CSGIX vs. VFSNX
Compare and contrast key facts about Calamos International Small Cap Growth Fund (CSGIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX).
CSGIX is managed by Calamos. It was launched on Mar 30, 2022. VFSNX is managed by Vanguard. It was launched on Apr 2, 2009.
Performance
CSGIX vs. VFSNX - Performance Comparison
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CSGIX vs. VFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSGIX Calamos International Small Cap Growth Fund | 2.83% | 15.11% | 10.21% | 13.62% | -20.14% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | -1.08% | 29.97% | 2.63% | 15.18% | -15.05% |
Returns By Period
In the year-to-date period, CSGIX achieves a 2.83% return, which is significantly higher than VFSNX's -1.08% return.
CSGIX
- 1D
- -1.69%
- 1M
- -13.68%
- YTD
- 2.83%
- 6M
- -5.44%
- 1Y
- 23.73%
- 3Y*
- 12.84%
- 5Y*
- —
- 10Y*
- —
VFSNX
- 1D
- -0.56%
- 1M
- -11.47%
- YTD
- -1.08%
- 6M
- 1.46%
- 1Y
- 26.81%
- 3Y*
- 12.77%
- 5Y*
- 5.20%
- 10Y*
- 7.33%
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CSGIX vs. VFSNX - Expense Ratio Comparison
CSGIX has a 2.67% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Return for Risk
CSGIX vs. VFSNX — Risk / Return Rank
CSGIX
VFSNX
CSGIX vs. VFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos International Small Cap Growth Fund (CSGIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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.
| CSGIX | VFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.78 | -0.55 |
Sortino ratioReturn per unit of downside risk | 1.65 | 2.29 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.09 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.20 | 8.39 | -4.19 |
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
| CSGIX | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.78 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.35 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.55 | -0.30 |
Correlation
The correlation between CSGIX and VFSNX is 0.87, 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
CSGIX vs. VFSNX - Dividend Comparison
CSGIX's dividend yield for the trailing twelve months is around 1.19%, less than VFSNX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSGIX Calamos International Small Cap Growth Fund | 1.19% | 1.22% | 0.00% | 0.00% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.40% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Drawdowns
CSGIX vs. VFSNX - Drawdown Comparison
The maximum CSGIX drawdown since its inception was -26.50%, smaller than the maximum VFSNX drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for CSGIX and VFSNX.
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Drawdown Indicators
| CSGIX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.50% | -43.65% | +17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -11.47% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.65% | — |
Current DrawdownCurrent decline from peak | -13.68% | -11.47% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -9.56% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 2.86% | +2.15% |
Volatility
CSGIX vs. VFSNX - Volatility Comparison
Calamos International Small Cap Growth Fund (CSGIX) has a higher volatility of 8.69% compared to Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) at 6.02%. This indicates that CSGIX's price experiences larger fluctuations and is considered to be riskier than VFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSGIX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.69% | 6.02% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 9.85% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 14.43% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 14.85% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 15.66% | +1.39% |