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

Performance

WGFIX vs. CAEIX - Performance Comparison

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

Loading graphics...

WGFIX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WGFIX
William Blair Global Leaders Fund
-10.88%16.06%7.52%23.02%-29.32%16.71%32.06%31.97%-8.04%30.67%
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, WGFIX achieves a -10.88% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, WGFIX has underperformed CAEIX with an annualized return of 9.41%, while CAEIX has yielded a comparatively higher 9.93% annualized return.


WGFIX

1D
-0.34%
1M
-10.33%
YTD
-10.88%
6M
-8.47%
1Y
7.95%
3Y*
7.22%
5Y*
2.24%
10Y*
9.41%

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.


WGFIX vs. CAEIX - Expense Ratio Comparison

WGFIX has a 0.90% expense ratio, which is lower than CAEIX's 0.99% expense ratio.


Return for Risk

WGFIX vs. CAEIX — Risk / Return Rank

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

WGFIX
WGFIX Risk / Return Rank: 1717
Overall Rank
WGFIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WGFIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
WGFIX Omega Ratio Rank: 1717
Omega Ratio Rank
WGFIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
WGFIX Martin Ratio Rank: 1717
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.

WGFIX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Global Leaders Fund (WGFIX) 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.


WGFIXCAEIXDifference

Sharpe ratio

Return per unit of total volatility

0.45

2.20

-1.75

Sortino ratio

Return per unit of downside risk

0.76

2.90

-2.14

Omega ratio

Gain probability vs. loss probability

1.11

1.40

-0.29

Calmar ratio

Return relative to maximum drawdown

0.43

3.39

-2.96

Martin ratio

Return relative to average drawdown

1.73

14.41

-12.68

WGFIX vs. CAEIX - Sharpe Ratio Comparison

The current WGFIX Sharpe Ratio is 0.45, which is lower than the CAEIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of WGFIX 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


WGFIXCAEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.20

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.18

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.51

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.03

+0.27

Correlation

The correlation between WGFIX and CAEIX is 0.82, 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

WGFIX vs. CAEIX - Dividend Comparison

WGFIX's dividend yield for the trailing twelve months is around 95.97%, more than CAEIX's 0.69% yield.


TTM20252024202320222021202020192018201720162015
WGFIX
William Blair Global Leaders Fund
95.97%85.53%54.25%6.65%2.17%5.65%12.57%1.35%17.62%4.24%0.72%5.05%
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

WGFIX vs. CAEIX - Drawdown Comparison

The maximum WGFIX drawdown since its inception was -59.51%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for WGFIX and CAEIX.


Loading graphics...

Drawdown Indicators


WGFIXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.51%

-75.81%

+16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-11.07%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

-32.58%

-6.18%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

-37.54%

-1.22%

Current Drawdown

Current decline from peak

-13.11%

-13.12%

+0.01%

Average Drawdown

Average peak-to-trough decline

-11.96%

-49.06%

+37.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.62%

+0.67%

Volatility

WGFIX vs. CAEIX - Volatility Comparison

The current volatility for William Blair Global Leaders Fund (WGFIX) is 5.49%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 6.88%. This indicates that WGFIX 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


WGFIXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

6.88%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

12.14%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

18.28%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

19.08%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

19.61%

-0.83%