0.21

Calmar ratio

Return relative to maximum drawdown

0.14

2.02

-1.87

Martin ratio

Return relative to average drawdown

0.39

7.00

-6.61

CNREX vs. CNJFX - Sharpe Ratio Comparison

The current CNREX Sharpe Ratio is 0.08, which is lower than the CNJFX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of CNREX and CNJFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CNREXCNJFXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


CNREXCNJFXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.12%

-37.09%

+25.97%

Average Drawdown

Average peak-to-trough decline

-15.05%

-50.01%

+34.96%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


CNREXCNJFXDifference

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%