SCGVX vs. CAEIX
SCGVX (Sands Capital Global Growth Fund) and CAEIX (Calvert Global Energy Solutions Fund) are both Global Equities funds. Over the past 10 years, SCGVX returned 9.66%/yr vs 10.87%/yr for CAEIX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SCGVX charges 1.15%/yr vs 0.99%/yr for CAEIX.
Performance
SCGVX vs. CAEIX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than CAEIX's 11.52% return. Over the past 10 years, SCGVX has underperformed CAEIX with an annualized return of 9.66%, while CAEIX has yielded a comparatively higher 10.87% annualized return.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
CAEIX
- 1D
- 2.90%
- 1M
- -2.87%
- 6M
- 4.77%
- YTD
- 11.52%
- 1Y
- 25.44%
- 3Y*
- 8.41%
- 5Y*
- 3.86%
- 10Y*
- 10.87%
- ALL TIME*
- 1.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCGVX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 29.89% | -2.97% | 38.38% |
CAEIX Calvert Global Energy Solutions Fund | 11.52% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 29.65% |
Correlation
The correlation between SCGVX and CAEIX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.75 |
The correlation between SCGVX and CAEIX has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
SCGVX vs. CAEIX — Risk / Return Rank
SCGVX
CAEIX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCGVX | CAEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.24 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.03 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.50 | 6.51 | -7.01 |
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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.
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Drawdown Indicators
| SCGVX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -75.81% | +21.85% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -11.97% | -9.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -22.01% | -1.06% |
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 DrawdownCurrent decline from peak | -17.06% | -9.41% | -7.65% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -48.28% | +36.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 3.72% | +3.70% |
Volatility
SCGVX vs. CAEIX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to Calvert Global Energy Solutions Fund (CAEIX) at 5.40%. This indicates that SCGVX's price experiences larger fluctuations and is considered to be riskier 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
| SCGVX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 5.40% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 14.74% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 17.89% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 19.42% | +6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 19.56% | +3.54% |
SCGVX vs. CAEIX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than CAEIX's 0.99% expense ratio.
Dividends
SCGVX vs. CAEIX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than CAEIX's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAEIX Calvert Global Energy Solutions Fund | 0.65% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% | 0.00% | 0.00% |
Frequently Asked Questions
SCGVX and CAEIX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to CAEIX (5.40%). In terms of maximum drawdown, SCGVX dropped -53.96% vs CAEIX's -75.81%.
CAEIX currently has the higher Sharpe Ratio (1.36 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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