CAEIX vs. ETIMX
Compare and contrast key facts about Calvert Global Energy Solutions Fund (CAEIX) and Eventide Multi-Asset Income Fund (ETIMX).
CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007. ETIMX is managed by Eventide Funds. It was launched on Jul 14, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAEIX or ETIMX.
Key characteristics
| CAEIX | ETIMX | |
|---|---|---|
| YTD Return | -4.32% | 13.76% |
| 1Y Return | 4.90% | 20.34% |
| 3Y Return (Ann) | -7.21% | 0.90% |
| 5Y Return (Ann) | 8.76% | 7.57% |
| Sharpe Ratio | 0.34 | 2.50 |
| Sortino Ratio | 0.59 | 3.60 |
| Omega Ratio | 1.07 | 1.43 |
| Calmar Ratio | 0.15 | 1.31 |
| Martin Ratio | 1.13 | 15.60 |
| Ulcer Index | 5.02% | 1.29% |
| Daily Std Dev | 16.51% | 8.03% |
| Max Drawdown | -75.81% | -23.88% |
| Current Drawdown | -35.23% | -1.14% |
Correlation
The correlation between CAEIX and ETIMX is 0.81, 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.
Performance
CAEIX vs. ETIMX - Performance Comparison
In the year-to-date period, CAEIX achieves a -4.32% return, which is significantly lower than ETIMX's 13.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CAEIX vs. ETIMX - Expense Ratio Comparison
CAEIX has a 0.99% expense ratio, which is higher than ETIMX's 0.82% expense ratio.
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.
Dividends
CAEIX vs. ETIMX - Dividend Comparison
CAEIX's dividend yield for the trailing twelve months is around 1.12%, less than ETIMX's 1.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAEIX Calvert Global Energy Solutions Fund | 1.12% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.01% | 1.40% | 1.80% | 0.72% |
ETIMX Eventide Multi-Asset Income Fund | 1.67% | 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.
Volatility
CAEIX vs. ETIMX - Volatility Comparison
Calvert Global Energy Solutions Fund (CAEIX) has a higher volatility of 4.50% compared to Eventide Multi-Asset Income Fund (ETIMX) at 2.42%. 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.