GRHIX vs. CGAEX
Compare and contrast key facts about Goehring & Rozencwajg Resources Fund (GRHIX) and Calvert Global Energy Solutions Fund Class A (CGAEX).
GRHIX is managed by Goehring & Rozencwajg. It was launched on Dec 29, 2016. CGAEX is managed by Calvert Research and Management. It was launched on May 31, 2007.
Performance
GRHIX vs. CGAEX - Performance Comparison
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GRHIX vs. CGAEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
GRHIX
CGAEX
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.
| GRHIX | CGAEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.12 | 2.48 | +0.64 |
Sortino ratioReturn per unit of downside risk | 3.48 | 3.23 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.45 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 5.65 | 3.93 | +1.71 |
Martin ratioReturn relative to average drawdown | 20.93 | 16.57 | +4.36 |
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
| GRHIX | CGAEX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| GRHIX | CGAEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.03% | -16.30% | +12.27% |
Average DrawdownAverage peak-to-trough decline | -18.48% | -51.02% | +32.54% |
Ulcer IndexDepth 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.
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Volatility by Period
| GRHIX | CGAEX | Difference | |
|---|---|---|---|
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% |