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CAEIX vs. PGIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAEIX vs. PGIIX - Performance Comparison

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

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CAEIX vs. PGIIX - 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%
PGIIX
Polen Global Growth Fund
-15.16%1.91%16.43%31.09%-31.20%17.43%23.67%35.47%2.48%31.52%

Returns By Period

In the year-to-date period, CAEIX achieves a 7.51% return, which is significantly higher than PGIIX's -15.16% return. Over the past 10 years, CAEIX has outperformed PGIIX with an annualized return of 10.27%, while PGIIX has yielded a comparatively lower 9.14% 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%

PGIIX

1D
3.23%
1M
-6.40%
YTD
-15.16%
6M
-17.87%
1Y
-8.90%
3Y*
5.79%
5Y*
0.62%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAEIX vs. PGIIX - Expense Ratio Comparison

Both CAEIX and PGIIX have an expense ratio of 0.99%.


Return for Risk

CAEIX vs. PGIIX — 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

PGIIX
PGIIX Risk / Return Rank: 11
Overall Rank
PGIIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PGIIX Sortino Ratio Rank: 11
Sortino Ratio Rank
PGIIX Omega Ratio Rank: 22
Omega Ratio Rank
PGIIX Calmar Ratio Rank: 22
Calmar Ratio Rank
PGIIX Martin Ratio Rank: 11
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. PGIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and Polen Global Growth Fund (PGIIX). 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.


CAEIXPGIIXDifference

Sharpe ratio

Return per unit of total volatility

2.50

-0.44

+2.94

Sortino ratio

Return per unit of downside risk

3.25

-0.51

+3.77

Omega ratio

Gain probability vs. loss probability

1.45

0.94

+0.52

Calmar ratio

Return relative to maximum drawdown

4.01

-0.46

+4.47

Martin ratio

Return relative to average drawdown

16.83

-1.41

+18.24

CAEIX vs. PGIIX - Sharpe Ratio Comparison

The current CAEIX Sharpe Ratio is 2.50, which is higher than the PGIIX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of CAEIX and PGIIX, 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


CAEIXPGIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

-0.44

+2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.03

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.48

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.49

-0.45

Correlation

The correlation between CAEIX and PGIIX is 0.71, 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. PGIIX - Dividend Comparison

CAEIX's dividend yield for the trailing twelve months is around 0.67%, less than PGIIX's 25.48% 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%
PGIIX
Polen Global Growth Fund
25.48%21.62%7.45%0.00%1.15%2.48%0.00%0.04%1.93%0.00%0.05%0.09%

Drawdowns

CAEIX vs. PGIIX - Drawdown Comparison

The maximum CAEIX drawdown since its inception was -75.81%, which is greater than PGIIX's maximum drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for CAEIX and PGIIX.


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Drawdown Indicators


CAEIXPGIIXDifference

Max Drawdown

Largest peak-to-trough decline

-75.81%

-37.09%

-38.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-22.38%

+11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-37.09%

+4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-37.09%

-0.45%

Current Drawdown

Current decline from peak

-10.38%

-19.74%

+9.36%

Average Drawdown

Average peak-to-trough decline

-49.05%

-6.94%

-42.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

7.30%

-4.67%

Volatility

CAEIX vs. PGIIX - Volatility Comparison

Calvert Global Energy Solutions Fund (CAEIX) has a higher volatility of 7.69% compared to Polen Global Growth Fund (PGIIX) at 6.94%. This indicates that CAEIX's price experiences larger fluctuations and is considered to be riskier than PGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAEIXPGIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

6.94%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

11.98%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

20.98%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

19.52%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

19.17%

+0.46%