VESGX vs. CEYIX
VESGX (Vanguard Global ESG Select Stock Fund Admiral Shares) and CEYIX (Calvert Equity Fund Class I) are both mutual funds - VESGX is a ESG fund managed by Vanguard, while CEYIX is a Large Cap Growth Equities fund actively managed by Calvert. Over the past 5 years, VESGX returned 11.89%/yr vs 3.51%/yr for CEYIX. Their correlation of 0.82 means they have usually moved in the same direction. VESGX charges 0.46%/yr vs 0.66%/yr for CEYIX.
Performance
VESGX vs. CEYIX - Performance Comparison
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Returns By Period
In the year-to-date period, VESGX achieves a 15.39% return, which is significantly higher than CEYIX's -4.24% return.
VESGX
- 1D
- 2.85%
- 1M
- 1.19%
- 6M
- 11.53%
- YTD
- 15.39%
- 1Y
- 22.60%
- 3Y*
- 17.55%
- 5Y*
- 11.89%
- 10Y*
- —
- ALL TIME*
- 14.95%
CEYIX
- 1D
- -0.83%
- 1M
- 2.50%
- 6M
- -3.00%
- YTD
- -4.24%
- 1Y
- -1.53%
- 3Y*
- 5.63%
- 5Y*
- 3.51%
- 10Y*
- 12.12%
- ALL TIME*
- 9.01%
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 |
VESGX vs. CEYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 15.39% | 15.26% | 16.40% | 19.61% | -10.76% | 22.34% | 19.43% | 11.83% |
CEYIX Calvert Equity Fund Class I | -4.24% | 7.47% | 8.62% | 18.22% | -17.43% | 29.21% | 24.38% | 10.27% |
Correlation
The correlation between VESGX and CEYIX is 0.61, 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. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019 | 0.82 |
Over the past year, the correlation between VESGX and CEYIX has dropped to 0.61 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
VESGX vs. CEYIX — Risk / Return Rank
VESGX
CEYIX
VESGX vs. CEYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Calvert Equity Fund Class I (CEYIX). 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.
| VESGX | CEYIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.98 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | -0.20 | +2.07 |
| Martin ratioReturn relative to average drawdown | 7.25 | -0.39 | +7.64 |
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Drawdowns
VESGX vs. CEYIX - Drawdown Comparison
The maximum VESGX drawdown since its inception was -30.52%, smaller than the maximum CEYIX drawdown of -50.45%. Use the drawdown chart below to compare losses from any high point for VESGX and CEYIX.
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Drawdown Indicators
| VESGX | CEYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.52% | -50.45% | +19.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -14.17% | +3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.27% | -14.84% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -25.57% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.48% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.54% | +6.54% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -6.22% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 7.19% | -4.41% |
Volatility
VESGX vs. CEYIX - Volatility Comparison
The current volatility for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) is 3.96%, while Calvert Equity Fund Class I (CEYIX) has a volatility of 5.60%. This indicates that VESGX experiences smaller price fluctuations and is considered to be less risky than CEYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VESGX | CEYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 5.60% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 11.20% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 13.72% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 16.40% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 17.20% | +0.08% |
VESGX vs. CEYIX - Expense Ratio Comparison
VESGX has a 0.46% expense ratio, which is lower than CEYIX's 0.66% expense ratio.
Dividends
VESGX vs. CEYIX - Dividend Comparison
VESGX's dividend yield for the trailing twelve months is around 3.80%, less than CEYIX's 19.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEYIX Calvert Equity Fund Class I | 19.21% | 18.40% | 7.41% | 1.66% | 3.03% | 3.17% | 2.31% | 2.66% | 7.77% | 7.39% | 10.43% | 23.16% |
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 3.80% | 6.98% | 5.05% | 1.81% | 2.24% | 2.74% | 1.06% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VESGX and CEYIX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEYIX has higher volatility (5.60%) compared to VESGX (3.96%). In terms of maximum drawdown, VESGX dropped -30.52% vs CEYIX's -50.45%.
VESGX currently has the higher Sharpe Ratio (1.48 vs -0.20), 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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