ENTIX vs. CAEIX
ENTIX (ERShares Global Entrepreneurs™) and CAEIX (Calvert Global Energy Solutions Fund) are both Global Equities funds. Over the past 10 years, ENTIX returned 9.64%/yr vs 10.96%/yr for CAEIX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. ENTIX charges 1.29%/yr vs 0.99%/yr for CAEIX.
Performance
ENTIX vs. CAEIX - Performance Comparison
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Returns By Period
In the year-to-date period, ENTIX achieves a -5.15% return, which is significantly lower than CAEIX's 11.37% return. Over the past 10 years, ENTIX has underperformed CAEIX with an annualized return of 9.64%, while CAEIX has yielded a comparatively higher 10.96% annualized return.
ENTIX
- 1D
- 0.43%
- 1M
- -1.62%
- 6M
- -0.37%
- YTD
- -5.15%
- 1Y
- -2.90%
- 3Y*
- 16.38%
- 5Y*
- 3.65%
- 10Y*
- 9.64%
- ALL TIME*
- 8.78%
CAEIX
- 1D
- -0.13%
- 1M
- -2.99%
- 6M
- 4.43%
- YTD
- 11.37%
- 1Y
- 25.28%
- 3Y*
- 8.88%
- 5Y*
- 3.84%
- 10Y*
- 10.96%
- ALL TIME*
- 1.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ENTIX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENTIX ERShares Global Entrepreneurs™ | -5.15% | 22.05% | 33.84% | 23.82% | -31.67% | -8.38% | 38.75% | 27.65% | -11.04% | 30.17% |
CAEIX Calvert Global Energy Solutions Fund | 11.37% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 29.65% |
Correlation
The correlation between ENTIX and CAEIX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2010 | 0.77 |
Over the past year, the correlation between ENTIX and CAEIX has dropped to 0.56 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
ENTIX vs. CAEIX — Risk / Return Rank
ENTIX
CAEIX
ENTIX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ERShares Global Entrepreneurs™ (ENTIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ENTIX | CAEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.24 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.06 | -2.27 |
| Martin ratioReturn relative to average drawdown | -0.44 | 6.54 | -6.98 |
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Drawdowns
ENTIX vs. CAEIX - Drawdown Comparison
The maximum ENTIX drawdown since its inception was -54.84%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for ENTIX and CAEIX.
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Drawdown Indicators
| ENTIX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.84% | -75.81% | +20.97% |
Max Drawdown (1Y)Largest decline over 1 year | -25.35% | -11.97% | -13.38% |
Max Drawdown (3Y)Largest decline over 3 years | -25.35% | -22.01% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -44.18% | -32.58% | -11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -54.84% | -37.54% | -17.30% |
Current DrawdownCurrent decline from peak | -12.65% | -9.53% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -13.73% | -48.27% | +34.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.10% | 3.77% | +8.33% |
Volatility
ENTIX vs. CAEIX - Volatility Comparison
The current volatility for ERShares Global Entrepreneurs™ (ENTIX) is 4.27%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 5.20%. This indicates that ENTIX 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
| ENTIX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 5.20% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 14.74% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 17.87% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 19.41% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.93% | 19.56% | +1.37% |
ENTIX vs. CAEIX - Expense Ratio Comparison
ENTIX has a 1.29% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Dividends
ENTIX vs. CAEIX - Dividend Comparison
ENTIX's dividend yield for the trailing twelve months is around 0.05%, less than CAEIX's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAEIX Calvert Global Energy Solutions Fund | 0.65% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
ENTIX ERShares Global Entrepreneurs™ | 0.05% | 0.04% | 0.61% | 0.07% | 0.00% | 29.89% | 10.55% | 3.00% | 2.92% | 8.18% | 0.00% | 0.37% |
Frequently Asked Questions
ENTIX and CAEIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAEIX has higher volatility (5.20%) compared to ENTIX (4.27%). In terms of maximum drawdown, ENTIX dropped -54.84% vs CAEIX's -75.81%.
CAEIX currently has the higher Sharpe Ratio (1.38 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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