CGAEX's Sortino Ratio of 3.21 indicates that for each unit of downside volatility, it generates 3.21 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
CGAEX Sortino Ratio Rank
CGAEX ranks above 71.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
CGAEX Sortino Ratio Market Positioning
The chart shows CGAEX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.89 or lower
- Yellow zone (middle 50%): 1.89 to 3.30
- Green zone (top 25%): 3.30 or higher
- Top 1%: 8.99+
- Median: 2.76 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Calvert Global Energy Solutions Fund Class A's Sortino Ratio with other mutual funds in the Energy Equities category across multiple time periods, showing how CGAEX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RSNYX | Victory Global Energy Transition Fund Class Y | 4.68 | |||
| RSNRX | Victory Global Energy Transition Fund | 4.66 | |||
| MLOZX | Cohen & Steers MLP & Energy Opportunity Fund, Inc. | 4.46 | |||
| IEYYX | Delaware Ivy Energy Fund | 4.05 | |||
| GOFIX | GMO Resources Fund | 3.43 | |||
| FRNRX | Franklin Natural Resources Fund | 3.23 | |||
| CGAEX | Calvert Global Energy Solutions Fund Class A | 3.21 | |||
| EIPIX | EIP Growth and Income Fund (NEW) | 3.19 | |||
| ICBMX | ICON Natural Resources and Infrastructure Fund | 3.09 | |||
| AIFRX | abrdn Global Infrastructure Fund | 3.00 |
Historical Sortino Ratio
The chart shows CGAEX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when CGAEX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does CGAEX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio