GNXIX vs. CAEIX
GNXIX (AlphaCentric Robotics and Automation Fund) and CAEIX (Calvert Global Energy Solutions Fund) are both Global Equities funds. Over the past 5 years, GNXIX returned -2.16%/yr vs 3.86%/yr for CAEIX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. GNXIX charges 1.40%/yr vs 0.99%/yr for CAEIX.
Performance
GNXIX vs. CAEIX - Performance Comparison
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Returns By Period
In the year-to-date period, GNXIX achieves a -19.19% return, which is significantly lower than CAEIX's 11.52% return.
GNXIX
- 1D
- 5.27%
- 1M
- -15.44%
- 6M
- -23.88%
- YTD
- -19.19%
- 1Y
- -9.54%
- 3Y*
- 6.17%
- 5Y*
- -2.16%
- 10Y*
- —
- ALL TIME*
- 5.76%
CAEIX
- 1D
- 2.90%
- 1M
- -2.87%
- 6M
- 4.77%
- YTD
- 11.52%
- 1Y
- 25.44%
- 3Y*
- 8.41%
- 5Y*
- 3.86%
- 10Y*
- 10.87%
- ALL TIME*
- 1.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GNXIX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GNXIX AlphaCentric Robotics and Automation Fund | -19.19% | 22.71% | 24.96% | 7.21% | -32.53% | 5.95% | 40.26% | 27.85% | -18.74% | 20.66% |
CAEIX Calvert Global Energy Solutions Fund | 11.52% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 13.13% |
Correlation
The correlation between GNXIX and CAEIX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2017 | 0.71 |
The correlation between GNXIX and CAEIX has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
GNXIX vs. CAEIX — Risk / Return Rank
GNXIX
CAEIX
GNXIX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaCentric Robotics and Automation Fund (GNXIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GNXIX | CAEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.24 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.03 | -2.35 |
| Martin ratioReturn relative to average drawdown | -0.76 | 6.51 | -7.27 |
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Drawdowns
GNXIX vs. CAEIX - Drawdown Comparison
The maximum GNXIX drawdown since its inception was -46.17%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for GNXIX and CAEIX.
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Drawdown Indicators
| GNXIX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.17% | -75.81% | +29.64% |
Max Drawdown (1Y)Largest decline over 1 year | -36.83% | -11.97% | -24.86% |
Max Drawdown (3Y)Largest decline over 3 years | -36.83% | -22.01% | -14.82% |
Max Drawdown (5Y)Largest decline over 5 years | -45.91% | -32.58% | -13.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.54% | — |
Current DrawdownCurrent decline from peak | -33.50% | -9.41% | -24.09% |
Average DrawdownAverage peak-to-trough decline | -17.25% | -48.28% | +31.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.87% | 3.72% | +12.15% |
Volatility
GNXIX vs. CAEIX - Volatility Comparison
AlphaCentric Robotics and Automation Fund (GNXIX) has a higher volatility of 12.13% compared to Calvert Global Energy Solutions Fund (CAEIX) at 5.40%. This indicates that GNXIX's price experiences larger fluctuations and is considered to be riskier than CAEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GNXIX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.13% | 5.40% | +6.73% |
Volatility (6M)Calculated over the trailing 6-month period | 31.72% | 14.74% | +16.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.06% | 17.89% | +23.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.50% | 19.42% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.80% | 19.56% | +5.24% |
GNXIX vs. CAEIX - Expense Ratio Comparison
GNXIX has a 1.40% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Dividends
GNXIX vs. CAEIX - Dividend Comparison
GNXIX's dividend yield for the trailing twelve months is around 1.47%, more than CAEIX's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAEIX Calvert Global Energy Solutions Fund | 0.65% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
GNXIX AlphaCentric Robotics and Automation Fund | 1.47% | 1.19% | 0.00% | 0.00% | 5.18% | 4.23% | 0.00% | 0.00% | 3.38% | 1.85% | 0.00% | 0.00% |
Frequently Asked Questions
GNXIX and CAEIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GNXIX has higher volatility (12.13%) compared to CAEIX (5.40%). In terms of maximum drawdown, GNXIX dropped -46.17% vs CAEIX's -75.81%.
CAEIX currently has the higher Sharpe Ratio (1.36 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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