CAEIX vs. APITX
CAEIX (Calvert Global Energy Solutions Fund) and APITX (Yorktown Growth Fund) are both Global Equities funds. Over the past 10 years, CAEIX returned 11.57%/yr vs 10.73%/yr for APITX. Their correlation of 0.83 suggests significant overlap in exposure. CAEIX charges 0.99%/yr vs 2.04%/yr for APITX.
Performance
CAEIX vs. APITX - Performance Comparison
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Returns By Period
In the year-to-date period, CAEIX achieves a 17.95% return, which is significantly lower than APITX's 20.80% return. Over the past 10 years, CAEIX has outperformed APITX with an annualized return of 11.57%, while APITX has yielded a comparatively lower 10.73% annualized return.
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
- 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 vs. APITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
APITX Yorktown Growth Fund | 20.80% | 10.90% | 7.34% | 19.37% | -26.74% | 16.38% | 28.59% | 30.52% | -14.66% | 26.20% |
Correlation
The correlation between CAEIX and APITX 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 CAEIX and APITX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
CAEIX vs. APITX — Risk / Return Rank
CAEIX
APITX
CAEIX vs. APITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and Yorktown Growth Fund (APITX). 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.
| CAEIX | APITX | 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 | 1.42 | 1.29 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | 2.93 | +2.07 |
| Martin ratioReturn relative to average drawdown | 16.04 | 10.83 | +5.21 |
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Drawdowns
CAEIX vs. APITX - Drawdown Comparison
The maximum CAEIX drawdown since its inception was -75.81%, which is greater than APITX's maximum drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for CAEIX and APITX.
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Drawdown Indicators
| CAEIX | APITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.81% | -63.33% | -12.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.39% | -11.76% | +3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -24.80% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -35.69% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | -35.69% | -1.85% |
Current DrawdownCurrent decline from peak | -4.18% | 0.00% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -48.51% | -14.39% | -34.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.18% | -0.57% |
Volatility
CAEIX vs. APITX - Volatility Comparison
Calvert Global Energy Solutions Fund (CAEIX) and Yorktown Growth Fund (APITX) have volatilities of 6.86% and 6.91%, 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
| CAEIX | APITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 6.91% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 16.75% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 20.55% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 21.02% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 19.08% | +0.64% |
CAEIX vs. APITX - Expense Ratio Comparison
CAEIX has a 0.99% expense ratio, which is lower than APITX's 2.04% expense ratio.
Dividends
CAEIX vs. APITX - Dividend Comparison
CAEIX's dividend yield for the trailing twelve months is around 0.61%, while APITX has not paid dividends to shareholders.
| 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
CAEIX and APITX 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, CAEIX dropped -75.81% vs APITX's -63.33%.
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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