CAEIX vs. FGIAX
Compare and contrast key facts about Calvert Global Energy Solutions Fund (CAEIX) and Nuveen Global Infrastructure Fund Class A (FGIAX).
CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007. FGIAX is a passively managed fund by Nuveen that tracks the performance of the S&P Global Infrastructure Index NR. It was launched on Dec 17, 2007.
Performance
CAEIX vs. FGIAX - Performance Comparison
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CAEIX vs. FGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.53% | 17.73% | 10.70% | 8.51% | -6.23% | 14.51% | -2.76% | 29.32% | -7.91% | 19.40% |
Returns By Period
In the year-to-date period, CAEIX achieves a 4.22% return, which is significantly lower than FGIAX's 9.53% return. Over the past 10 years, CAEIX has outperformed FGIAX with an annualized return of 9.93%, while FGIAX has yielded a comparatively lower 8.70% annualized return.
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%
FGIAX
- 1D
- 0.53%
- 1M
- -3.78%
- YTD
- 9.53%
- 6M
- 10.02%
- 1Y
- 20.91%
- 3Y*
- 14.03%
- 5Y*
- 10.45%
- 10Y*
- 8.70%
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CAEIX vs. FGIAX - Expense Ratio Comparison
CAEIX has a 0.99% expense ratio, which is lower than FGIAX's 1.21% expense ratio.
Return for Risk
CAEIX vs. FGIAX — Risk / Return Rank
CAEIX
FGIAX
CAEIX vs. FGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.
| CAEIX | FGIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.20 | 1.75 | +0.44 |
Sortino ratioReturn per unit of downside risk | 2.90 | 2.26 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.39 | 2.61 | +0.78 |
Martin ratioReturn relative to average drawdown | 14.41 | 12.12 | +2.29 |
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
| CAEIX | FGIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.75 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.80 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.58 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.42 | -0.39 |
Correlation
The correlation between CAEIX and FGIAX is 0.75, 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
CAEIX vs. FGIAX - Dividend Comparison
CAEIX's dividend yield for the trailing twelve months is around 0.69%, less than FGIAX's 9.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.12% | 9.99% | 7.46% | 2.27% | 6.11% | 7.20% | 1.38% | 7.06% | 6.32% | 5.83% | 8.23% | 3.05% |
Drawdowns
CAEIX vs. FGIAX - Drawdown Comparison
The maximum CAEIX drawdown since its inception was -75.81%, which is greater than FGIAX's maximum drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for CAEIX and FGIAX.
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Drawdown Indicators
| CAEIX | FGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.81% | -49.35% | -26.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -8.29% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -21.08% | -11.50% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | -38.02% | +0.48% |
Current DrawdownCurrent decline from peak | -13.12% | -3.78% | -9.34% |
Average DrawdownAverage peak-to-trough decline | -49.06% | -7.22% | -41.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.78% | +0.84% |
Volatility
CAEIX vs. FGIAX - Volatility Comparison
Calvert Global Energy Solutions Fund (CAEIX) has a higher volatility of 6.88% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that CAEIX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAEIX | FGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 4.05% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 7.09% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 12.28% | +6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 13.08% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 15.17% | +4.44% |