ETIMX vs. CAEIX
Compare and contrast key facts about Eventide Multi-Asset Income Fund (ETIMX) and Calvert Global Energy Solutions Fund (CAEIX).
ETIMX is managed by Eventide Funds. It was launched on Jul 14, 2015. CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETIMX or CAEIX.
Key characteristics
| ETIMX | CAEIX | |
|---|---|---|
| YTD Return | 13.76% | -4.32% |
| 1Y Return | 20.34% | 4.90% |
| 3Y Return (Ann) | 0.90% | -7.21% |
| 5Y Return (Ann) | 7.57% | 8.76% |
| Sharpe Ratio | 2.50 | 0.34 |
| Sortino Ratio | 3.60 | 0.59 |
| Omega Ratio | 1.43 | 1.07 |
| Calmar Ratio | 1.31 | 0.15 |
| Martin Ratio | 15.60 | 1.13 |
| Ulcer Index | 1.29% | 5.02% |
| Daily Std Dev | 8.03% | 16.51% |
| Max Drawdown | -23.88% | -75.81% |
| Current Drawdown | -1.14% | -35.23% |
Correlation
The correlation between ETIMX and CAEIX is 0.81, 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.
Performance
ETIMX vs. CAEIX - Performance Comparison
In the year-to-date period, ETIMX achieves a 13.76% return, which is significantly higher than CAEIX's -4.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ETIMX vs. CAEIX - Expense Ratio Comparison
ETIMX has a 0.82% expense ratio, which is lower than CAEIX's 0.99% expense ratio.
Risk-Adjusted Performance
ETIMX vs. CAEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eventide Multi-Asset Income Fund (ETIMX) 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.
Dividends
ETIMX vs. CAEIX - Dividend Comparison
ETIMX's dividend yield for the trailing twelve months is around 1.67%, more than CAEIX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETIMX Eventide Multi-Asset Income Fund | 1.67% | 1.62% | 1.95% | 1.54% | 1.88% | 2.91% | 3.94% | 3.02% | 2.38% | 0.46% |
CAEIX Calvert Global Energy Solutions Fund | 1.12% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.01% | 1.40% | 1.80% | 0.72% |
Drawdowns
ETIMX vs. CAEIX - Drawdown Comparison
The maximum ETIMX drawdown since its inception was -23.88%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for ETIMX and CAEIX. For additional features, visit the drawdowns tool.
Volatility
ETIMX vs. CAEIX - Volatility Comparison
The current volatility for Eventide Multi-Asset Income Fund (ETIMX) is 2.42%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 4.50%. This indicates that ETIMX 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.