CAEIX vs. GNXIX
CAEIX (Calvert Global Energy Solutions Fund) and GNXIX (AlphaCentric Robotics and Automation Fund) are both Global Equities funds. Over the past 5 years, CAEIX returned 3.84%/yr vs -1.86%/yr for GNXIX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. CAEIX charges 0.99%/yr vs 1.40%/yr for GNXIX.
Performance
CAEIX vs. GNXIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CAEIX achieves a 11.37% return, which is significantly higher than GNXIX's -17.91% return.
CAEIX
- 1D
- -0.13%
- 1M
- -2.99%
- 6M
- 4.43%
- YTD
- 11.37%
- 1Y
- 25.28%
- 3Y*
- 8.88%
- 5Y*
- 3.84%
- 10Y*
- 10.96%
- ALL TIME*
- 1.09%
GNXIX
- 1D
- 1.58%
- 1M
- -14.10%
- 6M
- -21.65%
- YTD
- -17.91%
- 1Y
- -8.11%
- 3Y*
- 7.34%
- 5Y*
- -1.86%
- 10Y*
- —
- ALL TIME*
- 5.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CAEIX vs. GNXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAEIX Calvert Global Energy Solutions Fund | 11.37% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 13.13% |
GNXIX AlphaCentric Robotics and Automation Fund | -17.91% | 22.71% | 24.96% | 7.21% | -32.53% | 5.95% | 40.26% | 27.85% | -18.74% | 20.66% |
Correlation
The correlation between CAEIX and GNXIX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2017 | 0.71 |
The correlation between CAEIX and GNXIX has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CAEIX vs. GNXIX — Risk / Return Rank
CAEIX
GNXIX
CAEIX vs. GNXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and AlphaCentric Robotics and Automation Fund (GNXIX). 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 | GNXIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.99 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | -0.26 | +2.33 |
| Martin ratioReturn relative to average drawdown | 6.54 | -0.61 | +7.15 |
Loading charts...
Drawdowns
CAEIX vs. GNXIX - Drawdown Comparison
The maximum CAEIX drawdown since its inception was -75.81%, which is greater than GNXIX's maximum drawdown of -46.17%. Use the drawdown chart below to compare losses from any high point for CAEIX and GNXIX.
Loading charts...
Drawdown Indicators
| CAEIX | GNXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.81% | -46.17% | -29.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -36.83% | +24.86% |
Max Drawdown (3Y)Largest decline over 3 years | -22.01% | -36.83% | +14.82% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -45.91% | +13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | — | — |
Current DrawdownCurrent decline from peak | -9.53% | -32.45% | +22.92% |
Average DrawdownAverage peak-to-trough decline | -48.27% | -17.26% | -31.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 16.00% | -12.23% |
Volatility
CAEIX vs. GNXIX - Volatility Comparison
The current volatility for Calvert Global Energy Solutions Fund (CAEIX) is 5.20%, while AlphaCentric Robotics and Automation Fund (GNXIX) has a volatility of 12.35%. This indicates that CAEIX experiences smaller price fluctuations and is considered to be less risky than GNXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CAEIX | GNXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 12.35% | -7.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 31.57% | -16.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 41.09% | -23.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 28.50% | -9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 24.80% | -5.24% |
CAEIX vs. GNXIX - Expense Ratio Comparison
CAEIX has a 0.99% expense ratio, which is lower than GNXIX's 1.40% expense ratio.
Dividends
CAEIX vs. GNXIX - Dividend Comparison
CAEIX's dividend yield for the trailing twelve months is around 0.65%, less than GNXIX's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAEIX Calvert Global Energy Solutions Fund | 0.65% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
GNXIX AlphaCentric Robotics and Automation Fund | 1.45% | 1.19% | 0.00% | 0.00% | 5.18% | 4.23% | 0.00% | 0.00% | 3.38% | 1.85% | 0.00% | 0.00% |
Frequently Asked Questions
CAEIX and GNXIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GNXIX has higher volatility (12.35%) compared to CAEIX (5.20%). In terms of maximum drawdown, CAEIX dropped -75.81% vs GNXIX's -46.17%.
CAEIX currently has the higher Sharpe Ratio (1.38 vs -0.24), 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.
Find the right allocation for CAEIX and GNXIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer