CNWIX vs. EMF
Compare and contrast key facts about Calamos Evolving World Growth Fund Class I (CNWIX) and Templeton Emerging Markets Fund (EMF).
CNWIX is managed by Calamos. EMF is an actively managed fund by Franklin Templeton. It was launched on Feb 27, 1987.
Performance
CNWIX vs. EMF - Performance Comparison
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CNWIX vs. EMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CNWIX Calamos Evolving World Growth Fund Class I | 4.79% | 19.29% | 14.99% | 6.60% | -24.35% | -4.70% | 54.23% | 20.76% | -17.74% | 36.97% |
EMF Templeton Emerging Markets Fund | 6.77% | 58.20% | 6.56% | 8.84% | -21.53% | -8.23% | 24.48% | 27.20% | -14.78% | 53.55% |
Returns By Period
In the year-to-date period, CNWIX achieves a 4.79% return, which is significantly lower than EMF's 6.77% return. Over the past 10 years, CNWIX has underperformed EMF with an annualized return of 8.36%, while EMF has yielded a comparatively higher 12.80% annualized return.
CNWIX
- 1D
- -2.00%
- 1M
- -15.67%
- YTD
- 4.79%
- 6M
- 3.02%
- 1Y
- 27.58%
- 3Y*
- 13.45%
- 5Y*
- 2.05%
- 10Y*
- 8.36%
EMF
- 1D
- 2.69%
- 1M
- -10.43%
- YTD
- 6.77%
- 6M
- 15.15%
- 1Y
- 53.85%
- 3Y*
- 24.12%
- 5Y*
- 6.42%
- 10Y*
- 12.80%
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CNWIX vs. EMF - Expense Ratio Comparison
CNWIX has a 1.05% expense ratio, which is lower than EMF's 1.43% expense ratio.
Return for Risk
CNWIX vs. EMF — Risk / Return Rank
CNWIX
EMF
CNWIX vs. EMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Evolving World Growth Fund Class I (CNWIX) and Templeton Emerging Markets Fund (EMF). 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.
| CNWIX | EMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 2.43 | -1.07 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.92 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.46 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.80 | -1.25 |
Martin ratioReturn relative to average drawdown | 6.05 | 11.49 | -5.44 |
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
| CNWIX | EMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.43 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.32 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.63 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.20 | +0.06 |
Correlation
The correlation between CNWIX and EMF is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CNWIX vs. EMF - Dividend Comparison
CNWIX's dividend yield for the trailing twelve months is around 0.06%, less than EMF's 9.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNWIX Calamos Evolving World Growth Fund Class I | 0.06% | 0.06% | 0.00% | 0.54% | 0.97% | 2.79% | 2.01% | 1.04% | 0.00% | 0.42% | 0.00% | 0.38% |
EMF Templeton Emerging Markets Fund | 9.22% | 9.73% | 4.28% | 6.22% | 9.89% | 6.92% | 3.51% | 7.36% | 5.92% | 12.11% | 1.62% | 12.81% |
Drawdowns
CNWIX vs. EMF - Drawdown Comparison
The maximum CNWIX drawdown since its inception was -43.57%, smaller than the maximum EMF drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for CNWIX and EMF.
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Drawdown Indicators
| CNWIX | EMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.57% | -76.97% | +33.40% |
Max Drawdown (1Y)Largest decline over 1 year | -16.28% | -19.48% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -37.47% | -45.87% | +8.40% |
Max Drawdown (10Y)Largest decline over 10 years | -43.57% | -47.65% | +4.08% |
Current DrawdownCurrent decline from peak | -16.28% | -13.45% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -29.12% | +12.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 4.74% | -0.57% |
Volatility
CNWIX vs. EMF - Volatility Comparison
Calamos Evolving World Growth Fund Class I (CNWIX) and Templeton Emerging Markets Fund (EMF) have volatilities of 10.65% and 11.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNWIX | EMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 11.00% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 17.42% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 22.24% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 19.88% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 20.30% | +3.77% |