Calvert Small-Cap Fund (CCVAX)
The fund normally invests at least 80% of its net assets, including borrowings for investment purposes, in common stocks of small companies. The manager defines small companies as those whose market capitalization falls within the range of the Russell 2000 Index at the time of investment. The fund may also invest up to 25% of its net assets in foreign securities.
Fund Info
| ISIN | US13161P5089 |
|---|---|
| CUSIP | 13161P508 |
| Issuer | Calvert Research and Management |
| Inception Date | Oct 1, 2004 |
| Category | Small Cap Blend Equities |
| Min. Investment | $1,000 |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Blend |
Expense Ratio
CCVAX has a high expense ratio of 1.19%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert Small-Cap Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Calvert Small-Cap Fund had a return of 0.13% year-to-date (YTD) and 5.26% in the last 12 months. Over the past 10 years, Calvert Small-Cap Fund had an annualized return of 8.26%, while the S&P 500 had an annualized return of 10.37%, indicating that Calvert Small-Cap Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 0.13% | 5.57% |
| 1 month | -6.55% | -4.16% |
| 6 months | 18.60% | 20.07% |
| 1 year | 5.26% | 20.82% |
| 5 years (annualized) | 6.38% | 11.56% |
| 10 years (annualized) | 8.26% | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.29% | 5.17% | 4.27% | |||||||||
| 2023 | -5.88% | 8.41% | 9.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CCVAX is 16, indicating that it is in the bottom 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Calvert Small-Cap Fund(CCVAX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert Small-Cap Fund (CCVAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert Small-Cap Fund granted a 0.12% dividend yield in the last twelve months. The annual payout for that period amounted to $0.04 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.04 | $0.04 | $0.39 | $2.41 | $0.00 | $0.32 | $1.24 | $3.39 | $0.33 | $1.84 | $2.79 | $2.72 |
Dividend yield | 0.12% | 0.12% | 1.43% | 7.26% | 0.00% | 1.23% | 5.97% | 14.34% | 1.39% | 9.12% | 12.51% | 11.61% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Small-Cap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.41 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.24 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.39 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.84 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.79 |
| 2013 | $2.72 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert Small-Cap Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calvert Small-Cap Fund was 55.18%, occurring on Mar 9, 2009. Recovery took 963 trading sessions.
The current Calvert Small-Cap Fund drawdown is 8.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.18% | Jul 13, 2007 | 416 | Mar 9, 2009 | 963 | Jan 4, 2013 | 1379 |
| -36.27% | Feb 14, 2020 | 26 | Mar 23, 2020 | 162 | Nov 10, 2020 | 188 |
| -25.16% | Nov 8, 2021 | 226 | Sep 30, 2022 | — | — | — |
| -22.17% | Sep 17, 2018 | 69 | Dec 24, 2018 | 122 | Jun 20, 2019 | 191 |
| -19.62% | Jun 24, 2015 | 161 | Feb 11, 2016 | 190 | Nov 10, 2016 | 351 |
Volatility
Volatility Chart
The current Calvert Small-Cap Fund volatility is 4.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.