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FGETX vs. CAEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGETX vs. CAEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Capital Appreciation Fund Class M (FGETX) and Calvert Global Energy Solutions Fund (CAEIX). The values are adjusted to include any dividend payments, if applicable.

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FGETX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGETX
Fidelity Advisor Global Capital Appreciation Fund Class M
-9.18%17.50%38.90%28.15%-24.87%18.56%24.04%22.43%-18.44%30.02%
CAEIX
Calvert Global Energy Solutions Fund
4.22%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, FGETX achieves a -9.18% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, FGETX has outperformed CAEIX with an annualized return of 11.10%, while CAEIX has yielded a comparatively lower 9.93% annualized return.


FGETX

1D
-0.85%
1M
-9.59%
YTD
-9.18%
6M
-7.00%
1Y
11.17%
3Y*
20.58%
5Y*
10.83%
10Y*
11.10%

CAEIX

1D
-0.48%
1M
-6.72%
YTD
4.22%
6M
6.82%
1Y
41.13%
3Y*
7.69%
5Y*
3.40%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGETX vs. CAEIX - Expense Ratio Comparison

FGETX has a 1.41% expense ratio, which is higher than CAEIX's 0.99% expense ratio.


Return for Risk

FGETX vs. CAEIX — Risk / Return Rank

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

FGETX
FGETX Risk / Return Rank: 2424
Overall Rank
FGETX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FGETX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FGETX Omega Ratio Rank: 2424
Omega Ratio Rank
FGETX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FGETX Martin Ratio Rank: 2525
Martin Ratio Rank

CAEIX
CAEIX Risk / Return Rank: 9494
Overall Rank
CAEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CAEIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CAEIX Omega Ratio Rank: 8989
Omega Ratio Rank
CAEIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CAEIX Martin Ratio Rank: 9696
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.

FGETX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Capital Appreciation Fund Class M (FGETX) 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.


FGETXCAEIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

2.20

-1.61

Sortino ratio

Return per unit of downside risk

0.94

2.90

-1.96

Omega ratio

Gain probability vs. loss probability

1.13

1.40

-0.26

Calmar ratio

Return relative to maximum drawdown

0.71

3.39

-2.68

Martin ratio

Return relative to average drawdown

2.71

14.41

-11.70

FGETX vs. CAEIX - Sharpe Ratio Comparison

The current FGETX Sharpe Ratio is 0.59, which is lower than the CAEIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FGETX 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


FGETXCAEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

2.20

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.18

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.51

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.03

+0.32

Correlation

The correlation between FGETX and CAEIX is 0.82, 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

FGETX vs. CAEIX - Dividend Comparison

FGETX's dividend yield for the trailing twelve months is around 11.63%, more than CAEIX's 0.69% yield.


TTM20252024202320222021202020192018201720162015
FGETX
Fidelity Advisor Global Capital Appreciation Fund Class M
11.63%10.57%15.99%6.61%0.00%8.54%0.00%0.20%11.00%14.29%1.07%0.59%
CAEIX
Calvert Global Energy Solutions Fund
0.69%0.72%1.17%1.07%0.86%0.49%0.82%1.23%2.00%1.40%1.79%0.72%

Drawdowns

FGETX vs. CAEIX - Drawdown Comparison

The maximum FGETX drawdown since its inception was -61.87%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for FGETX and CAEIX.


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Drawdown Indicators


FGETXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.87%

-75.81%

+13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-11.07%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

-32.58%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

-37.54%

+4.05%

Current Drawdown

Current decline from peak

-13.07%

-13.12%

+0.05%

Average Drawdown

Average peak-to-trough decline

-13.65%

-49.06%

+35.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.62%

+0.82%

Volatility

FGETX vs. CAEIX - Volatility Comparison

Fidelity Advisor Global Capital Appreciation Fund Class M (FGETX) and Calvert Global Energy Solutions Fund (CAEIX) have volatilities of 7.03% and 6.88%, 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.


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Volatility by Period


FGETXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

6.88%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

12.14%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.05%

18.28%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

19.08%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

19.61%

-1.16%