FITLX vs. CGAEX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity US Sustainability Index Fund (FITLX) and Calvert Global Energy Solutions Fund Class A (CGAEX).

FITLX is managed by Fidelity. It was launched on May 9, 2017. CGAEX is managed by Calvert Research and Management. It was launched on May 31, 2007.

Performance

FITLX vs. CGAEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity US Sustainability Index Fund (FITLX) and Calvert Global Energy Solutions Fund Class A (CGAEX). The values are adjusted to include any dividend payments, if applicable.

FITLX vs. CGAEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FITLX Fidelity US Sustainability Index Fund	-5.94%	18.77%	23.59%	29.04%	-20.28%	31.55%	18.69%	31.54%	-3.32%	13.07%
CGAEX Calvert Global Energy Solutions Fund Class A	4.15%	32.27%	-7.33%	5.40%	-17.66%	6.50%	61.15%	33.16%	-19.66%	16.00%

Returns By Period

In the year-to-date period, FITLX achieves a -5.94% return, which is significantly lower than CGAEX's 4.15% return.

FITLX

• 1D: 3.06%
• 1M: -5.69%
• YTD: -5.94%
• 6M: -2.92%
• 1Y: 18.96%
• 3Y*: 18.12%
• 5Y*: 11.53%
• 10Y*: —

CGAEX

• 1D: -0.42%
• 1M: -7.37%
• YTD: 4.15%
• 6M: 8.23%
• 1Y: 41.13%
• 3Y*: 7.42%
• 5Y*: 3.15%
• 10Y*: 9.63%

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

FITLX vs. CGAEX - Expense Ratio Comparison

FITLX has a 0.11% expense ratio, which is lower than CGAEX's 1.24% expense ratio.

CGAEX

Calvert Global Energy Solutions Fund Class A

FITLX

Fidelity US Sustainability Index Fund

Return for Risk

FITLX vs. CGAEX — Risk / Return Rank

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

FITLX

FITLX Risk / Return Rank: 64
FITLX Sharpe Ratio Rank: 56
FITLX Sortino Ratio Rank: 62
FITLX Omega Ratio Rank: 59
FITLX Calmar Ratio Rank: 73
FITLX Martin Ratio Rank: 73

CGAEX

CGAEX Risk / Return Rank: 94
CGAEX Sharpe Ratio Rank: 94
CGAEX Sortino Ratio Rank: 93
CGAEX Omega Ratio Rank: 89
CGAEX Calmar Ratio Rank: 95
CGAEX Martin Ratio Rank: 96

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.

FITLX vs. CGAEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) and Calvert Global Energy Solutions Fund Class A (CGAEX). 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.

	FITLX	CGAEX	Difference
Sharpe ratio Return per unit of total volatility	1.06	2.18	-1.11
Sortino ratio Return per unit of downside risk	1.63	2.87	-1.24
Omega ratio Gain probability vs. loss probability	1.24	1.39	-0.16
Calmar ratio Return relative to maximum drawdown	1.75	3.34	-1.58
Martin ratio Return relative to average drawdown	7.04	14.21	-7.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FITLX vs. CGAEX - Sharpe Ratio Comparison

The current FITLX Sharpe Ratio is 1.06, which is lower than the CGAEX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of FITLX and CGAEX, 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

	FITLX	CGAEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	2.18	-1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.17	+0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.02	+0.71

Correlation

The correlation between FITLX and CGAEX is 0.79, 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

FITLX vs. CGAEX - Dividend Comparison

FITLX's dividend yield for the trailing twelve months is around 1.18%, more than CGAEX's 0.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FITLX Fidelity US Sustainability Index Fund	1.18%	1.11%	1.29%	1.12%	1.49%	0.99%	1.01%	1.41%	1.58%	0.76%	0.00%	0.00%
CGAEX Calvert Global Energy Solutions Fund Class A	0.49%	0.51%	0.91%	0.83%	0.65%	0.26%	0.66%	1.01%	1.69%	1.19%	1.06%	0.20%

Drawdowns

FITLX vs. CGAEX - Drawdown Comparison

The maximum FITLX drawdown since its inception was -34.35%, smaller than the maximum CGAEX drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for FITLX and CGAEX.

Drawdown Indicators

	FITLX	CGAEX	Difference
Max Drawdown Largest peak-to-trough decline	-34.35%	-76.34%	+41.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.38%	-11.15%	-0.23%
Max Drawdown (5Y) Largest decline over 5 years	-26.91%	-33.14%	+6.23%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.53%	—
Current Drawdown Current decline from peak	-8.43%	-18.85%	+10.42%
Average Drawdown Average peak-to-trough decline	-5.14%	-51.03%	+45.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	2.64%	+0.19%

Volatility

FITLX vs. CGAEX - Volatility Comparison

The current volatility for Fidelity US Sustainability Index Fund (FITLX) is 5.61%, while Calvert Global Energy Solutions Fund Class A (CGAEX) has a volatility of 6.91%. This indicates that FITLX experiences smaller price fluctuations and is considered to be less risky than CGAEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FITLX	CGAEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	6.91%	-1.30%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	12.14%	-2.07%
Volatility (1Y) Calculated over the trailing 1-year period	18.49%	18.27%	+0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.55%	19.06%	-1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.19%	19.62%	-0.43%