ARTHX vs. CAEIX
Compare and contrast key facts about Artisan Global Equity Fund (ARTHX) and Calvert Global Energy Solutions Fund (CAEIX).
ARTHX is managed by Artisan. It was launched on Mar 28, 2010. CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Performance
ARTHX vs. CAEIX - Performance Comparison
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ARTHX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTHX Artisan Global Equity Fund | 0.31% | 45.58% | 16.80% | 11.89% | -20.62% | 4.95% | 29.46% | 31.13% | -3.75% | 31.35% |
CAEIX Calvert Global Energy Solutions Fund | 4.22% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 29.65% |
Returns By Period
In the year-to-date period, ARTHX achieves a 0.31% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, ARTHX has outperformed CAEIX with an annualized return of 13.42%, while CAEIX has yielded a comparatively lower 9.93% annualized return.
ARTHX
- 1D
- -1.10%
- 1M
- -9.94%
- YTD
- 0.31%
- 6M
- 1.11%
- 1Y
- 36.09%
- 3Y*
- 22.10%
- 5Y*
- 9.96%
- 10Y*
- 13.42%
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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ARTHX vs. CAEIX - Expense Ratio Comparison
ARTHX has a 1.28% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Return for Risk
ARTHX vs. CAEIX — Risk / Return Rank
ARTHX
CAEIX
ARTHX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan Global Equity Fund (ARTHX) 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.
| ARTHX | CAEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 2.20 | -0.03 |
Sortino ratioReturn per unit of downside risk | 2.79 | 2.90 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 3.39 | -0.56 |
Martin ratioReturn relative to average drawdown | 13.17 | 14.41 | -1.24 |
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
| ARTHX | CAEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.20 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.18 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.51 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.03 | +0.68 |
Correlation
The correlation between ARTHX and CAEIX is 0.79, 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
ARTHX vs. CAEIX - Dividend Comparison
ARTHX's dividend yield for the trailing twelve months is around 23.31%, more than CAEIX's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTHX Artisan Global Equity Fund | 23.31% | 23.39% | 11.32% | 0.89% | 0.88% | 18.02% | 11.98% | 8.76% | 18.13% | 0.66% | 0.00% | 2.17% |
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
ARTHX vs. CAEIX - Drawdown Comparison
The maximum ARTHX drawdown since its inception was -37.42%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for ARTHX and CAEIX.
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Drawdown Indicators
| ARTHX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.42% | -75.81% | +38.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -11.07% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -37.42% | -32.58% | -4.84% |
Max Drawdown (10Y)Largest decline over 10 years | -37.42% | -37.54% | +0.12% |
Current DrawdownCurrent decline from peak | -10.16% | -13.12% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -49.06% | +41.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.62% | -0.10% |
Volatility
ARTHX vs. CAEIX - Volatility Comparison
The current volatility for Artisan Global Equity Fund (ARTHX) is 5.92%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 6.88%. This indicates that ARTHX experiences smaller price fluctuations and is considered to be less risky than CAEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTHX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 6.88% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 12.14% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 18.28% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 19.08% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 19.61% | -2.11% |