PortfoliosLab logoPortfoliosLab logo
GRHIX vs. CGAEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRHIX vs. CGAEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goehring & Rozencwajg Resources Fund (GRHIX) and Calvert Global Energy Solutions Fund Class A (CGAEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GRHIX vs. CGAEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRHIX
Goehring & Rozencwajg Resources Fund
21.33%61.65%-1.51%16.61%16.38%62.15%-2.74%0.01%-30.03%-0.96%
CGAEX
Calvert Global Energy Solutions Fund Class A
7.42%32.27%-7.33%5.40%-17.66%6.50%61.15%33.16%-19.66%28.55%

Returns By Period

In the year-to-date period, GRHIX achieves a 21.33% return, which is significantly higher than CGAEX's 7.42% return.


GRHIX

1D
1.27%
1M
-4.03%
YTD
21.33%
6M
30.10%
1Y
89.80%
3Y*
30.90%
5Y*
26.38%
10Y*

CGAEX

1D
3.14%
1M
-3.84%
YTD
7.42%
6M
10.06%
1Y
45.14%
3Y*
8.53%
5Y*
3.46%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GRHIX vs. CGAEX - Expense Ratio Comparison

GRHIX has a 0.92% expense ratio, which is lower than CGAEX's 1.24% expense ratio.


Return for Risk

GRHIX vs. CGAEX — Risk / Return Rank

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

GRHIX
GRHIX Risk / Return Rank: 9797
Overall Rank
GRHIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GRHIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GRHIX Omega Ratio Rank: 9494
Omega Ratio Rank
GRHIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GRHIX Martin Ratio Rank: 9898
Martin Ratio Rank

CGAEX
CGAEX Risk / Return Rank: 9595
Overall Rank
CGAEX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CGAEX Sortino Ratio Rank: 9595
Sortino Ratio Rank
CGAEX Omega Ratio Rank: 9292
Omega Ratio Rank
CGAEX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CGAEX Martin Ratio Rank: 9797
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.

GRHIX vs. CGAEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goehring & Rozencwajg Resources Fund (GRHIX) 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.


GRHIXCGAEXDifference

Sharpe ratio

Return per unit of total volatility

3.12

2.48

+0.64

Sortino ratio

Return per unit of downside risk

3.48

3.23

+0.24

Omega ratio

Gain probability vs. loss probability

1.50

1.45

+0.05

Calmar ratio

Return relative to maximum drawdown

5.65

3.93

+1.71

Martin ratio

Return relative to average drawdown

20.93

16.57

+4.36

GRHIX vs. CGAEX - Sharpe Ratio Comparison

The current GRHIX Sharpe Ratio is 3.12, which is comparable to the CGAEX Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of GRHIX 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.


Loading graphics...

Sharpe Ratios by Period


GRHIXCGAEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

2.48

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.18

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.02

+0.39

Correlation

The correlation between GRHIX and CGAEX is 0.60, 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

GRHIX vs. CGAEX - Dividend Comparison

GRHIX's dividend yield for the trailing twelve months is around 2.80%, more than CGAEX's 0.48% yield.


TTM20252024202320222021202020192018201720162015
GRHIX
Goehring & Rozencwajg Resources Fund
2.80%3.39%4.02%3.19%1.21%3.25%2.03%0.57%1.18%0.51%0.00%0.00%
CGAEX
Calvert Global Energy Solutions Fund Class A
0.48%0.51%0.91%0.83%0.65%0.26%0.66%1.01%1.69%1.19%1.06%0.20%

Drawdowns

GRHIX vs. CGAEX - Drawdown Comparison

The maximum GRHIX drawdown since its inception was -70.61%, smaller than the maximum CGAEX drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for GRHIX and CGAEX.


Loading graphics...

Drawdown Indicators


GRHIXCGAEXDifference

Max Drawdown

Largest peak-to-trough decline

-70.61%

-76.34%

+5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-11.15%

-4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-31.47%

-33.14%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

Current Drawdown

Current decline from peak

-4.03%

-16.30%

+12.27%

Average Drawdown

Average peak-to-trough decline

-18.48%

-51.02%

+32.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

2.65%

+1.69%

Volatility

GRHIX vs. CGAEX - Volatility Comparison

Goehring & Rozencwajg Resources Fund (GRHIX) and Calvert Global Energy Solutions Fund Class A (CGAEX) have volatilities of 8.04% and 7.71%, 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.


Loading graphics...

Volatility by Period


GRHIXCGAEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

7.71%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.99%

12.51%

+8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

29.26%

18.48%

+10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.52%

19.10%

+10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.67%

19.64%

+10.03%