ESGYX vs. GAOAX

Last updated Apr 2, 2026

Compare and contrast key facts about Mirova Global Sustainable Equity Fund (ESGYX) and JPMorgan Global Allocation Fund A (GAOAX).

ESGYX is managed by Natixis. It was launched on Mar 30, 2016. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.

Performance

ESGYX vs. GAOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mirova Global Sustainable Equity Fund (ESGYX) and JPMorgan Global Allocation Fund A (GAOAX). The values are adjusted to include any dividend payments, if applicable.

ESGYX vs. GAOAX - 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%
GAOAX JPMorgan Global Allocation Fund A	-3.89%	14.68%	7.91%	12.69%	-18.74%	3.60%	15.29%	15.95%	-6.07%	16.19%

Returns By Period

In the year-to-date period, ESGYX achieves a -6.74% return, which is significantly lower than GAOAX's -3.89% return.

ESGYX

• 1D: 2.79%
• 1M: -5.80%
• YTD: -6.74%
• 6M: -4.95%
• 1Y: 8.21%
• 3Y*: 10.62%
• 5Y*: 5.16%
• 10Y*: —

GAOAX

• 1D: 1.47%
• 1M: -6.40%
• YTD: -3.89%
• 6M: -2.79%
• 1Y: 9.60%
• 3Y*: 8.41%
• 5Y*: 1.86%
• 10Y*: 5.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGYX vs. GAOAX - Expense Ratio Comparison

ESGYX has a 0.95% expense ratio, which is lower than GAOAX's 1.04% expense ratio.

GAOAX

JPMorgan Global Allocation Fund A

ESGYX

Mirova Global Sustainable Equity Fund

Return for Risk

ESGYX vs. GAOAX — Risk / Return Rank

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

ESGYX

ESGYX Risk / Return Rank: 16
ESGYX Sharpe Ratio Rank: 19
ESGYX Sortino Ratio Rank: 23
ESGYX Omega Ratio Rank: 18
ESGYX Calmar Ratio Rank: 9
ESGYX Martin Ratio Rank: 10

GAOAX

GAOAX Risk / Return Rank: 36
GAOAX Sharpe Ratio Rank: 37
GAOAX Sortino Ratio Rank: 35
GAOAX Omega Ratio Rank: 33
GAOAX Calmar Ratio Rank: 38
GAOAX Martin Ratio Rank: 39

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.

ESGYX vs. GAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) and JPMorgan Global Allocation Fund A (GAOAX). 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	GAOAX	Difference
Sharpe ratio Return per unit of total volatility	0.56	0.86	-0.30
Sortino ratio Return per unit of downside risk	0.99	1.24	-0.25
Omega ratio Gain probability vs. loss probability	1.12	1.17	-0.05
Calmar ratio Return relative to maximum drawdown	0.23	1.10	-0.87
Martin ratio Return relative to average drawdown	0.87	4.47	-3.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGYX vs. GAOAX - Sharpe Ratio Comparison

The current ESGYX Sharpe Ratio is 0.56, which is lower than the GAOAX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ESGYX and GAOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESGYX	GAOAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.56	0.86	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.17	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.54	+0.15

Correlation

The correlation between ESGYX and GAOAX is 0.86, 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. GAOAX - Dividend Comparison

ESGYX's dividend yield for the trailing twelve months is around 4.76%, less than GAOAX's 10.04% yield.

	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%
GAOAX JPMorgan Global Allocation Fund A	10.04%	10.15%	2.34%	0.00%	4.62%	4.61%	1.54%	2.43%	2.52%	2.95%	2.59%	0.96%

Drawdowns

ESGYX vs. GAOAX - Drawdown Comparison

The maximum ESGYX drawdown since its inception was -34.88%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for ESGYX and GAOAX.

Drawdown Indicators

	ESGYX	GAOAX	Difference
Max Drawdown Largest peak-to-trough decline	-34.88%	-29.02%	-5.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.49%	-8.95%	-2.54%
Max Drawdown (5Y) Largest decline over 5 years	-34.88%	-29.02%	-5.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.02%	—
Current Drawdown Current decline from peak	-8.89%	-7.61%	-1.28%
Average Drawdown Average peak-to-trough decline	-6.49%	-6.01%	-0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	2.20%	+2.13%

Volatility

ESGYX vs. GAOAX - Volatility Comparison

Mirova Global Sustainable Equity Fund (ESGYX) and JPMorgan Global Allocation Fund A (GAOAX) have volatilities of 4.91% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGYX	GAOAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	4.98%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	9.98%	7.55%	+2.43%
Volatility (1Y) Calculated over the trailing 1-year period	18.35%	11.53%	+6.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.67%	11.03%	+6.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.75%	10.81%	+6.94%