Calvert International Responsible Index Fund (CDHIX)
The fund will normally invest at least 95% of its net assets, including borrowings for investment purposes, in securities contained in the index. The index measures the investment return of stocks issued by companies that are located in countries (other than the U.S.) with developed markets.
Fund Info
ISIN | US13161Y7076 |
---|---|
CUSIP | 13161Y707 |
Issuer | Calvert Research and Management |
Inception Date | Oct 30, 2015 |
Category | Foreign Large Cap Equities |
Min. Investment | $100,000 |
Asset Class | Equity |
Expense Ratio
CDHIX has a high expense ratio of 0.29%, 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 International Responsible Index 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 International Responsible Index Fund had a return of 7.95% year-to-date (YTD) and 16.27% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 7.95% | 11.29% |
1 month | 5.97% | 4.87% |
6 months | 16.83% | 17.88% |
1 year | 16.27% | 29.16% |
5 years (annualized) | 8.87% | 13.20% |
10 years (annualized) | N/A | 10.97% |
Monthly Returns
The table below presents the monthly returns of CDHIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.80% | 3.50% | 3.11% | -3.71% | 7.95% | ||||||||
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% |
2020 | -2.03% | -6.39% | -14.01% | 7.32% | 5.33% | 4.15% | 3.77% | 4.60% | -1.41% | -3.56% | 14.18% | 5.43% | 15.33% |
2019 | 6.96% | 2.46% | 0.63% | 3.61% | -5.18% | 6.15% | -1.60% | -1.45% | 3.03% | 3.63% | 1.21% | 3.20% | 24.38% |
2018 | 4.87% | -4.97% | -0.46% | 0.97% | -1.80% | -1.75% | 2.87% | -1.10% | 0.30% | -8.18% | 0.98% | -5.58% | -13.67% |
2017 | 3.48% | 1.20% | 3.22% | 2.35% | 3.76% | 0.59% | 2.52% | 0.04% | 2.24% | 1.93% | 0.76% | 0.76% | 25.31% |
2016 | -5.27% | -2.76% | 6.72% | 2.19% | -0.36% | -3.32% | 4.44% | 0.91% | 0.75% | -2.59% | -2.10% | 2.55% | 0.50% |
2015 | 0.05% | -2.19% | -2.14% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CDHIX is 41, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
CDHIX (Calvert International Responsible Index Fund)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert International Responsible Index Fund granted a 1.85% dividend yield in the last twelve months. The annual payout for that period amounted to $0.58 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.58 | $0.58 | $0.47 | $0.62 | $0.35 | $0.42 | $0.45 | $0.32 | $0.39 | $0.03 |
Dividend yield | 1.85% | 2.00% | 1.92% | 2.00% | 1.25% | 1.72% | 2.25% | 1.35% | 2.01% | 0.16% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | $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 | $0.58 | $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 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.00 | $0.45 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
2015 | $0.03 | $0.03 |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.32% | Feb 13, 2020 | 27 | Mar 23, 2020 | 109 | Aug 26, 2020 | 136 |
-32.01% | Sep 7, 2021 | 278 | Oct 12, 2022 | 351 | Mar 7, 2024 | 629 |
-21.47% | Jan 29, 2018 | 229 | Dec 24, 2018 | 246 | Dec 16, 2019 | 475 |
-14.39% | Dec 2, 2015 | 49 | Feb 11, 2016 | 131 | Aug 18, 2016 | 180 |
-7.17% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current Calvert International Responsible Index Fund volatility is 3.05%, 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.