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CNWIX vs. FEDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNWIX vs. FEDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Evolving World Growth Fund Class I (CNWIX) and Fidelity Advisor Emerging Markets Discovery Fund Class C (FEDGX). The values are adjusted to include any dividend payments, if applicable.

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CNWIX vs. FEDGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FEDGX
Fidelity Advisor Emerging Markets Discovery Fund Class C
3.88%30.50%-4.59%19.45%-12.76%5.51%15.73%18.27%-19.70%35.93%

Returns By Period

In the year-to-date period, CNWIX achieves a 4.79% return, which is significantly higher than FEDGX's 3.88% return. Both investments have delivered pretty close results over the past 10 years, with CNWIX having a 8.36% annualized return and FEDGX not far ahead at 8.45%.


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%

FEDGX

1D
-0.77%
1M
-9.27%
YTD
3.88%
6M
9.76%
1Y
33.85%
3Y*
13.78%
5Y*
6.60%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNWIX vs. FEDGX - Expense Ratio Comparison

CNWIX has a 1.05% expense ratio, which is lower than FEDGX's 2.25% expense ratio.


Return for Risk

CNWIX vs. FEDGX — Risk / Return Rank

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

CNWIX
CNWIX Risk / Return Rank: 7070
Overall Rank
CNWIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CNWIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNWIX Omega Ratio Rank: 7070
Omega Ratio Rank
CNWIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CNWIX Martin Ratio Rank: 6464
Martin Ratio Rank

FEDGX
FEDGX Risk / Return Rank: 9494
Overall Rank
FEDGX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FEDGX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FEDGX Omega Ratio Rank: 9292
Omega Ratio Rank
FEDGX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FEDGX Martin Ratio Rank: 9494
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.

CNWIX vs. FEDGX - 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 Emerging Markets Discovery Fund Class C (FEDGX). 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.


CNWIXFEDGXDifference

Sharpe ratio

Return per unit of total volatility

1.36

2.29

-0.93

Sortino ratio

Return per unit of downside risk

1.78

2.88

-1.11

Omega ratio

Gain probability vs. loss probability

1.26

1.43

-0.17

Calmar ratio

Return relative to maximum drawdown

1.55

3.05

-1.50

Martin ratio

Return relative to average drawdown

6.05

11.96

-5.92

CNWIX vs. FEDGX - Sharpe Ratio Comparison

The current CNWIX Sharpe Ratio is 1.36, which is lower than the FEDGX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of CNWIX and FEDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CNWIXFEDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.29

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.47

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.54

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.44

-0.18

Correlation

The correlation between CNWIX and FEDGX is 0.84, 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. FEDGX - Dividend Comparison

CNWIX's dividend yield for the trailing twelve months is around 0.06%, less than FEDGX's 3.66% yield.


TTM20252024202320222021202020192018201720162015
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%
FEDGX
Fidelity Advisor Emerging Markets Discovery Fund Class C
3.66%3.81%3.01%1.09%0.57%10.88%0.00%0.00%0.49%1.54%0.58%0.00%

Drawdowns

CNWIX vs. FEDGX - Drawdown Comparison

The maximum CNWIX drawdown since its inception was -43.57%, roughly equal to the maximum FEDGX drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for CNWIX and FEDGX.


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Drawdown Indicators


CNWIXFEDGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.57%

-44.26%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-16.28%

-9.97%

-6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-37.47%

-28.29%

-9.18%

Max Drawdown (10Y)

Largest decline over 10 years

-43.57%

-44.26%

+0.69%

Current Drawdown

Current decline from peak

-16.28%

-9.66%

-6.62%

Average Drawdown

Average peak-to-trough decline

-16.56%

-9.62%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

2.54%

+1.63%

Volatility

CNWIX vs. FEDGX - Volatility Comparison

Calamos Evolving World Growth Fund Class I (CNWIX) has a higher volatility of 10.65% compared to Fidelity Advisor Emerging Markets Discovery Fund Class C (FEDGX) at 6.45%. This indicates that CNWIX's price experiences larger fluctuations and is considered to be riskier than FEDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNWIXFEDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.65%

6.45%

+4.20%

Volatility (6M)

Calculated over the trailing 6-month period

16.88%

9.75%

+7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.17%

14.39%

+5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

13.98%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

15.64%

+8.43%