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EAD vs. CNWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EAD vs. CNWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Dividend Fund (EAD) and Calamos Evolving World Growth Fund Class I (CNWIX). The values are adjusted to include any dividend payments, if applicable.

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EAD vs. CNWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EAD
Emerging Markets Dividend Fund
-2.13%8.05%15.86%11.94%-23.08%21.62%6.35%27.22%-6.52%7.80%
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%

Returns By Period

In the year-to-date period, EAD achieves a -2.13% return, which is significantly lower than CNWIX's 4.79% return. Over the past 10 years, EAD has underperformed CNWIX with an annualized return of 7.81%, while CNWIX has yielded a comparatively higher 8.36% annualized return.


EAD

1D
3.68%
1M
-4.36%
YTD
-2.13%
6M
-3.11%
1Y
4.08%
3Y*
10.60%
5Y*
3.91%
10Y*
7.81%

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

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EAD vs. CNWIX - Expense Ratio Comparison

EAD has a 0.04% expense ratio, which is lower than CNWIX's 1.05% expense ratio.


Return for Risk

EAD vs. CNWIX — Risk / Return Rank

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

EAD
EAD Risk / Return Rank: 1212
Overall Rank
EAD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EAD Sortino Ratio Rank: 1010
Sortino Ratio Rank
EAD Omega Ratio Rank: 1212
Omega Ratio Rank
EAD Calmar Ratio Rank: 1111
Calmar Ratio Rank
EAD Martin Ratio Rank: 1313
Martin Ratio Rank

CNWIX
CNWIX Risk / Return Rank: 7070
Overall Rank
CNWIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CNWIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNWIX Omega Ratio Rank: 7070
Omega Ratio Rank
CNWIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CNWIX Martin Ratio Rank: 6464
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.

EAD vs. CNWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Dividend Fund (EAD) 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.


EADCNWIXDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.36

-1.06

Sortino ratio

Return per unit of downside risk

0.49

1.78

-1.29

Omega ratio

Gain probability vs. loss probability

1.09

1.26

-0.18

Calmar ratio

Return relative to maximum drawdown

0.28

1.55

-1.27

Martin ratio

Return relative to average drawdown

1.30

6.05

-4.74

EAD vs. CNWIX - Sharpe Ratio Comparison

The current EAD Sharpe Ratio is 0.31, which is lower than the CNWIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of EAD and CNWIX, 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


EADCNWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.36

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.12

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.35

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.27

+0.08

Correlation

The correlation between EAD and CNWIX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EAD vs. CNWIX - Dividend Comparison

EAD's dividend yield for the trailing twelve months is around 9.91%, more than CNWIX's 0.06% yield.


TTM20252024202320222021202020192018201720162015
EAD
Emerging Markets Dividend Fund
9.91%9.47%9.08%9.07%10.97%7.59%8.51%8.44%9.11%8.58%9.62%10.95%
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%

Drawdowns

EAD vs. CNWIX - Drawdown Comparison

The maximum EAD drawdown since its inception was -67.37%, which is greater than CNWIX's maximum drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for EAD and CNWIX.


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Drawdown Indicators


EADCNWIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.37%

-43.57%

-23.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-16.28%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-37.47%

+8.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

-43.57%

+2.03%

Current Drawdown

Current decline from peak

-4.78%

-16.28%

+11.50%

Average Drawdown

Average peak-to-trough decline

-7.19%

-16.56%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

4.17%

-1.73%

Volatility

EAD vs. CNWIX - Volatility Comparison

The current volatility for Emerging Markets Dividend Fund (EAD) is 5.33%, while Calamos Evolving World Growth Fund Class I (CNWIX) has a volatility of 10.65%. This indicates that EAD experiences smaller price fluctuations and is considered to be less risky 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


EADCNWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

10.65%

-5.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

16.88%

-9.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

20.17%

-6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.55%

17.53%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

24.07%

-7.95%