ESGYX vs. GAFYX
Compare and contrast key facts about Mirova Global Sustainable Equity Fund (ESGYX) and AlphaSimplex Global Alternatives Fund (GAFYX).
ESGYX is managed by Natixis. It was launched on Mar 30, 2016. GAFYX is managed by Natixis. It was launched on Sep 29, 2008.
Performance
ESGYX vs. GAFYX - Performance Comparison
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ESGYX vs. GAFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | -6.74% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
GAFYX AlphaSimplex Global Alternatives Fund | 1.74% | 6.68% | 9.66% | 3.77% | -0.49% | 1.29% | -2.12% | 10.49% | -6.21% | 9.94% |
Returns By Period
In the year-to-date period, ESGYX achieves a -6.74% return, which is significantly lower than GAFYX's 1.74% return.
ESGYX
- 1D
- 2.79%
- 1M
- -5.80%
- YTD
- -6.74%
- 6M
- -4.95%
- 1Y
- 8.21%
- 3Y*
- 10.62%
- 5Y*
- 5.16%
- 10Y*
- —
GAFYX
- 1D
- 1.56%
- 1M
- -3.39%
- YTD
- 1.74%
- 6M
- 2.63%
- 1Y
- 8.33%
- 3Y*
- 6.80%
- 5Y*
- 4.67%
- 10Y*
- 3.91%
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ESGYX vs. GAFYX - Expense Ratio Comparison
ESGYX has a 0.95% expense ratio, which is lower than GAFYX's 1.24% expense ratio.
Return for Risk
ESGYX vs. GAFYX — Risk / Return Rank
ESGYX
GAFYX
ESGYX vs. GAFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) and AlphaSimplex Global Alternatives Fund (GAFYX). 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.
| ESGYX | GAFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.03 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.39 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.28 | -1.05 |
Martin ratioReturn relative to average drawdown | 0.87 | 5.42 | -4.55 |
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
| ESGYX | GAFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.03 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.66 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.48 | +0.21 |
Correlation
The correlation between ESGYX and GAFYX is 0.70, 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
ESGYX vs. GAFYX - Dividend Comparison
ESGYX's dividend yield for the trailing twelve months is around 4.76%, while GAFYX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.76% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
GAFYX AlphaSimplex Global Alternatives Fund | 0.00% | 0.00% | 0.00% | 5.24% | 9.57% | 0.00% | 2.57% | 1.16% | 1.37% | 0.74% | 0.00% | 3.53% |
Drawdowns
ESGYX vs. GAFYX - Drawdown Comparison
The maximum ESGYX drawdown since its inception was -34.88%, which is greater than GAFYX's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for ESGYX and GAFYX.
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Drawdown Indicators
| ESGYX | GAFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.88% | -19.49% | -15.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -6.74% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -9.74% | -25.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.26% | — |
Current DrawdownCurrent decline from peak | -8.89% | -3.70% | -5.19% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -4.67% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 1.59% | +2.74% |
Volatility
ESGYX vs. GAFYX - Volatility Comparison
Mirova Global Sustainable Equity Fund (ESGYX) has a higher volatility of 4.91% compared to AlphaSimplex Global Alternatives Fund (GAFYX) at 3.45%. This indicates that ESGYX's price experiences larger fluctuations and is considered to be riskier than GAFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGYX | GAFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 3.45% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 6.08% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 8.46% | +9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 7.09% | +10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 6.68% | +11.07% |