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NAEFX vs. NALFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAEFX vs. NALFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Alternatives Fund Investor Class (NAEFX) and New Alternatives Fund (NALFX). The values are adjusted to include any dividend payments, if applicable.

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NAEFX vs. NALFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAEFX
New Alternatives Fund Investor Class
8.26%27.81%-6.26%-2.74%-16.08%-5.02%61.33%36.68%-7.13%20.92%
NALFX
New Alternatives Fund
8.31%28.13%-6.03%-2.49%-15.87%-4.78%61.74%36.98%-6.91%21.24%

Returns By Period

The year-to-date returns for both investments are quite close, with NAEFX having a 8.26% return and NALFX slightly higher at 8.31%. Both investments have delivered pretty close results over the past 10 years, with NAEFX having a 10.09% annualized return and NALFX not far ahead at 10.36%.


NAEFX

1D
2.51%
1M
-2.58%
YTD
8.26%
6M
10.51%
1Y
31.02%
3Y*
6.41%
5Y*
0.68%
10Y*
10.09%

NALFX

1D
2.50%
1M
-2.56%
YTD
8.31%
6M
10.62%
1Y
31.32%
3Y*
6.67%
5Y*
0.93%
10Y*
10.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NAEFX vs. NALFX - Expense Ratio Comparison

NAEFX has a 1.28% expense ratio, which is higher than NALFX's 0.89% expense ratio.


Return for Risk

NAEFX vs. NALFX — Risk / Return Rank

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

NAEFX
NAEFX Risk / Return Rank: 8888
Overall Rank
NAEFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
NAEFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
NAEFX Omega Ratio Rank: 8383
Omega Ratio Rank
NAEFX Calmar Ratio Rank: 9191
Calmar Ratio Rank
NAEFX Martin Ratio Rank: 8989
Martin Ratio Rank

NALFX
NALFX Risk / Return Rank: 8989
Overall Rank
NALFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NALFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
NALFX Omega Ratio Rank: 8585
Omega Ratio Rank
NALFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
NALFX Martin Ratio Rank: 9191
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.

NAEFX vs. NALFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Alternatives Fund Investor Class (NAEFX) and New Alternatives Fund (NALFX). 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.


NAEFXNALFXDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.93

-0.02

Sortino ratio

Return per unit of downside risk

2.44

2.46

-0.02

Omega ratio

Gain probability vs. loss probability

1.36

1.36

0.00

Calmar ratio

Return relative to maximum drawdown

2.85

2.88

-0.03

Martin ratio

Return relative to average drawdown

10.89

11.04

-0.16

NAEFX vs. NALFX - Sharpe Ratio Comparison

The current NAEFX Sharpe Ratio is 1.91, which is comparable to the NALFX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of NAEFX and NALFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NAEFXNALFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.93

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.05

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.58

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.42

+0.15

Correlation

The correlation between NAEFX and NALFX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NAEFX vs. NALFX - Dividend Comparison

NAEFX's dividend yield for the trailing twelve months is around 0.86%, less than NALFX's 1.08% yield.


TTM20252024202320222021202020192018201720162015
NAEFX
New Alternatives Fund Investor Class
0.86%0.93%1.75%4.14%4.37%4.90%4.88%5.35%6.39%3.98%3.48%0.00%
NALFX
New Alternatives Fund
1.08%1.17%2.04%4.47%4.63%5.14%4.93%5.55%6.62%4.16%3.71%1.71%

Drawdowns

NAEFX vs. NALFX - Drawdown Comparison

The maximum NAEFX drawdown since its inception was -42.74%, smaller than the maximum NALFX drawdown of -59.67%. Use the drawdown chart below to compare losses from any high point for NAEFX and NALFX.


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Drawdown Indicators


NAEFXNALFXDifference

Max Drawdown

Largest peak-to-trough decline

-42.74%

-59.67%

+16.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-10.60%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-38.35%

-38.03%

-0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-42.74%

-42.35%

-0.39%

Current Drawdown

Current decline from peak

-8.53%

-7.33%

-1.20%

Average Drawdown

Average peak-to-trough decline

-13.62%

-14.89%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.76%

+0.01%

Volatility

NAEFX vs. NALFX - Volatility Comparison

New Alternatives Fund Investor Class (NAEFX) and New Alternatives Fund (NALFX) have volatilities of 7.09% and 7.09%, 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


NAEFXNALFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

7.09%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

10.83%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

16.45%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

17.72%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

17.92%

+0.01%