CGAEX vs. CULAX
Compare and contrast key facts about Calvert Global Energy Solutions Fund Class A (CGAEX) and Calvert Ultra-Short Duration Income Fund (CULAX).
CGAEX is managed by Calvert Research and Management. It was launched on May 31, 2007. CULAX is managed by Calvert Research and Management. It was launched on Oct 31, 2006.
Performance
CGAEX vs. CULAX - Performance Comparison
Loading graphics...
CGAEX vs. CULAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGAEX Calvert Global Energy Solutions Fund Class A | 4.15% | 32.27% | -7.33% | 5.40% | -17.66% | 6.50% | 61.15% | 33.16% | -19.66% | 29.42% |
CULAX Calvert Ultra-Short Duration Income Fund | 0.31% | 4.55% | 5.69% | 6.07% | -0.56% | 0.43% | 0.66% | 3.30% | 1.15% | 1.27% |
Returns By Period
In the year-to-date period, CGAEX achieves a 4.15% return, which is significantly higher than CULAX's 0.31% return. Over the past 10 years, CGAEX has outperformed CULAX with an annualized return of 9.63%, while CULAX has yielded a comparatively lower 2.43% annualized return.
CGAEX
- 1D
- -0.42%
- 1M
- -7.37%
- YTD
- 4.15%
- 6M
- 8.23%
- 1Y
- 41.13%
- 3Y*
- 7.42%
- 5Y*
- 3.15%
- 10Y*
- 9.63%
CULAX
- 1D
- 0.00%
- 1M
- -0.30%
- YTD
- 0.31%
- 6M
- 1.41%
- 1Y
- 3.71%
- 3Y*
- 5.07%
- 5Y*
- 3.22%
- 10Y*
- 2.43%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CGAEX vs. CULAX - Expense Ratio Comparison
CGAEX has a 1.24% expense ratio, which is higher than CULAX's 0.72% expense ratio.
Return for Risk
CGAEX vs. CULAX — Risk / Return Rank
CGAEX
CULAX
CGAEX vs. CULAX - 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 Ultra-Short Duration Income Fund (CULAX). 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.
| CGAEX | CULAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.18 | 2.95 | -0.78 |
Sortino ratioReturn per unit of downside risk | 2.87 | 9.42 | -6.55 |
Omega ratioGain probability vs. loss probability | 1.39 | 3.22 | -1.82 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | 13.55 | -10.22 |
Martin ratioReturn relative to average drawdown | 14.21 | 45.47 | -31.26 |
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
| CGAEX | CULAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 2.95 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 2.45 | -2.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 1.74 | -1.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 2.05 | -2.04 |
Correlation
The correlation between CGAEX and CULAX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CGAEX vs. CULAX - Dividend Comparison
CGAEX's dividend yield for the trailing twelve months is around 0.49%, less than CULAX's 3.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGAEX Calvert Global Energy Solutions Fund Class A | 0.49% | 0.51% | 0.91% | 0.83% | 0.65% | 0.26% | 0.66% | 1.01% | 1.69% | 1.19% | 1.06% | 0.20% |
CULAX Calvert Ultra-Short Duration Income Fund | 3.64% | 4.13% | 4.90% | 4.52% | 1.47% | 0.64% | 1.25% | 2.44% | 2.10% | 1.13% | 1.10% | 0.66% |
Drawdowns
CGAEX vs. CULAX - Drawdown Comparison
The maximum CGAEX drawdown since its inception was -76.34%, which is greater than CULAX's maximum drawdown of -7.40%. Use the drawdown chart below to compare losses from any high point for CGAEX and CULAX.
Loading graphics...
Drawdown Indicators
| CGAEX | CULAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.34% | -7.40% | -68.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -0.30% | -10.85% |
Max Drawdown (5Y)Largest decline over 5 years | -33.14% | -2.19% | -30.95% |
Max Drawdown (10Y)Largest decline over 10 years | -37.53% | -7.40% | -30.13% |
Current DrawdownCurrent decline from peak | -18.85% | -0.30% | -18.55% |
Average DrawdownAverage peak-to-trough decline | -51.03% | -0.21% | -50.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 0.09% | +2.55% |
Volatility
CGAEX vs. CULAX - Volatility Comparison
Calvert Global Energy Solutions Fund Class A (CGAEX) has a higher volatility of 6.91% compared to Calvert Ultra-Short Duration Income Fund (CULAX) at 0.17%. This indicates that CGAEX's price experiences larger fluctuations and is considered to be riskier than CULAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CGAEX | CULAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 0.17% | +6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 0.87% | +11.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 1.39% | +16.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 1.32% | +17.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.62% | 1.41% | +18.21% |