- ISIN
- US13161Y7076
- CUSIP
- 13161Y707
- Inception Date
- Oct 30, 2015
- Category
- Foreign Large Cap Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
CDHIX Performance Chart
Calvert International Responsible Index Fund (CDHIX) is up 21.6% since the beginning of the year. CDHIX is currently trading at $46 per share. Investors who bought $1,000 worth of CDHIX shares 5 years ago would now be looking at an investment worth $1,709.
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Returns By Period
Calvert International Responsible Index Fund (CDHIX) has returned 21.57% so far this year and 40.71% over the past 12 months. Over the last ten years, CDHIX has returned 11.34% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Calvert International Responsible Index Fund
- 1D
- 2.02%
- 1M
- 5.72%
- YTD
- 21.57%
- 6M
- 22.45%
- 1Y
- 40.71%
- 3Y*
- 21.12%
- 5Y*
- 11.31%
- 10Y*
- 11.34%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CDHIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, CDHIX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CDHIX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.47% | 6.53% | -9.61% | 9.49% | 6.27% | 2.88% | 21.57% | ||||||
| 2025 | 4.63% | 1.98% | -1.18% | 4.19% | 5.17% | 3.65% | -2.10% | 3.92% | 3.52% | 2.37% | -0.08% | 3.32% | 33.29% |
| 2024 | -0.80% | 3.50% | 3.11% | -3.71% | 4.84% | -0.81% | 2.88% | 2.99% | 0.90% | -5.00% | 0.84% | -3.26% | 5.04% |
| 2023 | 9.52% | -3.10% | 3.23% | 2.20% | -2.74% | 4.43% | 2.48% | -4.42% | -3.85% | -3.43% | 9.83% | 5.65% | 20.03% |
| 2022 | -4.95% | -3.51% | -0.21% | -6.86% | 1.03% | -9.33% | 5.81% | -6.23% | -10.16% | 5.44% | 13.20% | -2.74% | -19.22% |
| 2021 | -1.25% | 2.03% | 2.38% | 3.25% | 3.55% | -0.81% | 0.72% | 2.01% | -4.13% | 3.68% | -3.90% | 4.85% | 12.57% |
Benchmark Metrics
Calvert International Responsible Index Fund has an annualized alpha of 0.61%, beta of 0.79, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 88.16% of S&P 500 Index downside but only 81.68% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.61%
- Beta
- 0.79
- R²
- 0.73
- Upside Capture
- 81.68%
- Downside Capture
- 88.16%
Expense Ratio
CDHIX has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CDHIX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) and compare them to S&P 500 Index.
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.
| CDHIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.78 | +0.37 |
| Martin ratioReturn relative to average drawdown | 12.38 | 12.44 | -0.06 |
Dividends
Dividend History
Calvert International Responsible Index Fund provided a 2.79% dividend yield over the last twelve months, with an annual payout of $1.28 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.28 | $1.28 | $0.84 | $0.58 | $0.47 | $0.62 | $0.35 | $0.42 | $0.45 | $0.32 | $0.39 |
Dividend yield | 2.79% | 3.39% | 2.87% | 2.00% | 1.92% | 2.00% | 1.25% | 1.72% | 2.25% | 1.35% | 2.01% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert International Responsible Index 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.28 | $1.28 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.84 | $0.84 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.58 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.62 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert International Responsible Index 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 International Responsible Index Fund was 32.32%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.32%Mar 2020 | 1mo 9d | 5mo 6d | 6mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -32.01%Oct 2022 | 1y 1mo | 1y 4mo | 2y 6moSep 2021 - Mar 2024 |
Rate-hike selloffLate 2018 | -21.47%Dec 2018 | 10mo 29d | 11mo 27d | 1y 10moJan 2018 - Dec 2019 |
2025 selloff2025 | -13.41%Apr 2025 | 1mo 3d | 22d | 1mo 25dMar 2025 - Apr 2025 |
2026 correction2026 | -12.61%Mar 2026 | 1mo 1d | 1mo 7d | 2mo 8dFeb 2026 - May 2026 |
Drawdown Indicators
| CDHIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -56.78% | +24.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -9.10% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -18.90% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -25.43% | -6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -33.92% | +1.60% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -10.71% | +4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.03% | +1.18% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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