WGFIX vs. CAEIX
WGFIX (William Blair Global Leaders Fund) and CAEIX (Calvert Global Energy Solutions Fund) are both Global Equities funds. Over the past 10 years, WGFIX returned 10.53%/yr vs 10.87%/yr for CAEIX. Their correlation of 0.82 means they have usually moved in the same direction. WGFIX charges 0.90%/yr vs 0.99%/yr for CAEIX.
Performance
WGFIX vs. CAEIX - Performance Comparison
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Returns By Period
In the year-to-date period, WGFIX achieves a 4.53% return, which is significantly lower than CAEIX's 11.52% return. Both investments have delivered pretty close results over the past 10 years, with WGFIX having a 10.53% annualized return and CAEIX not far ahead at 10.87%.
WGFIX
- 1D
- 2.82%
- 1M
- -3.89%
- 6M
- 2.82%
- YTD
- 4.53%
- 1Y
- 13.52%
- 3Y*
- 10.22%
- 5Y*
- 2.87%
- 10Y*
- 10.53%
- ALL TIME*
- 6.95%
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 |
WGFIX vs. CAEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WGFIX William Blair Global Leaders Fund | 4.53% | 16.06% | 7.52% | 23.02% | -29.32% | 16.71% | 32.06% | 31.97% | -8.04% | 30.67% |
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 WGFIX and CAEIX is 0.79, 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. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2007 | 0.82 |
The correlation between WGFIX and CAEIX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
WGFIX vs. CAEIX — Risk / Return Rank
WGFIX
CAEIX
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.
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.
| WGFIX | CAEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.24 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.03 | -1.14 |
| Martin ratioReturn relative to average drawdown | 3.27 | 6.51 | -3.24 |
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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.
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Drawdown Indicators
| WGFIX | CAEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -75.81% | +16.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -11.97% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -22.01% | +3.11% |
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 DrawdownCurrent decline from peak | -4.95% | -9.41% | +4.46% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -48.28% | +36.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.72% | -0.19% |
Volatility
WGFIX vs. CAEIX - Volatility Comparison
William Blair Global Leaders Fund (WGFIX) and Calvert Global Energy Solutions Fund (CAEIX) have volatilities of 5.20% and 5.40%, 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.
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Volatility by Period
| WGFIX | CAEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 5.40% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 14.74% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 17.89% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 19.42% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 19.56% | -0.63% |
WGFIX vs. CAEIX - Expense Ratio Comparison
WGFIX has a 0.90% expense ratio, which is lower than CAEIX's 0.99% expense ratio.
Dividends
WGFIX vs. CAEIX - Dividend Comparison
WGFIX's dividend yield for the trailing twelve months is around 81.83%, 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% |
WGFIX William Blair Global Leaders Fund | 81.83% | 85.53% | 54.25% | 6.65% | 2.17% | 5.65% | 12.57% | 1.35% | 17.62% | 4.24% | 0.72% | 5.05% |
Frequently Asked Questions
WGFIX and CAEIX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAEIX has higher volatility (5.40%) compared to WGFIX (5.20%). In terms of maximum drawdown, WGFIX dropped -59.51% vs CAEIX's -75.81%.
CAEIX currently has the higher Sharpe Ratio (1.36 vs 0.73), 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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