CNWIX vs. FAMKX
Compare and contrast key facts about Calamos Evolving World Growth Fund Class I (CNWIX) and Fidelity Advisor Focused Emerging Markets Fund Class A (FAMKX).
CNWIX is managed by Calamos. FAMKX is managed by Fidelity. It was launched on Mar 29, 2004.
Performance
CNWIX vs. FAMKX - Performance Comparison
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CNWIX vs. FAMKX - 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% |
FAMKX Fidelity Advisor Focused Emerging Markets Fund Class A | 0.85% | 39.76% | 9.01% | 8.12% | -20.09% | -2.90% | 30.05% | 29.29% | -18.32% | 46.52% |
Returns By Period
In the year-to-date period, CNWIX achieves a 4.79% return, which is significantly higher than FAMKX's 0.85% return. Over the past 10 years, CNWIX has underperformed FAMKX with an annualized return of 8.36%, while FAMKX has yielded a comparatively higher 10.07% annualized return.
CNWIX
- 1D
- -2.00%
- 1M
- -16.05%
- YTD
- 4.79%
- 6M
- 3.82%
- 1Y
- 27.65%
- 3Y*
- 13.45%
- 5Y*
- 2.05%
- 10Y*
- 8.36%
FAMKX
- 1D
- -0.97%
- 1M
- -13.15%
- YTD
- 0.85%
- 6M
- 6.45%
- 1Y
- 32.95%
- 3Y*
- 17.10%
- 5Y*
- 4.48%
- 10Y*
- 10.07%
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CNWIX vs. FAMKX - Expense Ratio Comparison
CNWIX has a 1.05% expense ratio, which is lower than FAMKX's 1.32% expense ratio.
Return for Risk
CNWIX vs. FAMKX — Risk / Return Rank
CNWIX
FAMKX
CNWIX vs. FAMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Evolving World Growth Fund Class I (CNWIX) and Fidelity Advisor Focused Emerging Markets Fund Class A (FAMKX). 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 | FAMKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.74 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.22 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.13 | -0.58 |
Martin ratioReturn relative to average drawdown | 6.05 | 8.25 | -2.20 |
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 | FAMKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.74 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.24 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.54 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.39 | -0.12 |
Correlation
The correlation between CNWIX and FAMKX is 0.91, 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. FAMKX - Dividend Comparison
CNWIX's dividend yield for the trailing twelve months is around 0.06%, less than FAMKX's 1.32% 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% |
FAMKX Fidelity Advisor Focused Emerging Markets Fund Class A | 1.32% | 1.33% | 0.74% | 1.25% | 0.76% | 4.87% | 1.84% | 10.64% | 0.17% | 0.10% | 0.03% | 0.00% |
Drawdowns
CNWIX vs. FAMKX - Drawdown Comparison
The maximum CNWIX drawdown since its inception was -43.57%, smaller than the maximum FAMKX drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for CNWIX and FAMKX.
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Drawdown Indicators
| CNWIX | FAMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.57% | -70.11% | +26.54% |
Max Drawdown (1Y)Largest decline over 1 year | -16.28% | -13.73% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -37.47% | -40.76% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -43.57% | -42.16% | -1.41% |
Current DrawdownCurrent decline from peak | -16.28% | -13.73% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -20.60% | +4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.55% | +0.62% |
Volatility
CNWIX vs. FAMKX - Volatility Comparison
Calamos Evolving World Growth Fund Class I (CNWIX) has a higher volatility of 10.65% compared to Fidelity Advisor Focused Emerging Markets Fund Class A (FAMKX) at 8.51%. This indicates that CNWIX's price experiences larger fluctuations and is considered to be riskier than FAMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNWIX | FAMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 8.51% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 13.09% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 18.40% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 18.46% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 18.56% | +5.51% |