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CAEIX vs. IEVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAEIX vs. IEVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Global Energy Solutions Fund (CAEIX) and Columbia Global Value Fund (IEVAX). The values are adjusted to include any dividend payments, if applicable.

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CAEIX vs. IEVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAEIX
Calvert Global Energy Solutions Fund
7.51%32.61%-7.13%5.67%-17.43%6.73%61.52%33.48%-19.26%29.65%
IEVAX
Columbia Global Value Fund
-0.80%21.42%11.78%12.00%-8.52%20.31%3.77%24.55%-12.22%21.93%

Returns By Period

In the year-to-date period, CAEIX achieves a 7.51% return, which is significantly higher than IEVAX's -0.80% return. Over the past 10 years, CAEIX has outperformed IEVAX with an annualized return of 10.27%, while IEVAX has yielded a comparatively lower 9.58% annualized return.


CAEIX

1D
3.16%
1M
-3.78%
YTD
7.51%
6M
10.19%
1Y
45.58%
3Y*
8.82%
5Y*
3.73%
10Y*
10.27%

IEVAX

1D
2.72%
1M
-5.58%
YTD
-0.80%
6M
3.01%
1Y
18.16%
3Y*
13.74%
5Y*
8.48%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAEIX vs. IEVAX - Expense Ratio Comparison

CAEIX has a 0.99% expense ratio, which is lower than IEVAX's 1.13% expense ratio.


Return for Risk

CAEIX vs. IEVAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAEIX
CAEIX Risk / Return Rank: 9595
Overall Rank
CAEIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CAEIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
CAEIX Omega Ratio Rank: 9292
Omega Ratio Rank
CAEIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
CAEIX Martin Ratio Rank: 9797
Martin Ratio Rank

IEVAX
IEVAX Risk / Return Rank: 6161
Overall Rank
IEVAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IEVAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
IEVAX Omega Ratio Rank: 6363
Omega Ratio Rank
IEVAX Calmar Ratio Rank: 5454
Calmar Ratio Rank
IEVAX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAEIX vs. IEVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and Columbia Global Value Fund (IEVAX). 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.


CAEIXIEVAXDifference

Sharpe ratio

Return per unit of total volatility

2.50

1.22

+1.27

Sortino ratio

Return per unit of downside risk

3.25

1.71

+1.55

Omega ratio

Gain probability vs. loss probability

1.45

1.26

+0.19

Calmar ratio

Return relative to maximum drawdown

4.01

1.52

+2.48

Martin ratio

Return relative to average drawdown

16.83

7.26

+9.57

CAEIX vs. IEVAX - Sharpe Ratio Comparison

The current CAEIX Sharpe Ratio is 2.50, which is higher than the IEVAX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of CAEIX and IEVAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CAEIXIEVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.22

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.61

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.58

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.44

-0.40

Correlation

The correlation between CAEIX and IEVAX is 0.79, 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. IEVAX - Dividend Comparison

CAEIX's dividend yield for the trailing twelve months is around 0.67%, less than IEVAX's 10.80% yield.


TTM20252024202320222021202020192018201720162015
CAEIX
Calvert Global Energy Solutions Fund
0.67%0.72%1.17%1.07%0.86%0.49%0.82%1.23%2.00%1.40%1.79%0.72%
IEVAX
Columbia Global Value Fund
10.80%10.06%10.32%6.26%7.61%11.24%8.76%9.16%6.75%1.66%2.28%4.68%

Drawdowns

CAEIX vs. IEVAX - Drawdown Comparison

The maximum CAEIX drawdown since its inception was -75.81%, which is greater than IEVAX's maximum drawdown of -56.85%. Use the drawdown chart below to compare losses from any high point for CAEIX and IEVAX.


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Drawdown Indicators


CAEIXIEVAXDifference

Max Drawdown

Largest peak-to-trough decline

-75.81%

-56.85%

-18.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-12.17%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-20.58%

-12.00%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-37.88%

+0.34%

Current Drawdown

Current decline from peak

-10.38%

-6.32%

-4.06%

Average Drawdown

Average peak-to-trough decline

-49.05%

-8.50%

-40.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.55%

+0.08%

Volatility

CAEIX vs. IEVAX - Volatility Comparison

Calvert Global Energy Solutions Fund (CAEIX) has a higher volatility of 7.69% compared to Columbia Global Value Fund (IEVAX) at 5.27%. This indicates that CAEIX's price experiences larger fluctuations and is considered to be riskier than IEVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAEIXIEVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

5.27%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

8.11%

+4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

14.91%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

14.06%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

16.59%

+3.04%