BGVIX vs. CAEIX
Compare and contrast key facts about Brandes Global Equity Fund (BGVIX) and Calvert Global Energy Solutions Fund (CAEIX).
BGVIX is managed by Brandes. It was launched on Oct 5, 2008. CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Performance
BGVIX vs. CAEIX - Performance Comparison
Loading graphics...
BGVIX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGVIX Brandes Global Equity Fund | -2.73% | 33.72% | 12.53% | 21.71% | -5.97% | 21.20% | 1.97% | 17.38% | -10.39% | 16.23% |
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, BGVIX achieves a -2.73% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, BGVIX has outperformed CAEIX with an annualized return of 10.88%, while CAEIX has yielded a comparatively lower 9.93% annualized return.
BGVIX
- 1D
- 0.33%
- 1M
- -8.64%
- YTD
- -2.73%
- 6M
- 4.09%
- 1Y
- 20.55%
- 3Y*
- 19.13%
- 5Y*
- 12.59%
- 10Y*
- 10.88%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BGVIX vs. CAEIX - Expense Ratio Comparison
BGVIX has a 1.00% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Return for Risk
BGVIX vs. CAEIX — Risk / Return Rank
BGVIX
CAEIX
BGVIX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Global Equity Fund (BGVIX) 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.
| BGVIX | CAEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 2.20 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.90 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.39 | -1.81 |
Martin ratioReturn relative to average drawdown | 7.05 | 14.41 | -7.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BGVIX | CAEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.20 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.18 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.51 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.03 | +0.42 |
Correlation
The correlation between BGVIX and CAEIX is 0.80, 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
BGVIX vs. CAEIX - Dividend Comparison
BGVIX's dividend yield for the trailing twelve months is around 12.75%, more than CAEIX's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGVIX Brandes Global Equity Fund | 12.75% | 12.41% | 9.13% | 4.80% | 3.31% | 6.00% | 2.98% | 2.46% | 6.99% | 4.02% | 2.07% | 8.51% |
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
BGVIX vs. CAEIX - Drawdown Comparison
The maximum BGVIX drawdown since its inception was -41.16%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for BGVIX and CAEIX.
Loading graphics...
Drawdown Indicators
| BGVIX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.16% | -75.81% | +34.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -11.07% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -32.58% | +7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -41.16% | -37.54% | -3.62% |
Current DrawdownCurrent decline from peak | -8.73% | -13.12% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -49.06% | +42.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.62% | +0.07% |
Volatility
BGVIX vs. CAEIX - Volatility Comparison
The current volatility for Brandes Global Equity Fund (BGVIX) is 4.65%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 6.88%. This indicates that BGVIX 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.
Loading graphics...
Volatility by Period
| BGVIX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 6.88% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 12.14% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 18.28% | -2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 19.08% | -3.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 19.61% | -2.17% |