PortfoliosLab logoPortfoliosLab logo
IFN vs. CNWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFN vs. CNWIX - Performance Comparison

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

Loading graphics...

IFN vs. CNWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFN
The India Fund
-15.78%0.42%-2.26%36.48%-15.85%22.31%12.25%11.27%-5.33%37.15%
CNWIX
Calamos Evolving World Growth Fund Class I
7.40%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, IFN achieves a -15.78% return, which is significantly lower than CNWIX's 7.40% return. Over the past 10 years, IFN has underperformed CNWIX with an annualized return of 6.62%, while CNWIX has yielded a comparatively higher 8.63% annualized return.


IFN

1D
-1.33%
1M
-14.27%
YTD
-15.78%
6M
-16.54%
1Y
-17.09%
3Y*
2.44%
5Y*
0.74%
10Y*
6.62%

CNWIX

1D
2.49%
1M
-13.56%
YTD
7.40%
6M
5.59%
1Y
30.77%
3Y*
14.38%
5Y*
2.25%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IFN vs. CNWIX - Expense Ratio Comparison

IFN has a 0.01% expense ratio, which is lower than CNWIX's 1.05% expense ratio.


Return for Risk

IFN vs. CNWIX — Risk / Return Rank

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

IFN
IFN Risk / Return Rank: 00
Overall Rank
IFN Sharpe Ratio Rank: 00
Sharpe Ratio Rank
IFN Sortino Ratio Rank: 00
Sortino Ratio Rank
IFN Omega Ratio Rank: 00
Omega Ratio Rank
IFN Calmar Ratio Rank: 11
Calmar Ratio Rank
IFN Martin Ratio Rank: 00
Martin Ratio Rank

CNWIX
CNWIX Risk / Return Rank: 7373
Overall Rank
CNWIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CNWIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CNWIX Omega Ratio Rank: 7272
Omega Ratio Rank
CNWIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CNWIX Martin Ratio Rank: 6868
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.

IFN vs. CNWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The India Fund (IFN) 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.


IFNCNWIXDifference

Sharpe ratio

Return per unit of total volatility

-0.92

1.53

-2.45

Sortino ratio

Return per unit of downside risk

-1.22

1.96

-3.19

Omega ratio

Gain probability vs. loss probability

0.85

1.29

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.69

1.87

-2.56

Martin ratio

Return relative to average drawdown

-2.10

7.15

-9.25

IFN vs. CNWIX - Sharpe Ratio Comparison

The current IFN Sharpe Ratio is -0.92, which is lower than the CNWIX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IFN 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.


Loading graphics...

Sharpe Ratios by Period


IFNCNWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.92

1.53

-2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.13

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.36

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.27

-0.04

Correlation

The correlation between IFN and CNWIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IFN vs. CNWIX - Dividend Comparison

IFN's dividend yield for the trailing twelve months is around 19.66%, more than CNWIX's 0.06% yield.


TTM20252024202320222021202020192018201720162015
IFN
The India Fund
19.66%16.09%14.60%8.97%21.47%15.21%9.77%11.57%22.25%12.11%7.97%8.02%
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

IFN vs. CNWIX - Drawdown Comparison

The maximum IFN drawdown since its inception was -71.52%, which is greater than CNWIX's maximum drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for IFN and CNWIX.


Loading graphics...

Drawdown Indicators


IFNCNWIXDifference

Max Drawdown

Largest peak-to-trough decline

-71.52%

-43.57%

-27.95%

Max Drawdown (1Y)

Largest decline over 1 year

-26.05%

-16.28%

-9.77%

Max Drawdown (5Y)

Largest decline over 5 years

-31.53%

-37.47%

+5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-41.48%

-43.57%

+2.09%

Current Drawdown

Current decline from peak

-29.58%

-14.20%

-15.38%

Average Drawdown

Average peak-to-trough decline

-25.89%

-16.56%

-9.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.57%

4.26%

+4.31%

Volatility

IFN vs. CNWIX - Volatility Comparison

The current volatility for The India Fund (IFN) is 7.34%, while Calamos Evolving World Growth Fund Class I (CNWIX) has a volatility of 11.15%. This indicates that IFN 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.


Loading graphics...

Volatility by Period


IFNCNWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

11.15%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

17.00%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

20.27%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

17.56%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

24.08%

-5.19%