CNWIX vs. PEAFX
Compare and contrast key facts about Calamos Evolving World Growth Fund Class I (CNWIX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX).
CNWIX is managed by Calamos. PEAFX is an actively managed fund by PIMCO. It was launched on Jun 5, 2015.
Performance
CNWIX vs. PEAFX - Performance Comparison
Loading graphics...
CNWIX vs. PEAFX - 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% |
PEAFX PIMCO RAE Emerging Markets Fund Class A | 6.52% | 20.25% | 1.14% | 22.28% | -10.71% | 15.47% | 6.43% | 13.30% | -12.77% | 28.91% |
Returns By Period
In the year-to-date period, CNWIX achieves a 4.79% return, which is significantly lower than PEAFX's 6.52% return. Over the past 10 years, CNWIX has underperformed PEAFX with an annualized return of 8.36%, while PEAFX has yielded a comparatively higher 10.12% 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%
PEAFX
- 1D
- 0.08%
- 1M
- -8.64%
- YTD
- 6.52%
- 6M
- 8.29%
- 1Y
- 24.42%
- 3Y*
- 15.08%
- 5Y*
- 8.03%
- 10Y*
- 10.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CNWIX vs. PEAFX - Expense Ratio Comparison
CNWIX has a 1.05% expense ratio, which is lower than PEAFX's 1.10% expense ratio.
Return for Risk
CNWIX vs. PEAFX — Risk / Return Rank
CNWIX
PEAFX
CNWIX vs. PEAFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Evolving World Growth Fund Class I (CNWIX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX). 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 | PEAFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.58 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.99 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.75 | -0.20 |
Martin ratioReturn relative to average drawdown | 6.05 | 7.13 | -1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CNWIX | PEAFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.58 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.54 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.59 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.65 | -0.38 |
Correlation
The correlation between CNWIX and PEAFX is 0.82, 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. PEAFX - Dividend Comparison
CNWIX's dividend yield for the trailing twelve months is around 0.06%, less than PEAFX's 2.79% 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% |
PEAFX PIMCO RAE Emerging Markets Fund Class A | 2.79% | 2.97% | 1.01% | 4.01% | 11.33% | 9.19% | 7.05% | 2.48% | 11.05% | 8.07% | 2.59% | 0.00% |
Drawdowns
CNWIX vs. PEAFX - Drawdown Comparison
The maximum CNWIX drawdown since its inception was -43.57%, smaller than the maximum PEAFX drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for CNWIX and PEAFX.
Loading graphics...
Drawdown Indicators
| CNWIX | PEAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.57% | -47.18% | +3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -16.28% | -12.14% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -37.47% | -28.57% | -8.90% |
Max Drawdown (10Y)Largest decline over 10 years | -43.57% | -47.18% | +3.61% |
Current DrawdownCurrent decline from peak | -16.28% | -9.39% | -6.89% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -10.29% | -6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.20% | +0.97% |
Volatility
CNWIX vs. PEAFX - Volatility Comparison
Calamos Evolving World Growth Fund Class I (CNWIX) has a higher volatility of 10.65% compared to PIMCO RAE Emerging Markets Fund Class A (PEAFX) at 5.57%. This indicates that CNWIX's price experiences larger fluctuations and is considered to be riskier than PEAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CNWIX | PEAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 5.57% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 11.14% | +5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 15.50% | +4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 14.88% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 17.23% | +6.84% |