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RPGEX vs. CAEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPGEX vs. CAEIX - Performance Comparison

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

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RPGEX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RPGEX
T. Rowe Price Global Growth Stock Fund
-6.64%14.57%18.81%19.19%-29.77%11.05%44.28%30.76%-7.10%34.26%
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, RPGEX achieves a -6.64% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, RPGEX has outperformed CAEIX with an annualized return of 11.05%, while CAEIX has yielded a comparatively lower 9.93% annualized return.


RPGEX

1D
-0.53%
1M
-9.34%
YTD
-6.64%
6M
-4.75%
1Y
10.53%
3Y*
12.42%
5Y*
2.86%
10Y*
11.05%

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

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RPGEX vs. CAEIX - Expense Ratio Comparison

RPGEX has a 0.91% expense ratio, which is lower than CAEIX's 0.99% expense ratio.


Return for Risk

RPGEX vs. CAEIX — Risk / Return Rank

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

RPGEX
RPGEX Risk / Return Rank: 2424
Overall Rank
RPGEX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RPGEX Sortino Ratio Rank: 2323
Sortino Ratio Rank
RPGEX Omega Ratio Rank: 2323
Omega Ratio Rank
RPGEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
RPGEX Martin Ratio Rank: 2727
Martin Ratio Rank

CAEIX
CAEIX Risk / Return Rank: 9494
Overall Rank
CAEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CAEIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CAEIX Omega Ratio Rank: 8989
Omega Ratio Rank
CAEIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CAEIX Martin Ratio Rank: 9696
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.

RPGEX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (RPGEX) 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.


RPGEXCAEIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

2.20

-1.59

Sortino ratio

Return per unit of downside risk

0.95

2.90

-1.94

Omega ratio

Gain probability vs. loss probability

1.14

1.40

-0.26

Calmar ratio

Return relative to maximum drawdown

0.74

3.39

-2.65

Martin ratio

Return relative to average drawdown

2.99

14.41

-11.42

RPGEX vs. CAEIX - Sharpe Ratio Comparison

The current RPGEX Sharpe Ratio is 0.61, which is lower than the CAEIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of RPGEX 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


RPGEXCAEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

2.20

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.18

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.51

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.03

+0.60

Correlation

The correlation between RPGEX and CAEIX is 0.83, 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

RPGEX vs. CAEIX - Dividend Comparison

RPGEX's dividend yield for the trailing twelve months is around 12.34%, more than CAEIX's 0.69% yield.


TTM20252024202320222021202020192018201720162015
RPGEX
T. Rowe Price Global Growth Stock Fund
12.34%11.52%0.04%0.21%0.07%8.84%3.18%0.23%1.67%0.82%0.21%4.95%
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

RPGEX vs. CAEIX - Drawdown Comparison

The maximum RPGEX drawdown since its inception was -39.67%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for RPGEX and CAEIX.


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Drawdown Indicators


RPGEXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.67%

-75.81%

+36.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-11.07%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-39.67%

-32.58%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.67%

-37.54%

-2.13%

Current Drawdown

Current decline from peak

-10.50%

-13.12%

+2.62%

Average Drawdown

Average peak-to-trough decline

-7.64%

-49.06%

+41.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.62%

+0.24%

Volatility

RPGEX vs. CAEIX - Volatility Comparison

The current volatility for T. Rowe Price Global Growth Stock Fund (RPGEX) is 5.64%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 6.88%. This indicates that RPGEX 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.


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Volatility by Period


RPGEXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

6.88%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

12.14%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

18.28%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

19.08%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

19.61%

-1.61%