CGAEX vs. CSIEX
CGAEX (Calvert Global Energy Solutions Fund Class A) and CSIEX (Calvert Equity Fund) are both mutual funds - CGAEX is a Energy Equities fund managed by Calvert, while CSIEX is a Large Cap Growth Equities fund managed by Calvert. Over the past 10 years, CGAEX returned 10.65%/yr vs 11.82%/yr for CSIEX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. CGAEX charges 1.24%/yr vs 0.91%/yr for CSIEX.
Performance
CGAEX vs. CSIEX - Performance Comparison
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Returns By Period
In the year-to-date period, CGAEX achieves a 11.20% return, which is significantly higher than CSIEX's -4.70% return. Over the past 10 years, CGAEX has underperformed CSIEX with an annualized return of 10.65%, while CSIEX has yielded a comparatively higher 11.82% annualized return.
CGAEX
- 1D
- -0.07%
- 1M
- -2.98%
- 6M
- 4.30%
- YTD
- 11.20%
- 1Y
- 24.96%
- 3Y*
- 8.61%
- 5Y*
- 3.58%
- 10Y*
- 10.65%
- ALL TIME*
- 0.72%
CSIEX
- 1D
- -0.33%
- 1M
- 2.19%
- 6M
- -3.82%
- YTD
- -4.70%
- 1Y
- -2.04%
- 3Y*
- 5.33%
- 5Y*
- 3.20%
- 10Y*
- 11.82%
- ALL TIME*
- 8.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
CSIEX Calvert Equity Fund | $0.00 | $0.00 | $0.00 |
CGAEX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGAEX Calvert Global Energy Solutions Fund Class A | 11.20% | 32.27% | -7.33% | 5.40% | -17.66% | 6.50% | 61.15% | 33.16% | -19.66% | 29.42% |
CSIEX Calvert Equity Fund | -4.70% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Correlation
The correlation between CGAEX and CSIEX is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 31, 2007 | 0.71 |
Over the past year, the correlation between CGAEX and CSIEX has dropped to 0.21 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
CGAEX vs. CSIEX — Risk / Return Rank
CGAEX
CSIEX
CGAEX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund Class A (CGAEX) and Calvert Equity Fund (CSIEX). 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.
| CGAEX | CSIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.98 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.20 | +2.22 |
| Martin ratioReturn relative to average drawdown | 6.42 | -0.40 | +6.82 |
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Drawdowns
CGAEX vs. CSIEX - Drawdown Comparison
The maximum CGAEX drawdown since its inception was -76.34%, which is greater than CSIEX's maximum drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CGAEX and CSIEX.
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Drawdown Indicators
| CGAEX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.34% | -50.81% | -25.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -14.28% | +2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -22.12% | -14.87% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -33.14% | -25.71% | -7.43% |
Max Drawdown (10Y)Largest decline over 10 years | -37.53% | -30.50% | -7.03% |
Current DrawdownCurrent decline from peak | -13.35% | -6.99% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -50.29% | -6.25% | -44.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 7.26% | -3.48% |
Volatility
CGAEX vs. CSIEX - Volatility Comparison
Calvert Global Energy Solutions Fund Class A (CGAEX) and Calvert Equity Fund (CSIEX) have volatilities of 5.20% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGAEX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 5.37% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 11.18% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.91% | 13.69% | +4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 16.45% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 17.22% | +2.35% |
CGAEX vs. CSIEX - Expense Ratio Comparison
CGAEX has a 1.24% expense ratio, which is higher than CSIEX's 0.91% expense ratio.
Dividends
CGAEX vs. CSIEX - Dividend Comparison
CGAEX's dividend yield for the trailing twelve months is around 0.46%, less than CSIEX's 24.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGAEX Calvert Global Energy Solutions Fund Class A | 0.46% | 0.51% | 0.91% | 0.83% | 0.65% | 0.26% | 0.66% | 1.01% | 1.69% | 1.19% | 1.06% | 0.20% |
CSIEX Calvert Equity Fund | 24.10% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Frequently Asked Questions
CGAEX and CSIEX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSIEX has higher volatility (5.37%) compared to CGAEX (5.20%). In terms of maximum drawdown, CGAEX dropped -76.34% vs CSIEX's -50.81%.
CGAEX currently has the higher Sharpe Ratio (1.36 vs -0.21), 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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