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GAAEX vs. PREIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAAEX vs. PREIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guinness Atkinson Alternative Energy Fund (GAAEX) and T. Rowe Price Equity Index 500 Fund (PREIX). The values are adjusted to include any dividend payments, if applicable.

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GAAEX vs. PREIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAAEX
Guinness Atkinson Alternative Energy Fund
-3.94%26.64%-11.85%-2.39%-12.67%8.40%86.45%30.20%-15.49%20.68%
PREIX
T. Rowe Price Equity Index 500 Fund
-7.11%19.24%24.78%26.07%-18.27%28.48%18.17%31.47%-4.59%21.01%

Returns By Period

In the year-to-date period, GAAEX achieves a -3.94% return, which is significantly higher than PREIX's -7.11% return. Over the past 10 years, GAAEX has underperformed PREIX with an annualized return of 8.24%, while PREIX has yielded a comparatively higher 13.66% annualized return.


GAAEX

1D
-0.97%
1M
-12.61%
YTD
-3.94%
6M
-1.93%
1Y
28.02%
3Y*
-1.40%
5Y*
-0.44%
10Y*
8.24%

PREIX

1D
-0.39%
1M
-7.70%
YTD
-7.11%
6M
-3.40%
1Y
15.76%
3Y*
17.48%
5Y*
11.51%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAAEX vs. PREIX - Expense Ratio Comparison

GAAEX has a 1.98% expense ratio, which is higher than PREIX's 0.15% expense ratio.


Return for Risk

GAAEX vs. PREIX — Risk / Return Rank

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

GAAEX
GAAEX Risk / Return Rank: 6868
Overall Rank
GAAEX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GAAEX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GAAEX Omega Ratio Rank: 6161
Omega Ratio Rank
GAAEX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GAAEX Martin Ratio Rank: 6666
Martin Ratio Rank

PREIX
PREIX Risk / Return Rank: 5252
Overall Rank
PREIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PREIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PREIX Omega Ratio Rank: 5656
Omega Ratio Rank
PREIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PREIX Martin Ratio Rank: 5959
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.

GAAEX vs. PREIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guinness Atkinson Alternative Energy Fund (GAAEX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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.


GAAEXPREIXDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.91

+0.32

Sortino ratio

Return per unit of downside risk

1.84

1.40

+0.44

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.69

1.16

+0.53

Martin ratio

Return relative to average drawdown

6.26

5.66

+0.59

GAAEX vs. PREIX - Sharpe Ratio Comparison

The current GAAEX Sharpe Ratio is 1.23, which is higher than the PREIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of GAAEX and PREIX, 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


GAAEXPREIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.91

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.68

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.76

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.59

-0.69

Correlation

The correlation between GAAEX and PREIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GAAEX vs. PREIX - Dividend Comparison

GAAEX's dividend yield for the trailing twelve months is around 0.34%, less than PREIX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
GAAEX
Guinness Atkinson Alternative Energy Fund
0.34%0.33%0.26%0.00%0.00%0.00%0.00%0.00%0.09%0.28%0.00%0.00%
PREIX
T. Rowe Price Equity Index 500 Fund
3.97%3.66%1.17%1.32%1.50%1.56%1.97%2.13%2.60%1.30%2.03%2.02%

Drawdowns

GAAEX vs. PREIX - Drawdown Comparison

The maximum GAAEX drawdown since its inception was -85.83%, which is greater than PREIX's maximum drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for GAAEX and PREIX.


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Drawdown Indicators


GAAEXPREIXDifference

Max Drawdown

Largest peak-to-trough decline

-85.83%

-55.32%

-30.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-12.12%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-40.64%

-24.60%

-16.04%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-33.81%

-6.83%

Current Drawdown

Current decline from peak

-59.02%

-8.93%

-50.09%

Average Drawdown

Average peak-to-trough decline

-63.74%

-8.76%

-54.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

2.49%

+1.45%

Volatility

GAAEX vs. PREIX - Volatility Comparison

Guinness Atkinson Alternative Energy Fund (GAAEX) has a higher volatility of 6.70% compared to T. Rowe Price Equity Index 500 Fund (PREIX) at 4.25%. This indicates that GAAEX's price experiences larger fluctuations and is considered to be riskier than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAAEXPREIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

4.25%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

9.03%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

18.09%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.23%

16.95%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.23%

18.06%

+4.17%