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CAEIX vs. ETIMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CAEIX and ETIMX 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.


-0.50.00.51.00.8

Performance

CAEIX vs. ETIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Global Energy Solutions Fund (CAEIX) and Eventide Multi-Asset Income Fund (ETIMX). The values are adjusted to include any dividend payments, if applicable.

70.00%75.00%80.00%85.00%90.00%95.00%JulyAugustSeptemberOctoberNovemberDecember
72.74%
77.12%
CAEIX
ETIMX

Key characteristics

Sharpe Ratio

CAEIX:

-0.30

ETIMX:

1.36

Sortino Ratio

CAEIX:

-0.31

ETIMX:

1.94

Omega Ratio

CAEIX:

0.96

ETIMX:

1.23

Calmar Ratio

CAEIX:

-0.13

ETIMX:

0.95

Martin Ratio

CAEIX:

-0.86

ETIMX:

7.45

Ulcer Index

CAEIX:

5.64%

ETIMX:

1.53%

Daily Std Dev

CAEIX:

16.09%

ETIMX:

8.34%

Max Drawdown

CAEIX:

-75.81%

ETIMX:

-23.88%

Current Drawdown

CAEIX:

-37.63%

ETIMX:

-5.37%

Returns By Period

In the year-to-date period, CAEIX achieves a -7.87% return, which is significantly lower than ETIMX's 10.14% return.


CAEIX

YTD

-7.87%

1M

-3.53%

6M

-4.82%

1Y

-6.65%

5Y*

6.97%

10Y*

5.80%

ETIMX

YTD

10.14%

1M

-3.51%

6M

3.85%

1Y

10.61%

5Y*

6.47%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CAEIX vs. ETIMX - Expense Ratio Comparison

CAEIX has a 0.99% expense ratio, which is higher than ETIMX's 0.82% expense ratio.


CAEIX
Calvert Global Energy Solutions Fund
Expense ratio chart for CAEIX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for ETIMX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%

Risk-Adjusted Performance

CAEIX vs. ETIMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and Eventide Multi-Asset Income Fund (ETIMX). 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.


Sharpe ratio
The chart of Sharpe ratio for CAEIX, currently valued at -0.30, compared to the broader market-1.000.001.002.003.004.00-0.301.36
The chart of Sortino ratio for CAEIX, currently valued at -0.31, compared to the broader market-2.000.002.004.006.008.0010.00-0.311.94
The chart of Omega ratio for CAEIX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.003.500.961.23
The chart of Calmar ratio for CAEIX, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.190.95
The chart of Martin ratio for CAEIX, currently valued at -0.86, compared to the broader market0.0020.0040.0060.00-0.867.45
CAEIX
ETIMX

The current CAEIX Sharpe Ratio is -0.30, which is lower than the ETIMX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of CAEIX and ETIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
1.36
CAEIX
ETIMX

Dividends

CAEIX vs. ETIMX - Dividend Comparison

CAEIX has not paid dividends to shareholders, while ETIMX's dividend yield for the trailing twelve months is around 1.56%.


TTM202320222021202020192018201720162015
CAEIX
Calvert Global Energy Solutions Fund
0.00%1.07%0.86%0.49%0.82%1.23%2.01%1.40%1.80%0.72%
ETIMX
Eventide Multi-Asset Income Fund
1.56%1.62%1.95%1.54%1.88%2.91%3.94%3.02%2.38%0.46%

Drawdowns

CAEIX vs. ETIMX - Drawdown Comparison

The maximum CAEIX drawdown since its inception was -75.81%, which is greater than ETIMX's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for CAEIX and ETIMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.78%
-5.37%
CAEIX
ETIMX

Volatility

CAEIX vs. ETIMX - Volatility Comparison

Calvert Global Energy Solutions Fund (CAEIX) has a higher volatility of 4.25% compared to Eventide Multi-Asset Income Fund (ETIMX) at 2.92%. This indicates that CAEIX's price experiences larger fluctuations and is considered to be riskier than ETIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.25%
2.92%
CAEIX
ETIMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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