CAEIX vs. LLGLX
CAEIX (Calvert Global Energy Solutions Fund) and LLGLX (Longleaf Partners Global Fund) are both Global Equities funds. Over the past 10 years, CAEIX returned 10.96%/yr vs 7.38%/yr for LLGLX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. CAEIX charges 0.99%/yr vs 1.15%/yr for LLGLX.
Performance
CAEIX vs. LLGLX - Performance Comparison
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Returns By Period
In the year-to-date period, CAEIX achieves a 11.37% return, which is significantly higher than LLGLX's 3.93% return. Over the past 10 years, CAEIX has outperformed LLGLX with an annualized return of 10.96%, while LLGLX has yielded a comparatively lower 7.38% annualized 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%
LLGLX
- 1D
- 0.28%
- 1M
- 0.55%
- 6M
- -0.95%
- YTD
- 3.93%
- 1Y
- 11.74%
- 3Y*
- 9.51%
- 5Y*
- 4.13%
- 10Y*
- 7.38%
- ALL TIME*
- 6.17%
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. LLGLX - 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% | 29.65% |
LLGLX Longleaf Partners Global Fund | 3.93% | 16.68% | 10.54% | 22.48% | -24.14% | 8.09% | 3.60% | 22.46% | -16.14% | 26.34% |
Correlation
The correlation between CAEIX and LLGLX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.74 |
Over the past year, the correlation between CAEIX and LLGLX has dropped to 0.45 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
CAEIX vs. LLGLX — Risk / Return Rank
CAEIX
LLGLX
CAEIX vs. LLGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and Longleaf Partners Global Fund (LLGLX). 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 | LLGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 0.89 | +1.17 |
| Martin ratioReturn relative to average drawdown | 6.54 | 2.16 | +4.38 |
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Drawdowns
CAEIX vs. LLGLX - Drawdown Comparison
The maximum CAEIX drawdown since its inception was -75.81%, which is greater than LLGLX's maximum drawdown of -40.46%. Use the drawdown chart below to compare losses from any high point for CAEIX and LLGLX.
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Drawdown Indicators
| CAEIX | LLGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.81% | -40.46% | -35.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -13.45% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -22.01% | -19.94% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -35.84% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | -40.46% | +2.92% |
Current DrawdownCurrent decline from peak | -9.53% | -3.58% | -5.95% |
Average DrawdownAverage peak-to-trough decline | -48.27% | -10.80% | -37.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 5.52% | -1.75% |
Volatility
CAEIX vs. LLGLX - Volatility Comparison
Calvert Global Energy Solutions Fund (CAEIX) has a higher volatility of 5.20% compared to Longleaf Partners Global Fund (LLGLX) at 4.89%. This indicates that CAEIX's price experiences larger fluctuations and is considered to be riskier than LLGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAEIX | LLGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 4.89% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 10.11% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 14.35% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 18.51% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 18.79% | +0.77% |
CAEIX vs. LLGLX - Expense Ratio Comparison
CAEIX has a 0.99% expense ratio, which is lower than LLGLX's 1.15% expense ratio.
Dividends
CAEIX vs. LLGLX - Dividend Comparison
CAEIX's dividend yield for the trailing twelve months is around 0.65%, less than LLGLX's 9.21% 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% |
LLGLX Longleaf Partners Global Fund | 9.21% | 9.57% | 3.16% | 0.14% | 0.90% | 7.15% | 2.99% | 4.31% | 12.38% | 1.09% | 0.49% | 0.24% |
Frequently Asked Questions
CAEIX and LLGLX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAEIX has higher volatility (5.20%) compared to LLGLX (4.89%). In terms of maximum drawdown, CAEIX dropped -75.81% vs LLGLX's -40.46%.
CAEIX currently has the higher Sharpe Ratio (1.38 vs 0.84), 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.
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