- ISIN
- US13161P8133
- CUSIP
- 13161P813
- Issuer
- Calvert
- Inception Date
- May 30, 2007
- Category
- Global Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CAEIX Performance Chart
Calvert Global Energy Solutions Fund (CAEIX) is up 11.5% since the beginning of the year. CAEIX is currently trading at $16 per share. Investors who bought $1,000 worth of CAEIX shares 5 years ago would now be looking at an investment worth $1,208.
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Returns By Period
Calvert Global Energy Solutions Fund (CAEIX) has returned 11.52% so far this year and 25.44% over the past 12 months. Over the last ten years, CAEIX has returned 10.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Calvert Global Energy Solutions Fund
- 1D
- 2.90%
- 1M
- -2.87%
- 6M
- 4.77%
- YTD
- 11.52%
- 1Y
- 25.44%
- 3Y*
- 8.41%
- 5Y*
- 3.86%
- 10Y*
- 10.87%
- ALL TIME*
- 1.09%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
CAEIX Monthly Returns History
Based on dividend-adjusted daily data since May 31, 2007, CAEIX's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +18.4%, while the worst month was Oct 2008 at -36.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, CAEIX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +19.0%, while the worst single day was Oct 15, 2008 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.44% | 5.65% | -4.39% | 10.45% | 2.71% | -4.16% | -4.59% | 11.52% | |||||
| 2025 | 0.38% | -0.66% | -1.98% | 3.47% | 7.26% | 5.47% | 3.62% | 4.37% | 3.04% | 4.58% | -0.56% | 0.02% | 32.61% |
| 2024 | -8.47% | 1.61% | 4.28% | -3.48% | 8.86% | -6.28% | 3.17% | 0.70% | 5.05% | -5.56% | -0.44% | -5.25% | -7.13% |
| 2023 | 9.49% | -4.13% | 3.44% | -2.08% | -1.19% | 4.90% | 3.36% | -8.17% | -7.51% | -8.87% | 10.66% | 8.32% | 5.67% |
| 2022 | -9.02% | 1.30% | 1.44% | -9.10% | 3.57% | -9.50% | 10.86% | -3.52% | -12.93% | 4.49% | 12.98% | -5.72% | -17.43% |
| 2021 | 2.59% | -2.07% | 0.63% | 0.62% | 1.08% | 1.99% | 0.90% | 1.48% | -4.83% | 8.30% | -3.55% | -0.02% | 6.73% |
Benchmark Metrics
Calvert Global Energy Solutions Fund has an annualized alpha of -6.28%, beta of 1.03, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since May 31, 2007.
- This fund participated in 128.87% of S&P 500 Index downside but only 98.96% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -6.28% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.03 and R2 of 0.70, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -6.28%
- Beta
- 1.03
- R²
- 0.70
- Upside Capture
- 98.96%
- Downside Capture
- 128.87%
Expense Ratio
CAEIX has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CAEIX ranks 44 for risk / return — above 44% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CAEIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.00 | +0.02 |
| Martin ratioReturn relative to average drawdown | 6.51 | 8.49 | -1.98 |
Dividends
Dividend History
Calvert Global Energy Solutions Fund provided a 0.65% dividend yield over the last twelve months, with an annual payout of $0.10 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.10 | $0.10 | $0.12 | $0.12 | $0.09 | $0.07 | $0.10 | $0.10 | $0.12 | $0.11 | $0.11 | $0.05 |
Dividend yield | 0.65% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Global Energy Solutions Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert Global Energy Solutions Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calvert Global Energy Solutions Fund was 75.81%, occurring on Jul 24, 2012. Recovery took 3465 trading sessions.
The current Calvert Global Energy Solutions Fund drawdown is 9.41%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-75.81%Jul 2012 | 4y 8mo | 13y 9mo | 18y 6moNov 2007 - May 2026 | — |
-15.53%Aug 2007 | 1mo 4d | 1mo 16d | 2mo 20dJul 2007 - Oct 2007 | — |
-11.97%Jul 2026 | 1mo 26d | — | 2moJun 2026 - now | — |
-4.87%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 | — |
-4.53%Jun 2007 | 1d | 8d | 9dJun 2007 - Jun 2007 | — |
Drawdown Indicators
| CAEIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.81% | -56.78% | -19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -9.10% | -2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -22.01% | -18.90% | -3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -25.43% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | -33.92% | -3.62% |
Current DrawdownCurrent decline from peak | -9.41% | -1.58% | -7.83% |
Average DrawdownAverage peak-to-trough decline | -48.28% | -10.70% | -37.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.14% | +1.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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