PORTX vs. CAEIX
Compare and contrast key facts about Trillium ESG Global Equity Fund (PORTX) and Calvert Global Energy Solutions Fund (CAEIX).
PORTX is managed by Trillium Mutual Funds. It was launched on Sep 29, 1999. CAEIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Performance
PORTX vs. CAEIX - Performance Comparison
Loading graphics...
PORTX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PORTX Trillium ESG Global Equity Fund | -7.91% | 1.15% | 7.67% | 19.02% | -24.04% | 22.16% | 24.56% | 28.20% | -7.24% | 27.89% |
CAEIX Calvert Global Energy Solutions Fund | 4.22% | 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, PORTX achieves a -7.91% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, PORTX has underperformed CAEIX with an annualized return of 7.99%, while CAEIX has yielded a comparatively higher 9.93% annualized return.
PORTX
- 1D
- -1.41%
- 1M
- -9.92%
- YTD
- -7.91%
- 6M
- -18.21%
- 1Y
- -4.62%
- 3Y*
- 3.27%
- 5Y*
- 1.30%
- 10Y*
- 7.99%
CAEIX
- 1D
- -0.48%
- 1M
- -7.32%
- YTD
- 4.22%
- 6M
- 8.40%
- 1Y
- 41.40%
- 3Y*
- 7.69%
- 5Y*
- 3.40%
- 10Y*
- 9.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PORTX vs. CAEIX - Expense Ratio Comparison
PORTX has a 1.30% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Return for Risk
PORTX vs. CAEIX — Risk / Return Rank
PORTX
CAEIX
PORTX vs. CAEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) 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.
| PORTX | CAEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.33 | 2.20 | -2.53 |
Sortino ratioReturn per unit of downside risk | -0.27 | 2.90 | -3.17 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.40 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 3.39 | -3.78 |
Martin ratioReturn relative to average drawdown | -1.08 | 14.41 | -15.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PORTX | CAEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 2.20 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.18 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.51 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.03 | +0.27 |
Correlation
The correlation between PORTX and CAEIX is 0.84, 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
PORTX vs. CAEIX - Dividend Comparison
PORTX has not paid dividends to shareholders, while CAEIX's dividend yield for the trailing twelve months is around 0.69%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTX Trillium ESG Global Equity Fund | 0.00% | 0.00% | 12.61% | 5.84% | 3.55% | 2.61% | 1.85% | 2.32% | 4.50% | 2.46% | 4.66% | 5.86% |
CAEIX Calvert Global Energy Solutions Fund | 0.69% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
Drawdowns
PORTX vs. CAEIX - Drawdown Comparison
The maximum PORTX drawdown since its inception was -51.71%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for PORTX and CAEIX.
Loading graphics...
Drawdown Indicators
| PORTX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -75.81% | +24.10% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -11.07% | -9.71% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -32.58% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -37.54% | +6.20% |
Current DrawdownCurrent decline from peak | -20.78% | -13.12% | -7.66% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -49.06% | +37.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.48% | 2.62% | +4.86% |
Volatility
PORTX vs. CAEIX - Volatility Comparison
The current volatility for Trillium ESG Global Equity Fund (PORTX) is 3.48%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 6.88%. This indicates that PORTX experiences smaller price fluctuations and is considered to be less risky than CAEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PORTX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 6.88% | -3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.83% | 12.14% | +5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.39% | 18.28% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 19.08% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 19.61% | -1.48% |