EAD vs. CNWIX
Compare and contrast key facts about Emerging Markets Dividend Fund (EAD) and Calamos Evolving World Growth Fund Class I (CNWIX).
EAD is managed by Emerging Markets Fund Manager. It was launched on Jan 1, 2013. CNWIX is managed by Calamos.
Performance
EAD vs. CNWIX - Performance Comparison
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EAD vs. CNWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
EAD
CNWIX
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.
| EAD | CNWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 1.36 | -1.06 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.78 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.26 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.55 | -1.27 |
Martin ratioReturn relative to average drawdown | 1.30 | 6.05 | -4.74 |
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
| EAD | CNWIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| EAD | CNWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.78% | -16.28% | +11.50% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -16.56% | +9.37% |
Ulcer IndexDepth 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
| EAD | CNWIX | Difference | |
|---|---|---|---|
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% |