APFDX vs. CAEIX
Compare and contrast key facts about Artisan Global Discovery Fund (APFDX) and Calvert Global Energy Solutions Fund (CAEIX).
APFDX is managed by Artisan. It was launched on Aug 20, 2017. CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Performance
APFDX vs. CAEIX - Performance Comparison
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APFDX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
APFDX Artisan Global Discovery Fund | -9.16% | 12.07% | 16.11% | 20.66% | -31.14% | 12.04% | 45.70% | 42.57% | -2.58% | 4.94% |
CAEIX Calvert Global Energy Solutions Fund | 4.22% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 7.62% |
Returns By Period
In the year-to-date period, APFDX achieves a -9.16% return, which is significantly lower than CAEIX's 4.22% return.
APFDX
- 1D
- -0.78%
- 1M
- -11.68%
- YTD
- -9.16%
- 6M
- -7.46%
- 1Y
- 5.68%
- 3Y*
- 8.54%
- 5Y*
- 2.67%
- 10Y*
- —
CAEIX
- 1D
- -0.48%
- 1M
- -7.32%
- YTD
- 4.22%
- 6M
- 8.40%
- 1Y
- 41.40%
- 3Y*
- 7.69%
- 5Y*
- 3.40%
- 10Y*
- 9.93%
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APFDX vs. CAEIX - Expense Ratio Comparison
APFDX has a 1.38% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Return for Risk
APFDX vs. CAEIX — Risk / Return Rank
APFDX
CAEIX
APFDX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Discovery Fund (APFDX) and Calvert Global Energy Solutions Fund (CAEIX). 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.
| APFDX | CAEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 2.20 | -1.93 |
Sortino ratioReturn per unit of downside risk | 0.49 | 2.90 | -2.41 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 3.39 | -3.18 |
Martin ratioReturn relative to average drawdown | 0.82 | 14.41 | -13.59 |
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
| APFDX | CAEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 2.20 | -1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.18 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.03 | +0.48 |
Correlation
The correlation between APFDX and CAEIX is 0.81, 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
APFDX vs. CAEIX - Dividend Comparison
APFDX's dividend yield for the trailing twelve months is around 21.60%, more than CAEIX's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APFDX Artisan Global Discovery Fund | 21.60% | 19.63% | 0.87% | 0.00% | 0.00% | 7.91% | 1.88% | 0.00% | 0.51% | 0.62% | 0.00% | 0.00% |
CAEIX Calvert Global Energy Solutions Fund | 0.69% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
Drawdowns
APFDX vs. CAEIX - Drawdown Comparison
The maximum APFDX drawdown since its inception was -40.83%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for APFDX and CAEIX.
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Drawdown Indicators
| APFDX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.83% | -75.81% | +34.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -11.07% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -40.83% | -32.58% | -8.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.54% | — |
Current DrawdownCurrent decline from peak | -13.18% | -13.12% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -49.06% | +38.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.62% | +0.85% |
Volatility
APFDX vs. CAEIX - Volatility Comparison
Artisan Global Discovery Fund (APFDX) and Calvert Global Energy Solutions Fund (CAEIX) have volatilities of 6.63% and 6.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| APFDX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 6.88% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 12.14% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 18.28% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.32% | 19.08% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.43% | 19.61% | +0.82% |