CGAEX vs. FITLX

Last updated Apr 1, 2026

Compare and contrast key facts about Calvert Global Energy Solutions Fund Class A (CGAEX) and Fidelity US Sustainability Index Fund (FITLX).

CGAEX is managed by Calvert Research and Management. It was launched on May 31, 2007. FITLX is managed by Fidelity. It was launched on May 9, 2017.

Performance

CGAEX vs. FITLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Global Energy Solutions Fund Class A (CGAEX) and Fidelity US Sustainability Index Fund (FITLX). The values are adjusted to include any dividend payments, if applicable.

CGAEX vs. FITLX - 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%	16.00%
FITLX Fidelity US Sustainability Index Fund	-8.73%	18.77%	23.59%	29.04%	-20.28%	31.55%	18.69%	31.54%	-3.32%	13.07%

Returns By Period

In the year-to-date period, CGAEX achieves a 4.15% return, which is significantly higher than FITLX's -8.73% 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%

FITLX

• 1D: -0.25%
• 1M: -8.43%
• YTD: -8.73%
• 6M: -5.26%
• 1Y: 16.00%
• 3Y*: 16.94%
• 5Y*: 11.13%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGAEX vs. FITLX - Expense Ratio Comparison

CGAEX has a 1.24% expense ratio, which is higher than FITLX's 0.11% expense ratio.

CGAEX

Calvert Global Energy Solutions Fund Class A

FITLX

Fidelity US Sustainability Index Fund

Return for Risk

CGAEX vs. FITLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGAEX

CGAEX Risk / Return Rank: 94
CGAEX Sharpe Ratio Rank: 94
CGAEX Sortino Ratio Rank: 93
CGAEX Omega Ratio Rank: 89
CGAEX Calmar Ratio Rank: 95
CGAEX Martin Ratio Rank: 96

FITLX

FITLX Risk / Return Rank: 51
FITLX Sharpe Ratio Rank: 46
FITLX Sortino Ratio Rank: 52
FITLX Omega Ratio Rank: 52
FITLX Calmar Ratio Rank: 52
FITLX Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGAEX vs. FITLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund Class A (CGAEX) and Fidelity US Sustainability Index Fund (FITLX). 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	FITLX	Difference
Sharpe ratio Return per unit of total volatility	2.18	0.90	+1.27
Sortino ratio Return per unit of downside risk	2.87	1.40	+1.47
Omega ratio Gain probability vs. loss probability	1.39	1.20	+0.19
Calmar ratio Return relative to maximum drawdown	3.34	1.23	+2.10
Martin ratio Return relative to average drawdown	14.21	5.04	+9.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGAEX vs. FITLX - Sharpe Ratio Comparison

The current CGAEX Sharpe Ratio is 2.18, which is higher than the FITLX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CGAEX and FITLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CGAEX	FITLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	0.90	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.64	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.71	-0.69

Correlation

The correlation between CGAEX and FITLX is 0.79, 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

CGAEX vs. FITLX - Dividend Comparison

CGAEX's dividend yield for the trailing twelve months is around 0.49%, less than FITLX's 1.22% 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%
FITLX Fidelity US Sustainability Index Fund	1.22%	1.11%	1.29%	1.12%	1.49%	0.99%	1.01%	1.41%	1.58%	0.76%	0.00%	0.00%

Drawdowns

CGAEX vs. FITLX - Drawdown Comparison

The maximum CGAEX drawdown since its inception was -76.34%, which is greater than FITLX's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for CGAEX and FITLX.

Drawdown Indicators

	CGAEX	FITLX	Difference
Max Drawdown Largest peak-to-trough decline	-76.34%	-34.35%	-41.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.15%	-11.38%	+0.23%
Max Drawdown (5Y) Largest decline over 5 years	-33.14%	-26.91%	-6.23%
Max Drawdown (10Y) Largest decline over 10 years	-37.53%	—	—
Current Drawdown Current decline from peak	-18.85%	-11.15%	-7.70%
Average Drawdown Average peak-to-trough decline	-51.03%	-5.14%	-45.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.78%	-0.14%

Volatility

CGAEX vs. FITLX - Volatility Comparison

Calvert Global Energy Solutions Fund Class A (CGAEX) has a higher volatility of 6.91% compared to Fidelity US Sustainability Index Fund (FITLX) at 4.45%. This indicates that CGAEX's price experiences larger fluctuations and is considered to be riskier than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGAEX	FITLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.91%	4.45%	+2.46%
Volatility (6M) Calculated over the trailing 6-month period	12.14%	9.61%	+2.53%
Volatility (1Y) Calculated over the trailing 1-year period	18.27%	18.29%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.06%	17.50%	+1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.62%	19.17%	+0.45%