GQRPX vs. CAEIX
Compare and contrast key facts about GQG Partners Global Quality Equity Fund (GQRPX) and Calvert Global Energy Solutions Fund (CAEIX).
GQRPX is managed by GQG Partners. It was launched on Mar 28, 2019. CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Performance
GQRPX vs. CAEIX - Performance Comparison
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GQRPX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GQRPX GQG Partners Global Quality Equity Fund | 7.78% | 0.67% | 19.98% | 19.56% | -3.77% | 16.94% | 14.55% | 12.70% |
CAEIX Calvert Global Energy Solutions Fund | 7.51% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 17.33% |
Returns By Period
The year-to-date returns for both stocks are quite close, with GQRPX having a 7.78% return and CAEIX slightly lower at 7.51%.
GQRPX
- 1D
- 0.05%
- 1M
- -2.75%
- YTD
- 7.78%
- 6M
- 7.06%
- 1Y
- 7.69%
- 3Y*
- 16.88%
- 5Y*
- 11.35%
- 10Y*
- —
CAEIX
- 1D
- 3.16%
- 1M
- -3.78%
- YTD
- 7.51%
- 6M
- 10.19%
- 1Y
- 45.58%
- 3Y*
- 8.82%
- 5Y*
- 3.73%
- 10Y*
- 10.27%
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GQRPX vs. CAEIX - Expense Ratio Comparison
GQRPX has a 0.97% expense ratio, which is lower than CAEIX's 0.99% expense ratio.
Return for Risk
GQRPX vs. CAEIX — Risk / Return Rank
GQRPX
CAEIX
GQRPX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners Global Quality Equity Fund (GQRPX) 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.
| GQRPX | CAEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 2.50 | -1.84 |
Sortino ratioReturn per unit of downside risk | 0.94 | 3.25 | -2.31 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.45 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 4.01 | -3.06 |
Martin ratioReturn relative to average drawdown | 3.32 | 16.83 | -13.50 |
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
| GQRPX | CAEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 2.50 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.20 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.04 | +0.68 |
Correlation
The correlation between GQRPX and CAEIX is 0.63, 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
GQRPX vs. CAEIX - Dividend Comparison
GQRPX's dividend yield for the trailing twelve months is around 7.05%, more than CAEIX's 0.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQRPX GQG Partners Global Quality Equity Fund | 7.05% | 7.60% | 6.35% | 1.22% | 2.93% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CAEIX Calvert Global Energy Solutions Fund | 0.67% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
Drawdowns
GQRPX vs. CAEIX - Drawdown Comparison
The maximum GQRPX drawdown since its inception was -28.88%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for GQRPX and CAEIX.
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Drawdown Indicators
| GQRPX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.88% | -75.81% | +46.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -11.07% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -32.58% | +12.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.54% | — |
Current DrawdownCurrent decline from peak | -3.36% | -10.38% | +7.02% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -49.05% | +44.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.63% | -0.07% |
Volatility
GQRPX vs. CAEIX - Volatility Comparison
The current volatility for GQG Partners Global Quality Equity Fund (GQRPX) is 3.07%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 7.69%. This indicates that GQRPX experiences smaller price fluctuations and is considered to be less risky 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
| GQRPX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 7.69% | -4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 12.51% | -5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 18.49% | -6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 19.12% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 19.63% | -2.22% |