DEMCX vs. CNWIX
Compare and contrast key facts about Nomura Emerging Markets Fund Class C (DEMCX) and Calamos Evolving World Growth Fund Class I (CNWIX).
DEMCX is an actively managed fund by Nomura. It was launched on Jun 10, 1996. CNWIX is managed by Calamos.
Performance
DEMCX vs. CNWIX - Performance Comparison
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Returns By Period
In the year-to-date period, DEMCX achieves a 10.95% return, which is significantly higher than CNWIX's 9.45% return. Over the past 10 years, DEMCX has outperformed CNWIX with an annualized return of 13.13%, while CNWIX has yielded a comparatively lower 8.87% annualized return.
DEMCX
- 1D
- -5.71%
- 1M
- -10.01%
- YTD
- 10.95%
- 6M
- 31.69%
- 1Y
- 115.54%
- 3Y*
- 33.53%
- 5Y*
- 10.48%
- 10Y*
- 13.13%
CNWIX
- 1D
- -1.45%
- 1M
- -4.56%
- YTD
- 9.45%
- 6M
- 6.28%
- 1Y
- 42.07%
- 3Y*
- 15.08%
- 5Y*
- 2.64%
- 10Y*
- 8.87%
DEMCX vs. CNWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEMCX Nomura Emerging Markets Fund Class C | 10.95% | 84.86% | 5.47% | 16.47% | -29.38% | -3.05% | 24.55% | 23.16% | -17.94% | 40.59% |
CNWIX Calamos Evolving World Growth Fund Class I | 9.45% | 19.29% | 14.99% | 6.60% | -24.35% | -4.70% | 54.23% | 20.76% | -17.74% | 36.97% |
Correlation
The correlation between DEMCX and CNWIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
DEMCX vs. CNWIX - Expense Ratio Comparison
DEMCX has a 2.17% expense ratio, which is higher than CNWIX's 1.05% expense ratio.
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Return for Risk
DEMCX vs. CNWIX — Risk / Return Rank
DEMCX
CNWIX
DEMCX vs. CNWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nomura Emerging Markets Fund Class C (DEMCX) and Calamos Evolving World Growth Fund Class I (CNWIX). 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.
| DEMCX | CNWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.87 | 1.61 | +1.26 |
Sortino ratioReturn per unit of downside risk | 3.07 | 2.07 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.30 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 4.68 | 2.04 | +2.64 |
Martin ratioReturn relative to average drawdown | 18.22 | 7.57 | +10.65 |
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
| DEMCX | CNWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.87 | 1.61 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.15 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.37 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.28 | +0.11 |
Drawdowns
DEMCX vs. CNWIX - Drawdown Comparison
The maximum DEMCX drawdown since its inception was -63.54%, which is greater than CNWIX's maximum drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for DEMCX and CNWIX.
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Drawdown Indicators
| DEMCX | CNWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.54% | -43.57% | -19.97% |
Max Drawdown (1Y)Largest decline over 1 year | -21.11% | -16.28% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -44.75% | -37.47% | -7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -47.21% | -43.57% | -3.64% |
Current DrawdownCurrent decline from peak | -21.11% | -12.56% | -8.55% |
Average DrawdownAverage peak-to-trough decline | -19.72% | -16.56% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 4.39% | +1.04% |
Volatility
DEMCX vs. CNWIX - Volatility Comparison
Nomura Emerging Markets Fund Class C (DEMCX) has a higher volatility of 17.00% compared to Calamos Evolving World Growth Fund Class I (CNWIX) at 9.77%. This indicates that DEMCX's price experiences larger fluctuations and is considered to be riskier than CNWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEMCX | CNWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.00% | 9.77% | +7.23% |
Volatility (6M)Calculated over the trailing 6-month period | 29.19% | 17.36% | +11.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.92% | 20.59% | +13.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.28% | 17.62% | +5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.03% | 24.10% | -2.07% |
Dividends
DEMCX vs. CNWIX - Dividend Comparison
DEMCX's dividend yield for the trailing twelve months is around 18.45%, more than CNWIX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMCX Nomura Emerging Markets Fund Class C | 18.45% | 20.47% | 1.09% | 2.03% | 0.69% | 2.58% | 0.61% | 0.00% | 0.00% | 1.03% | 0.08% | 0.00% |
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% |