CGAEX vs. FXAIX
Compare and contrast key facts about Calvert Global Energy Solutions Fund Class A (CGAEX) and Fidelity 500 Index Fund (FXAIX).
CGAEX is managed by Calvert Research and Management. It was launched on May 31, 2007. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
CGAEX vs. FXAIX - Performance Comparison
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CGAEX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, CGAEX achieves a 4.15% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, CGAEX has underperformed FXAIX with an annualized return of 9.63%, while FXAIX has yielded a comparatively higher 13.75% 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%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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CGAEX vs. FXAIX - Expense Ratio Comparison
CGAEX has a 1.24% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
CGAEX vs. FXAIX — Risk / Return Rank
CGAEX
FXAIX
CGAEX vs. FXAIX - 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 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.18 | 0.84 | +1.34 |
Sortino ratioReturn per unit of downside risk | 2.87 | 1.30 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | 1.05 | +2.28 |
Martin ratioReturn relative to average drawdown | 14.21 | 5.13 | +9.08 |
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
| CGAEX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 0.84 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.68 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.77 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.75 | -0.74 |
Correlation
The correlation between CGAEX and FXAIX 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. FXAIX - Dividend Comparison
CGAEX's dividend yield for the trailing twelve months is around 0.49%, less than FXAIX's 1.20% 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% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
CGAEX vs. FXAIX - Drawdown Comparison
The maximum CGAEX drawdown since its inception was -76.34%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CGAEX and FXAIX.
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Drawdown Indicators
| CGAEX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.34% | -33.79% | -42.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -12.13% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -33.14% | -24.50% | -8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -37.53% | -33.79% | -3.74% |
Current DrawdownCurrent decline from peak | -18.85% | -8.89% | -9.96% |
Average DrawdownAverage peak-to-trough decline | -51.03% | -3.83% | -47.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.50% | +0.14% |
Volatility
CGAEX vs. FXAIX - Volatility Comparison
Calvert Global Energy Solutions Fund Class A (CGAEX) has a higher volatility of 6.91% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that CGAEX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGAEX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 4.24% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 9.08% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 18.13% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 16.88% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.62% | 18.03% | +1.59% |