CAREX vs. GAOAX
Compare and contrast key facts about Domini Sustainable Solutions Fund (CAREX) and JPMorgan Global Allocation Fund A (GAOAX).
CAREX is managed by Domini. It was launched on Mar 31, 2020. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
CAREX vs. GAOAX - Performance Comparison
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CAREX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CAREX Domini Sustainable Solutions Fund | 2.84% | 13.67% | 10.05% | 13.16% | -27.19% | -6.45% | 101.66% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 39.99% |
Returns By Period
In the year-to-date period, CAREX achieves a 2.84% return, which is significantly higher than GAOAX's -3.89% return.
CAREX
- 1D
- 3.42%
- 1M
- -4.60%
- YTD
- 2.84%
- 6M
- 5.54%
- 1Y
- 22.08%
- 3Y*
- 10.94%
- 5Y*
- 1.08%
- 10Y*
- —
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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CAREX vs. GAOAX - Expense Ratio Comparison
CAREX has a 1.40% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
CAREX vs. GAOAX — Risk / Return Rank
CAREX
GAOAX
CAREX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Sustainable Solutions Fund (CAREX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| CAREX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.86 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.24 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.10 | +0.84 |
Martin ratioReturn relative to average drawdown | 8.42 | 4.47 | +3.94 |
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
| CAREX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.86 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.17 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.54 | +0.04 |
Correlation
The correlation between CAREX and GAOAX is 0.82, 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
CAREX vs. GAOAX - Dividend Comparison
CAREX has not paid dividends to shareholders, while GAOAX's dividend yield for the trailing twelve months is around 10.04%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAREX Domini Sustainable Solutions Fund | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 4.13% | 3.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
CAREX vs. GAOAX - Drawdown Comparison
The maximum CAREX drawdown since its inception was -43.11%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for CAREX and GAOAX.
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Drawdown Indicators
| CAREX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.11% | -29.02% | -14.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -8.95% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -41.05% | -29.02% | -12.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.02% | — |
Current DrawdownCurrent decline from peak | -10.48% | -7.61% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -21.43% | -6.01% | -15.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.20% | +0.33% |
Volatility
CAREX vs. GAOAX - Volatility Comparison
Domini Sustainable Solutions Fund (CAREX) has a higher volatility of 7.70% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that CAREX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAREX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 4.98% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 7.55% | +4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 11.53% | +6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 11.03% | +8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.11% | 10.81% | +10.30% |