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CGAEX vs. FITLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGAEX and FITLX is 0.80, 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.


-0.50.00.51.00.8

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.96%
8.45%
CGAEX
FITLX

Key characteristics

Sharpe Ratio

CGAEX:

0.21

FITLX:

1.85

Sortino Ratio

CGAEX:

0.40

FITLX:

2.50

Omega Ratio

CGAEX:

1.05

FITLX:

1.34

Calmar Ratio

CGAEX:

0.08

FITLX:

2.78

Martin Ratio

CGAEX:

0.66

FITLX:

10.75

Ulcer Index

CGAEX:

5.11%

FITLX:

2.46%

Daily Std Dev

CGAEX:

15.78%

FITLX:

14.27%

Max Drawdown

CGAEX:

-76.26%

FITLX:

-34.35%

Current Drawdown

CGAEX:

-39.89%

FITLX:

-1.12%

Returns By Period

In the year-to-date period, CGAEX achieves a 1.72% return, which is significantly lower than FITLX's 3.32% return.


CGAEX

YTD

1.72%

1M

1.43%

6M

-3.96%

1Y

2.75%

5Y*

6.51%

10Y*

5.99%

FITLX

YTD

3.32%

1M

2.21%

6M

8.45%

1Y

24.64%

5Y*

14.69%

10Y*

N/A

*Annualized

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CGAEX vs. FITLX - Expense Ratio Comparison

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


Expense ratio chart for CGAEX: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%
Expense ratio chart for FITLX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

CGAEX vs. FITLX — Risk-Adjusted Performance Rank

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

CGAEX
The Risk-Adjusted Performance Rank of CGAEX is 88
Overall Rank
The Sharpe Ratio Rank of CGAEX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of CGAEX is 99
Sortino Ratio Rank
The Omega Ratio Rank of CGAEX is 88
Omega Ratio Rank
The Calmar Ratio Rank of CGAEX is 88
Calmar Ratio Rank
The Martin Ratio Rank of CGAEX is 99
Martin Ratio Rank

FITLX
The Risk-Adjusted Performance Rank of FITLX is 8585
Overall Rank
The Sharpe Ratio Rank of FITLX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FITLX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FITLX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FITLX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FITLX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGAEX vs. FITLX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for CGAEX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.000.211.85
The chart of Sortino ratio for CGAEX, currently valued at 0.40, compared to the broader market0.005.0010.000.402.50
The chart of Omega ratio for CGAEX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.34
The chart of Calmar ratio for CGAEX, currently valued at 0.13, compared to the broader market0.005.0010.0015.0020.000.132.78
The chart of Martin ratio for CGAEX, currently valued at 0.66, compared to the broader market0.0020.0040.0060.0080.00100.000.6610.75
CGAEX
FITLX

The current CGAEX Sharpe Ratio is 0.21, which is lower than the FITLX Sharpe Ratio of 1.85. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.21
1.85
CGAEX
FITLX

Dividends

CGAEX vs. FITLX - Dividend Comparison

CGAEX's dividend yield for the trailing twelve months is around 0.90%, less than FITLX's 1.25% yield.


TTM2024202320222021202020192018201720162015
CGAEX
Calvert Global Energy Solutions Fund Class A
0.90%0.92%0.83%0.64%0.26%0.66%1.01%1.68%1.18%1.05%0.20%
FITLX
Fidelity US Sustainability Index Fund
1.25%1.29%1.12%1.49%0.81%1.01%1.27%1.37%0.71%0.00%0.00%

Drawdowns

CGAEX vs. FITLX - Drawdown Comparison

The maximum CGAEX drawdown since its inception was -76.26%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-22.41%
-1.12%
CGAEX
FITLX

Volatility

CGAEX vs. FITLX - Volatility Comparison

The current volatility for Calvert Global Energy Solutions Fund Class A (CGAEX) is 5.09%, while Fidelity US Sustainability Index Fund (FITLX) has a volatility of 5.59%. This indicates that CGAEX experiences smaller price fluctuations and is considered to be less risky than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.09%
5.59%
CGAEX
FITLX