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CVISX vs. VFSNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVISX vs. VFSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Causeway International Small Cap Fund (CVISX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). The values are adjusted to include any dividend payments, if applicable.

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CVISX vs. VFSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVISX
Causeway International Small Cap Fund
4.10%32.93%9.71%26.74%-11.51%21.30%2.48%18.55%-21.34%34.52%
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
-1.08%29.97%2.63%15.18%-21.26%12.74%11.92%21.72%-18.46%30.30%

Returns By Period

In the year-to-date period, CVISX achieves a 4.10% return, which is significantly higher than VFSNX's -1.08% return. Over the past 10 years, CVISX has outperformed VFSNX with an annualized return of 10.79%, while VFSNX has yielded a comparatively lower 7.33% annualized return.


CVISX

1D
-0.74%
1M
-10.77%
YTD
4.10%
6M
8.85%
1Y
35.37%
3Y*
22.86%
5Y*
13.00%
10Y*
10.79%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CVISX vs. VFSNX - Expense Ratio Comparison

CVISX has a 1.35% expense ratio, which is higher than VFSNX's 0.11% expense ratio.


Return for Risk

CVISX vs. VFSNX — Risk / Return Rank

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

CVISX
CVISX Risk / Return Rank: 9292
Overall Rank
CVISX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CVISX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CVISX Omega Ratio Rank: 9191
Omega Ratio Rank
CVISX Calmar Ratio Rank: 9292
Calmar Ratio Rank
CVISX Martin Ratio Rank: 9090
Martin Ratio Rank

VFSNX
VFSNX Risk / Return Rank: 8585
Overall Rank
VFSNX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VFSNX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VFSNX Omega Ratio Rank: 8585
Omega Ratio Rank
VFSNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VFSNX Martin Ratio Rank: 8383
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.

CVISX vs. VFSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Causeway International Small Cap Fund (CVISX) 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.


CVISXVFSNXDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.78

+0.45

Sortino ratio

Return per unit of downside risk

2.74

2.29

+0.44

Omega ratio

Gain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratio

Return relative to maximum drawdown

2.70

2.09

+0.60

Martin ratio

Return relative to average drawdown

10.15

8.39

+1.75

CVISX vs. VFSNX - Sharpe Ratio Comparison

The current CVISX Sharpe Ratio is 2.23, which is comparable to the VFSNX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of CVISX and VFSNX, 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


CVISXVFSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.78

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.35

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.47

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.55

+0.05

Correlation

The correlation between CVISX and VFSNX is 0.89, 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

CVISX vs. VFSNX - Dividend Comparison

CVISX's dividend yield for the trailing twelve months is around 15.91%, more than VFSNX's 3.40% yield.


TTM20252024202320222021202020192018201720162015
CVISX
Causeway International Small Cap Fund
15.91%16.56%10.60%6.14%2.75%3.48%3.42%3.57%2.91%8.23%2.78%2.00%
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

CVISX vs. VFSNX - Drawdown Comparison

The maximum CVISX drawdown since its inception was -48.50%, which is greater than VFSNX's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for CVISX and VFSNX.


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Drawdown Indicators


CVISXVFSNXDifference

Max Drawdown

Largest peak-to-trough decline

-48.50%

-43.65%

-4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-11.47%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-33.75%

+8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-48.50%

-43.65%

-4.85%

Current Drawdown

Current decline from peak

-10.77%

-11.47%

+0.70%

Average Drawdown

Average peak-to-trough decline

-8.99%

-9.56%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.86%

+0.31%

Volatility

CVISX vs. VFSNX - Volatility Comparison

Causeway International Small Cap Fund (CVISX) has a higher volatility of 6.46% compared to Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) at 6.02%. This indicates that CVISX'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


CVISXVFSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

6.02%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

9.85%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

14.43%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

14.85%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

15.66%

+1.09%