PortfoliosLab logoPortfoliosLab logo
HEOYX vs. CAEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEOYX vs. CAEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Climate Opportunities Fund (HEOYX) and Calvert Global Energy Solutions Fund (CAEIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with HEOYX having a 18.46% return and CAEIX slightly lower at 17.95%. Both investments have delivered pretty close results over the past 10 years, with HEOYX having a 11.71% annualized return and CAEIX not far behind at 11.57%.


HEOYX

1D
1.53%
1M
1.14%
YTD
18.46%
6M
17.40%
1Y
32.14%
3Y*
14.26%
5Y*
8.06%
10Y*
11.71%

CAEIX

1D
1.29%
1M
-1.79%
YTD
17.95%
6M
17.45%
1Y
42.22%
3Y*
11.22%
5Y*
5.91%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEOYX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEOYX
Hartford Climate Opportunities Fund
18.46%18.87%6.00%11.49%-18.30%14.78%41.34%33.96%-17.85%21.92%
CAEIX
Calvert Global Energy Solutions Fund
17.95%32.61%-7.13%5.67%-17.43%6.73%61.52%33.48%-19.26%29.65%

Correlation

The correlation between HEOYX and CAEIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2016

0.92

The correlation between HEOYX and CAEIX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

HEOYX vs. CAEIX — Risk / Return Rank

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

HEOYX
HEOYX Risk / Return Rank: 5555
Overall Rank
HEOYX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HEOYX Sortino Ratio Rank: 4646
Sortino Ratio Rank
HEOYX Omega Ratio Rank: 4646
Omega Ratio Rank
HEOYX Calmar Ratio Rank: 6868
Calmar Ratio Rank
HEOYX Martin Ratio Rank: 6363
Martin Ratio Rank

CAEIX
CAEIX Risk / Return Rank: 8080
Overall Rank
CAEIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CAEIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
CAEIX Omega Ratio Rank: 6969
Omega Ratio Rank
CAEIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CAEIX Martin Ratio Rank: 8989
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.

HEOYX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Climate Opportunities Fund (HEOYX) 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.


HEOYXCAEIXDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratioReturn relative to maximum drawdown

3.05

5.00

-1.95

Martin ratioReturn relative to average drawdown

11.54

16.04

-4.50

HEOYX vs. CAEIX - Sharpe Ratio Comparison

The current HEOYX Sharpe Ratio is 1.93, which is comparable to the CAEIX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of HEOYX and CAEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HEOYX vs. CAEIX - Drawdown Comparison

The maximum HEOYX drawdown since its inception was -34.68%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for HEOYX and CAEIX.


Loading charts...

Drawdown Indicators


HEOYXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.68%

-75.81%

+41.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-8.39%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-17.67%

-24.57%

+6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-28.45%

-32.58%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.68%

-37.54%

+2.86%

Current Drawdown

Current decline from peak

-2.16%

-4.18%

+2.02%

Average Drawdown

Average peak-to-trough decline

-6.34%

-48.51%

+42.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.61%

+0.16%

Volatility

HEOYX vs. CAEIX - Volatility Comparison

Hartford Climate Opportunities Fund (HEOYX) and Calvert Global Energy Solutions Fund (CAEIX) have volatilities of 6.77% and 6.86%, 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 charts...

Volatility by Period


HEOYXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

6.86%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

13.98%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

17.18%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

19.33%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.75%

19.72%

-1.97%

HEOYX vs. CAEIX - Expense Ratio Comparison

HEOYX has a 0.79% expense ratio, which is lower than CAEIX's 0.99% expense ratio.


Dividends

HEOYX vs. CAEIX - Dividend Comparison

HEOYX's dividend yield for the trailing twelve months is around 4.93%, more than CAEIX's 0.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CAEIX
Calvert Global Energy Solutions Fund
0.61%0.72%1.17%1.07%0.86%0.49%0.82%1.23%2.00%1.40%1.79%0.72%
HEOYX
Hartford Climate Opportunities Fund
4.93%5.84%2.08%0.77%1.15%5.53%1.48%2.81%17.79%9.43%3.21%0.00%

Frequently Asked Questions


With a correlation of 0.92, HEOYX and CAEIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CAEIX has higher volatility (6.86%) compared to HEOYX (6.77%). In terms of maximum drawdown, HEOYX dropped -34.68% vs CAEIX's -75.81%.

CAEIX currently has the higher Sharpe Ratio (2.44 vs 1.93), 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.

Portfolio Optimizer

Find the right allocation for HEOYX and CAEIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer