GGSOX vs. CAEIX
Compare and contrast key facts about Grandeur Peak Global Stalwarts Fund (GGSOX) and Calvert Global Energy Solutions Fund (CAEIX).
GGSOX is managed by Grandeur Peak Funds. It was launched on Aug 31, 2015. CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Performance
GGSOX vs. CAEIX - Performance Comparison
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GGSOX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGSOX Grandeur Peak Global Stalwarts Fund | -4.15% | 2.60% | -4.60% | 16.89% | -39.55% | 20.91% | 40.70% | 32.07% | -15.13% | 31.39% |
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, GGSOX achieves a -4.15% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, GGSOX has underperformed CAEIX with an annualized return of 5.79%, while CAEIX has yielded a comparatively higher 9.93% annualized return.
GGSOX
- 1D
- -0.96%
- 1M
- -9.73%
- YTD
- -4.15%
- 6M
- -5.32%
- 1Y
- 5.66%
- 3Y*
- 2.17%
- 5Y*
- -4.55%
- 10Y*
- 5.79%
CAEIX
- 1D
- -0.48%
- 1M
- -7.32%
- YTD
- 4.22%
- 6M
- 8.40%
- 1Y
- 41.40%
- 3Y*
- 7.69%
- 5Y*
- 3.40%
- 10Y*
- 9.93%
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GGSOX vs. CAEIX - Expense Ratio Comparison
GGSOX has a 1.21% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Return for Risk
GGSOX vs. CAEIX — Risk / Return Rank
GGSOX
CAEIX
GGSOX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Stalwarts Fund (GGSOX) 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.
| GGSOX | CAEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 2.20 | -1.96 |
Sortino ratioReturn per unit of downside risk | 0.47 | 2.90 | -2.43 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 3.39 | -3.18 |
Martin ratioReturn relative to average drawdown | 0.60 | 14.41 | -13.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GGSOX | CAEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 2.20 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.18 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.51 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.03 | +0.28 |
Correlation
The correlation between GGSOX and CAEIX is 0.84, 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
GGSOX vs. CAEIX - Dividend Comparison
GGSOX has not paid dividends to shareholders, while CAEIX's dividend yield for the trailing twelve months is around 0.69%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGSOX Grandeur Peak Global Stalwarts Fund | 0.00% | 0.00% | 0.00% | 0.11% | 0.00% | 10.61% | 3.19% | 1.62% | 3.30% | 1.63% | 0.08% | 0.00% |
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
GGSOX vs. CAEIX - Drawdown Comparison
The maximum GGSOX drawdown since its inception was -48.71%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for GGSOX and CAEIX.
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Drawdown Indicators
| GGSOX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.71% | -75.81% | +27.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.07% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -48.71% | -32.58% | -16.13% |
Max Drawdown (10Y)Largest decline over 10 years | -48.71% | -37.54% | -11.17% |
Current DrawdownCurrent decline from peak | -37.58% | -13.12% | -24.46% |
Average DrawdownAverage peak-to-trough decline | -17.40% | -49.06% | +31.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.62% | +1.33% |
Volatility
GGSOX vs. CAEIX - Volatility Comparison
Grandeur Peak Global Stalwarts Fund (GGSOX) and Calvert Global Energy Solutions Fund (CAEIX) have volatilities of 6.93% 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
| GGSOX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 6.88% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 12.14% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 18.28% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 19.08% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 19.61% | -0.03% |