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

Performance

SCGVX vs. CAEIX - Performance Comparison

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

Loading graphics...

SCGVX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCGVX
Sands Capital Global Growth Fund
-17.59%10.68%15.64%31.49%-43.49%9.56%49.33%29.89%-2.97%38.38%
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, SCGVX achieves a -17.59% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, SCGVX has underperformed CAEIX with an annualized return of 8.84%, while CAEIX has yielded a comparatively higher 9.93% annualized return.


SCGVX

1D
-0.98%
1M
-12.11%
YTD
-17.59%
6M
-18.61%
1Y
-2.96%
3Y*
5.91%
5Y*
-2.79%
10Y*
8.84%

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)

Compare stocks, funds, or ETFs

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


SCGVX vs. CAEIX - Expense Ratio Comparison

SCGVX has a 1.15% expense ratio, which is higher than CAEIX's 0.99% expense ratio.


Return for Risk

SCGVX vs. CAEIX — Risk / Return Rank

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

SCGVX
SCGVX Risk / Return Rank: 33
Overall Rank
SCGVX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SCGVX Sortino Ratio Rank: 33
Sortino Ratio Rank
SCGVX Omega Ratio Rank: 33
Omega Ratio Rank
SCGVX Calmar Ratio Rank: 33
Calmar Ratio Rank
SCGVX Martin Ratio Rank: 22
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.

SCGVX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) 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.


SCGVXCAEIXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

2.20

-2.38

Sortino ratio

Return per unit of downside risk

-0.11

2.90

-3.01

Omega ratio

Gain probability vs. loss probability

0.99

1.40

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.31

3.39

-3.70

Martin ratio

Return relative to average drawdown

-1.08

14.41

-15.49

SCGVX vs. CAEIX - Sharpe Ratio Comparison

The current SCGVX Sharpe Ratio is -0.18, which is lower than the CAEIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of SCGVX 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.


Loading graphics...

Sharpe Ratios by Period


SCGVXCAEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.20

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.18

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.51

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.03

+0.36

Correlation

The correlation between SCGVX and CAEIX is 0.75, 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

SCGVX vs. CAEIX - Dividend Comparison

SCGVX's dividend yield for the trailing twelve months is around 56.51%, more than CAEIX's 0.69% yield.


TTM20252024202320222021202020192018201720162015
SCGVX
Sands Capital Global Growth Fund
56.51%46.57%9.14%0.00%0.00%13.05%3.34%5.97%9.05%0.23%0.00%0.00%
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

SCGVX vs. CAEIX - Drawdown Comparison

The maximum SCGVX drawdown since its inception was -53.96%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for SCGVX and CAEIX.


Loading graphics...

Drawdown Indicators


SCGVXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.96%

-75.81%

+21.85%

Max Drawdown (1Y)

Largest decline over 1 year

-21.39%

-11.07%

-10.32%

Max Drawdown (5Y)

Largest decline over 5 years

-53.96%

-32.58%

-21.38%

Max Drawdown (10Y)

Largest decline over 10 years

-53.96%

-37.54%

-16.42%

Current Drawdown

Current decline from peak

-30.39%

-13.12%

-17.27%

Average Drawdown

Average peak-to-trough decline

-12.01%

-49.06%

+37.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

2.62%

+3.49%

Volatility

SCGVX vs. CAEIX - Volatility Comparison

Sands Capital Global Growth Fund (SCGVX) and Calvert Global Energy Solutions Fund (CAEIX) have volatilities of 6.66% and 6.88%, 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 graphics...

Volatility by Period


SCGVXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

6.88%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.39%

12.14%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.71%

18.28%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.54%

19.08%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.84%

19.61%

+3.23%