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
US13161Y7076
13161Y707
Oct 30, 2015
$100,000
Expense Ratio
CDHIX features an expense ratio of 0.29%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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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 7.89% year-to-date (YTD) and 11.51% in the last 12 months.
CDHIX
7.89%
4.00%
2.99%
11.51%
7.38%
N/A
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.63% | 7.89% | |||||||||||
| 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% |
| 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% | 24.39% |
| 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% | 2.36% | 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 51, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
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 provided a 2.66% dividend yield over the last twelve months, with an annual payout of $0.84 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.84 | $0.84 | $0.58 | $0.47 | $0.62 | $0.35 | $0.42 | $0.45 | $0.32 | $0.39 | $0.03 |
Dividend yield | 2.66% | 2.87% | 2.00% | 1.92% | 1.99% | 1.25% | 1.72% | 2.26% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 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 |
| 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
The current Calvert International Responsible Index Fund drawdown is 1.34%.
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% | Nov 20, 2015 | 56 | Feb 11, 2016 | 131 | Aug 18, 2016 | 187 |
| -9.49% | Sep 27, 2024 | 73 | Jan 13, 2025 | — | — | — |
Volatility
Volatility Chart
The current Calvert International Responsible Index Fund volatility is 3.38%, 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.