CAEIX vs. VGPMX
Compare and contrast key facts about Calvert Global Energy Solutions Fund (CAEIX) and Vanguard Global Capital Cycles Fund (VGPMX).
CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
CAEIX vs. VGPMX - Performance Comparison
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CAEIX vs. VGPMX - 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% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, CAEIX achieves a 4.22% return, which is significantly lower than VGPMX's 4.53% return. Over the past 10 years, CAEIX has underperformed VGPMX with an annualized return of 9.93%, while VGPMX has yielded a comparatively higher 12.39% 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%
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
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CAEIX vs. VGPMX - Expense Ratio Comparison
CAEIX has a 0.99% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
CAEIX vs. VGPMX — Risk / Return Rank
CAEIX
VGPMX
CAEIX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) and Vanguard Global Capital Cycles Fund (VGPMX). 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 | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.20 | 2.94 | -0.74 |
Sortino ratioReturn per unit of downside risk | 2.90 | 3.51 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.56 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.39 | 4.24 | -0.85 |
Martin ratioReturn relative to average drawdown | 14.41 | 17.59 | -3.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAEIX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.94 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 1.12 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.57 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.25 | -0.22 |
Correlation
The correlation between CAEIX and VGPMX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CAEIX vs. VGPMX - Dividend Comparison
CAEIX's dividend yield for the trailing twelve months is around 0.69%, less than VGPMX's 3.73% 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% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
CAEIX vs. VGPMX - Drawdown Comparison
The maximum CAEIX drawdown since its inception was -75.81%, roughly equal to the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for CAEIX and VGPMX.
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Drawdown Indicators
| CAEIX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.81% | -78.85% | +3.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -12.80% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -22.71% | -9.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | -54.59% | +17.05% |
Current DrawdownCurrent decline from peak | -13.12% | -10.73% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -49.06% | -34.69% | -14.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.09% | -0.47% |
Volatility
CAEIX vs. VGPMX - Volatility Comparison
The current volatility for Calvert Global Energy Solutions Fund (CAEIX) is 6.88%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that CAEIX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAEIX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 7.56% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 13.14% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 19.28% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 17.15% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 21.65% | -2.04% |