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CGAEX vs. PBD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGAEX vs. PBD - Performance Comparison

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

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CGAEX vs. PBD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PBD
Invesco Global Clean Energy ETF
11.61%43.65%-26.39%-10.69%-29.70%-22.30%145.46%40.00%-19.32%28.72%

Returns By Period

In the year-to-date period, CGAEX achieves a 4.15% return, which is significantly lower than PBD's 11.61% return. Over the past 10 years, CGAEX has outperformed PBD with an annualized return of 9.63%, while PBD has yielded a comparatively lower 7.28% 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%

PBD

1D
3.34%
1M
-2.23%
YTD
11.61%
6M
19.78%
1Y
74.57%
3Y*
-0.76%
5Y*
-9.29%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGAEX vs. PBD - Expense Ratio Comparison

CGAEX has a 1.24% expense ratio, which is higher than PBD's 0.75% expense ratio.


Return for Risk

CGAEX vs. PBD — Risk / Return Rank

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

CGAEX
CGAEX Risk / Return Rank: 9494
Overall Rank
CGAEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CGAEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CGAEX Omega Ratio Rank: 8989
Omega Ratio Rank
CGAEX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CGAEX Martin Ratio Rank: 9696
Martin Ratio Rank

PBD
PBD Risk / Return Rank: 9797
Overall Rank
PBD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PBD Sortino Ratio Rank: 9797
Sortino Ratio Rank
PBD Omega Ratio Rank: 9696
Omega Ratio Rank
PBD Calmar Ratio Rank: 9797
Calmar Ratio Rank
PBD Martin Ratio Rank: 9797
Martin Ratio Rank
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. PBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund Class A (CGAEX) and Invesco Global Clean Energy ETF (PBD). 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.


CGAEXPBDDifference

Sharpe ratio

Return per unit of total volatility

2.18

2.96

-0.78

Sortino ratio

Return per unit of downside risk

2.87

3.67

-0.81

Omega ratio

Gain probability vs. loss probability

1.39

1.49

-0.10

Calmar ratio

Return relative to maximum drawdown

3.34

5.24

-1.91

Martin ratio

Return relative to average drawdown

14.21

19.56

-5.35

CGAEX vs. PBD - Sharpe Ratio Comparison

The current CGAEX Sharpe Ratio is 2.18, which is comparable to the PBD Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of CGAEX and PBD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGAEXPBDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

2.96

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.33

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.27

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.01

+0.03

Correlation

The correlation between CGAEX and PBD is 0.87, 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. PBD - Dividend Comparison

CGAEX's dividend yield for the trailing twelve months is around 0.49%, less than PBD's 2.02% yield.


TTM20252024202320222021202020192018201720162015
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%
PBD
Invesco Global Clean Energy ETF
2.02%2.71%1.81%2.85%2.98%0.67%0.48%1.83%1.86%1.76%2.04%1.24%

Drawdowns

CGAEX vs. PBD - Drawdown Comparison

The maximum CGAEX drawdown since its inception was -76.34%, roughly equal to the maximum PBD drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for CGAEX and PBD.


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Drawdown Indicators


CGAEXPBDDifference

Max Drawdown

Largest peak-to-trough decline

-76.34%

-78.60%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-13.51%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-33.14%

-69.26%

+36.12%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

-75.40%

+37.87%

Current Drawdown

Current decline from peak

-18.85%

-50.86%

+32.01%

Average Drawdown

Average peak-to-trough decline

-51.03%

-53.49%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.62%

-0.98%

Volatility

CGAEX vs. PBD - Volatility Comparison

The current volatility for Calvert Global Energy Solutions Fund Class A (CGAEX) is 6.91%, while Invesco Global Clean Energy ETF (PBD) has a volatility of 9.50%. This indicates that CGAEX experiences smaller price fluctuations and is considered to be less risky than PBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGAEXPBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

9.50%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

17.96%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

25.46%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

28.43%

-9.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

27.11%

-7.49%