CAEIX vs. SSGLX
Compare and contrast key facts about Calvert Global Energy Solutions Fund (CAEIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
CAEIX vs. SSGLX - Performance Comparison
Loading graphics...
CAEIX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, CAEIX achieves a 4.22% return, which is significantly higher than SSGLX's -0.64% return. Over the past 10 years, CAEIX has outperformed SSGLX with an annualized return of 9.93%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CAEIX vs. SSGLX - Expense Ratio Comparison
CAEIX has a 0.99% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
CAEIX vs. SSGLX — Risk / Return Rank
CAEIX
SSGLX
CAEIX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.20 | 1.56 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.90 | 2.12 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.39 | 2.00 | +1.39 |
Martin ratioReturn relative to average drawdown | 14.41 | 7.90 | +6.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CAEIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.56 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.48 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.37 | -0.34 |
Correlation
The correlation between CAEIX and SSGLX is 0.80, 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. SSGLX - Dividend Comparison
CAEIX's dividend yield for the trailing twelve months is around 0.69%, less than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
CAEIX vs. SSGLX - Drawdown Comparison
The maximum CAEIX drawdown since its inception was -75.81%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for CAEIX and SSGLX.
Loading graphics...
Drawdown Indicators
| CAEIX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.81% | -35.88% | -39.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -11.22% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -30.08% | -2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | -35.88% | -1.66% |
Current DrawdownCurrent decline from peak | -13.12% | -10.87% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -49.06% | -8.32% | -40.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.84% | -0.22% |
Volatility
CAEIX vs. SSGLX - Volatility Comparison
Calvert Global Energy Solutions Fund (CAEIX) has a higher volatility of 6.88% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.44%. This indicates that CAEIX's price experiences larger fluctuations and is considered to be riskier than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CAEIX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 6.44% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 10.02% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 15.49% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 14.49% | +4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 16.15% | +3.46% |