PEAFX vs. CNWIX
Compare and contrast key facts about PIMCO RAE Emerging Markets Fund Class A (PEAFX) and Calamos Evolving World Growth Fund Class I (CNWIX).
PEAFX is an actively managed fund by PIMCO. It was launched on Jun 5, 2015. CNWIX is managed by Calamos.
Performance
PEAFX vs. CNWIX - Performance Comparison
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PEAFX vs. CNWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEAFX PIMCO RAE Emerging Markets Fund Class A | 6.52% | 20.25% | 1.14% | 22.28% | -10.71% | 15.47% | 6.43% | 13.30% | -12.77% | 28.91% |
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, PEAFX achieves a 6.52% return, which is significantly higher than CNWIX's 4.79% return. Over the past 10 years, PEAFX has outperformed CNWIX with an annualized return of 10.12%, while CNWIX has yielded a comparatively lower 8.36% annualized return.
PEAFX
- 1D
- 0.08%
- 1M
- -8.64%
- YTD
- 6.52%
- 6M
- 8.29%
- 1Y
- 24.42%
- 3Y*
- 15.08%
- 5Y*
- 8.03%
- 10Y*
- 10.12%
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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PEAFX vs. CNWIX - Expense Ratio Comparison
PEAFX has a 1.10% expense ratio, which is higher than CNWIX's 1.05% expense ratio.
Return for Risk
PEAFX vs. CNWIX — Risk / Return Rank
PEAFX
CNWIX
PEAFX vs. CNWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Emerging Markets Fund Class A (PEAFX) 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.
| PEAFX | CNWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.36 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.78 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.55 | +0.20 |
Martin ratioReturn relative to average drawdown | 7.13 | 6.05 | +1.09 |
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
| PEAFX | CNWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.36 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.12 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.35 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.27 | +0.38 |
Correlation
The correlation between PEAFX and CNWIX is 0.82, 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
PEAFX vs. CNWIX - Dividend Comparison
PEAFX's dividend yield for the trailing twelve months is around 2.79%, more than CNWIX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEAFX PIMCO RAE Emerging Markets Fund Class A | 2.79% | 2.97% | 1.01% | 4.01% | 11.33% | 9.19% | 7.05% | 2.48% | 11.05% | 8.07% | 2.59% | 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% |
Drawdowns
PEAFX vs. CNWIX - Drawdown Comparison
The maximum PEAFX drawdown since its inception was -47.18%, which is greater than CNWIX's maximum drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for PEAFX and CNWIX.
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Drawdown Indicators
| PEAFX | CNWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.18% | -43.57% | -3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -16.28% | +4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -28.57% | -37.47% | +8.90% |
Max Drawdown (10Y)Largest decline over 10 years | -47.18% | -43.57% | -3.61% |
Current DrawdownCurrent decline from peak | -9.39% | -16.28% | +6.89% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -16.56% | +6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 4.17% | -0.97% |
Volatility
PEAFX vs. CNWIX - Volatility Comparison
The current volatility for PIMCO RAE Emerging Markets Fund Class A (PEAFX) is 5.57%, while Calamos Evolving World Growth Fund Class I (CNWIX) has a volatility of 10.65%. This indicates that PEAFX 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
| PEAFX | CNWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 10.65% | -5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 16.88% | -5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.50% | 20.17% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 17.53% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 24.07% | -6.84% |