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CNGLX vs. CAEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNGLX vs. CAEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commonwealth Global Fund (CNGLX) and Calvert Global Energy Solutions Fund (CAEIX). The values are adjusted to include any dividend payments, if applicable.

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CNGLX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNGLX
Commonwealth Global Fund
-3.38%6.46%6.79%12.94%-19.81%13.45%14.71%21.78%-13.16%15.60%
CAEIX
Calvert Global Energy Solutions Fund
7.51%32.61%-7.13%5.67%-17.43%6.73%61.52%33.48%-19.26%29.65%

Returns By Period

In the year-to-date period, CNGLX achieves a -3.38% return, which is significantly lower than CAEIX's 7.51% return. Over the past 10 years, CNGLX has underperformed CAEIX with an annualized return of 5.16%, while CAEIX has yielded a comparatively higher 10.27% annualized return.


CNGLX

1D
1.94%
1M
-5.17%
YTD
-3.38%
6M
-3.78%
1Y
6.57%
3Y*
4.99%
5Y*
1.43%
10Y*
5.16%

CAEIX

1D
3.16%
1M
-3.78%
YTD
7.51%
6M
10.19%
1Y
45.58%
3Y*
8.82%
5Y*
3.73%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNGLX vs. CAEIX - Expense Ratio Comparison

CNGLX has a 2.49% expense ratio, which is higher than CAEIX's 0.99% expense ratio.


Return for Risk

CNGLX vs. CAEIX — Risk / Return Rank

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

CNGLX
CNGLX Risk / Return Rank: 1313
Overall Rank
CNGLX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CNGLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
CNGLX Omega Ratio Rank: 1111
Omega Ratio Rank
CNGLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
CNGLX Martin Ratio Rank: 1616
Martin Ratio Rank

CAEIX
CAEIX Risk / Return Rank: 9595
Overall Rank
CAEIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CAEIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
CAEIX Omega Ratio Rank: 9292
Omega Ratio Rank
CAEIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
CAEIX 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.

CNGLX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Commonwealth Global Fund (CNGLX) and Calvert Global Energy Solutions Fund (CAEIX). 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.


CNGLXCAEIXDifference

Sharpe ratio

Return per unit of total volatility

0.42

2.50

-2.08

Sortino ratio

Return per unit of downside risk

0.71

3.25

-2.54

Omega ratio

Gain probability vs. loss probability

1.10

1.45

-0.35

Calmar ratio

Return relative to maximum drawdown

0.59

4.01

-3.42

Martin ratio

Return relative to average drawdown

2.36

16.83

-14.47

CNGLX vs. CAEIX - Sharpe Ratio Comparison

The current CNGLX Sharpe Ratio is 0.42, which is lower than the CAEIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of CNGLX and CAEIX, 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


CNGLXCAEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.50

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.20

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.52

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.04

+0.23

Correlation

The correlation between CNGLX and CAEIX is 0.84, 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

CNGLX vs. CAEIX - Dividend Comparison

CNGLX's dividend yield for the trailing twelve months is around 3.67%, more than CAEIX's 0.67% yield.


TTM20252024202320222021202020192018201720162015
CNGLX
Commonwealth Global Fund
3.67%3.54%3.37%0.00%0.85%0.00%0.00%0.00%0.17%0.00%4.43%0.00%
CAEIX
Calvert Global Energy Solutions Fund
0.67%0.72%1.17%1.07%0.86%0.49%0.82%1.23%2.00%1.40%1.79%0.72%

Drawdowns

CNGLX vs. CAEIX - Drawdown Comparison

The maximum CNGLX drawdown since its inception was -58.14%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for CNGLX and CAEIX.


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Drawdown Indicators


CNGLXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.14%

-75.81%

+17.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-11.07%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-32.58%

+4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-37.54%

+3.64%

Current Drawdown

Current decline from peak

-7.58%

-10.38%

+2.80%

Average Drawdown

Average peak-to-trough decline

-9.98%

-49.05%

+39.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.63%

+0.34%

Volatility

CNGLX vs. CAEIX - Volatility Comparison

The current volatility for Commonwealth Global Fund (CNGLX) is 5.13%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 7.69%. This indicates that CNGLX experiences smaller price fluctuations and is considered to be less risky than CAEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNGLXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

7.69%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

12.51%

-3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.36%

18.49%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

19.12%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

19.63%

-3.34%