CNWIX vs. KF
Compare and contrast key facts about Calamos Evolving World Growth Fund Class I (CNWIX) and The Korea Fund Inc (KF).
CNWIX is managed by Calamos. KF is managed by Allianz Global Investors. It was launched on Aug 29, 1984.
Performance
CNWIX vs. KF - Performance Comparison
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CNWIX vs. KF - 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% |
KF The Korea Fund Inc | 23.62% | 99.36% | -19.29% | 12.34% | -30.02% | 8.44% | 37.14% | 6.83% | -19.26% | 42.50% |
Returns By Period
In the year-to-date period, CNWIX achieves a 4.79% return, which is significantly lower than KF's 23.62% return. Over the past 10 years, CNWIX has underperformed KF with an annualized return of 8.36%, while KF has yielded a comparatively higher 11.09% 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%
KF
- 1D
- 5.25%
- 1M
- -21.48%
- YTD
- 23.62%
- 6M
- 48.61%
- 1Y
- 127.72%
- 3Y*
- 28.44%
- 5Y*
- 9.28%
- 10Y*
- 11.09%
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CNWIX vs. KF - Expense Ratio Comparison
CNWIX has a 1.05% expense ratio, which is higher than KF's 0.02% expense ratio.
Return for Risk
CNWIX vs. KF — Risk / Return Rank
CNWIX
KF
CNWIX vs. KF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Evolving World Growth Fund Class I (CNWIX) and The Korea Fund Inc (KF). 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 | KF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 3.84 | -2.48 |
Sortino ratioReturn per unit of downside risk | 1.78 | 4.03 | -2.25 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.59 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 4.95 | -3.40 |
Martin ratioReturn relative to average drawdown | 6.05 | 21.60 | -15.56 |
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 | KF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 3.84 | -2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.37 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.45 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.07 | +0.20 |
Correlation
The correlation between CNWIX and KF is 0.68, 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
CNWIX vs. KF - Dividend Comparison
CNWIX's dividend yield for the trailing twelve months is around 0.06%, less than KF's 0.97% 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% |
KF The Korea Fund Inc | 0.97% | 1.20% | 2.46% | 0.00% | 15.93% | 26.50% | 1.30% | 0.24% | 18.67% | 9.75% | 1.03% | 13.66% |
Drawdowns
CNWIX vs. KF - Drawdown Comparison
The maximum CNWIX drawdown since its inception was -43.57%, smaller than the maximum KF drawdown of -94.60%. Use the drawdown chart below to compare losses from any high point for CNWIX and KF.
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Drawdown Indicators
| CNWIX | KF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.57% | -94.60% | +51.03% |
Max Drawdown (1Y)Largest decline over 1 year | -16.28% | -25.42% | +9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -37.47% | -47.62% | +10.15% |
Max Drawdown (10Y)Largest decline over 10 years | -43.57% | -52.91% | +9.34% |
Current DrawdownCurrent decline from peak | -16.28% | -60.22% | +43.94% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -60.91% | +44.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 5.82% | -1.65% |
Volatility
CNWIX vs. KF - Volatility Comparison
The current volatility for Calamos Evolving World Growth Fund Class I (CNWIX) is 10.65%, while The Korea Fund Inc (KF) has a volatility of 19.95%. This indicates that CNWIX experiences smaller price fluctuations and is considered to be less risky than KF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNWIX | KF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 19.95% | -9.30% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 28.18% | -11.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 33.44% | -13.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 24.98% | -7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 24.61% | -0.54% |