APITX vs. CAEIX
APITX (Yorktown Growth Fund) and CAEIX (Calvert Global Energy Solutions Fund) are both Global Equities funds. Over the past 10 years, APITX returned 10.73%/yr vs 11.57%/yr for CAEIX. Their correlation of 0.83 suggests significant overlap in exposure. APITX charges 2.04%/yr vs 0.99%/yr for CAEIX.
Performance
APITX vs. CAEIX - Performance Comparison
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Returns By Period
In the year-to-date period, APITX achieves a 20.80% return, which is significantly higher than CAEIX's 17.95% return. Over the past 10 years, APITX has underperformed CAEIX with an annualized return of 10.73%, while CAEIX has yielded a comparatively higher 11.57% annualized return.
APITX
- 1D
- 1.75%
- 1M
- 4.99%
- YTD
- 20.80%
- 6M
- 17.93%
- 1Y
- 34.72%
- 3Y*
- 15.78%
- 5Y*
- 6.26%
- 10Y*
- 10.73%
CAEIX
- 1D
- 1.29%
- 1M
- -1.79%
- YTD
- 17.95%
- 6M
- 17.45%
- 1Y
- 42.22%
- 3Y*
- 11.22%
- 5Y*
- 5.91%
- 10Y*
- 11.57%
APITX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
APITX Yorktown Growth Fund | 20.80% | 10.90% | 7.34% | 19.37% | -26.74% | 16.38% | 28.59% | 30.52% | -14.66% | 26.20% |
CAEIX Calvert Global Energy Solutions Fund | 17.95% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 29.65% |
Correlation
The correlation between APITX and CAEIX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 31, 2007 | 0.83 |
The correlation between APITX and CAEIX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
APITX vs. CAEIX — Risk / Return Rank
APITX
CAEIX
APITX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yorktown Growth Fund (APITX) 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.
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.
| APITX | CAEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 5.00 | -2.07 |
| Martin ratioReturn relative to average drawdown | 10.83 | 16.04 | -5.21 |
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Drawdowns
APITX vs. CAEIX - Drawdown Comparison
The maximum APITX drawdown since its inception was -63.33%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for APITX and CAEIX.
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Drawdown Indicators
| APITX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.33% | -75.81% | +12.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -8.39% | -3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -24.80% | -24.57% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -35.69% | -32.58% | -3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -37.54% | +1.85% |
Current DrawdownCurrent decline from peak | 0.00% | -4.18% | +4.18% |
Average DrawdownAverage peak-to-trough decline | -14.39% | -48.51% | +34.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.61% | +0.57% |
Volatility
APITX vs. CAEIX - Volatility Comparison
Yorktown Growth Fund (APITX) and Calvert Global Energy Solutions Fund (CAEIX) have volatilities of 6.91% and 6.86%, 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
| APITX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 6.86% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.75% | 13.98% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.55% | 17.18% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 19.33% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 19.72% | -0.64% |
APITX vs. CAEIX - Expense Ratio Comparison
APITX has a 2.04% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Dividends
APITX vs. CAEIX - Dividend Comparison
APITX has not paid dividends to shareholders, while CAEIX's dividend yield for the trailing twelve months is around 0.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APITX Yorktown Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 18.81% | 13.95% | 9.40% | 25.45% | 7.74% | 1.09% | 3.16% |
CAEIX Calvert Global Energy Solutions Fund | 0.61% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
Frequently Asked Questions
APITX and CAEIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
APITX has higher volatility (6.91%) compared to CAEIX (6.86%). In terms of maximum drawdown, APITX dropped -63.33% vs CAEIX's -75.81%.
CAEIX currently has the higher Sharpe Ratio (2.44 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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