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OPPAX vs. CAEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OPPAX vs. CAEIX - Performance Comparison

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

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OPPAX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OPPAX
Invesco Global Fund
-9.72%15.20%16.16%34.18%-32.18%15.23%27.64%31.58%-13.65%36.25%
CAEIX
Calvert Global Energy Solutions Fund
7.51%32.61%-7.13%5.67%-17.43%6.73%61.52%33.48%-19.26%29.65%

Returns By Period

In the year-to-date period, OPPAX achieves a -9.72% return, which is significantly lower than CAEIX's 7.51% return. Both investments have delivered pretty close results over the past 10 years, with OPPAX having a 10.39% annualized return and CAEIX not far behind at 10.27%.


OPPAX

1D
4.19%
1M
-5.95%
YTD
-9.72%
6M
-6.68%
1Y
9.88%
3Y*
12.51%
5Y*
4.20%
10Y*
10.39%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OPPAX vs. CAEIX - Expense Ratio Comparison

OPPAX has a 1.04% expense ratio, which is higher than CAEIX's 0.99% expense ratio.


Return for Risk

OPPAX vs. CAEIX — Risk / Return Rank

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

OPPAX
OPPAX Risk / Return Rank: 1414
Overall Rank
OPPAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OPPAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
OPPAX Omega Ratio Rank: 1919
Omega Ratio Rank
OPPAX Calmar Ratio Rank: 77
Calmar Ratio Rank
OPPAX Martin Ratio Rank: 77
Martin Ratio Rank

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

OPPAX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Fund (OPPAX) 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.


OPPAXCAEIXDifference

Sharpe ratio

Return per unit of total volatility

0.53

2.50

-1.97

Sortino ratio

Return per unit of downside risk

0.95

3.25

-2.30

Omega ratio

Gain probability vs. loss probability

1.12

1.45

-0.33

Calmar ratio

Return relative to maximum drawdown

0.05

4.01

-3.95

Martin ratio

Return relative to average drawdown

0.18

16.83

-16.65

OPPAX vs. CAEIX - Sharpe Ratio Comparison

The current OPPAX Sharpe Ratio is 0.53, which is lower than the CAEIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of OPPAX and CAEIX, 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


OPPAXCAEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

2.50

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.20

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.04

+0.44

Correlation

The correlation between OPPAX and CAEIX is 0.81, 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

OPPAX vs. CAEIX - Dividend Comparison

OPPAX's dividend yield for the trailing twelve months is around 27.46%, more than CAEIX's 0.67% yield.


TTM20252024202320222021202020192018201720162015
OPPAX
Invesco Global Fund
27.46%24.79%11.93%10.72%14.18%7.18%5.72%1.35%12.92%5.92%0.69%5.17%
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

OPPAX vs. CAEIX - Drawdown Comparison

The maximum OPPAX drawdown since its inception was -60.39%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for OPPAX and CAEIX.


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Drawdown Indicators


OPPAXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.39%

-75.81%

+15.42%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-11.07%

-5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-41.90%

-32.58%

-9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-41.90%

-37.54%

-4.36%

Current Drawdown

Current decline from peak

-12.75%

-10.38%

-2.37%

Average Drawdown

Average peak-to-trough decline

-15.49%

-49.05%

+33.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

2.63%

+2.91%

Volatility

OPPAX vs. CAEIX - Volatility Comparison

Invesco Global Fund (OPPAX) and Calvert Global Energy Solutions Fund (CAEIX) have volatilities of 7.56% and 7.69%, 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


OPPAXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

7.69%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

12.51%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

18.49%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.19%

19.12%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

19.63%

+1.00%