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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert Emerging Markets Advancement Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Calvert Emerging Markets Advancement Fund (CEFIX) has returned -0.90% so far this year and 31.55% over the past 12 months.
Calvert Emerging Markets Advancement Fund
- 1D
- -0.90%
- 1M
- -13.04%
- YTD
- -0.90%
- 6M
- 5.45%
- 1Y
- 31.55%
- 3Y*
- 18.20%
- 5Y*
- 7.26%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 1, 2019, CEFIX's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, your investment would double in approximately 6.4 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +9.9%, while the worst month was Mar 2020 at -15.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CEFIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +6.0%, while the worst single day was Mar 16, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.88% | 3.70% | -13.04% | -0.90% | |||||||||
| 2025 | 1.91% | 1.53% | 0.84% | 1.33% | 5.33% | 5.84% | 2.87% | 2.22% | 5.03% | 3.53% | -0.26% | 3.05% | 38.50% |
| 2024 | -1.52% | 5.19% | 2.65% | 0.18% | -0.36% | 3.66% | 2.07% | 1.18% | 0.42% | -3.98% | 0.09% | 1.42% | 11.21% |
| 2023 | 7.47% | -3.81% | -0.20% | 0.20% | -1.09% | 5.31% | 5.42% | -4.87% | -3.98% | -4.54% | 9.51% | 2.97% | 11.61% |
| 2022 | 0.16% | -0.90% | -2.24% | -2.80% | 1.31% | -6.90% | 0.56% | 0.18% | -9.47% | 2.23% | 6.75% | -4.09% | -15.07% |
| 2021 | 3.08% | 1.00% | -1.82% | 2.24% | -0.08% | 1.66% | -5.95% | 2.22% | -3.72% | 3.14% | -2.18% | 1.14% | 0.27% |
Benchmark Metrics
Calvert Emerging Markets Advancement Fund has an annualized alpha of 2.38%, beta of 0.62, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since October 02, 2019.
- This fund participated in 70.47% of S&P 500 Index downside but only 65.71% of its upside — more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.62 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.38%
- Beta
- 0.62
- R²
- 0.54
- Upside Capture
- 65.71%
- Downside Capture
- 70.47%
Expense Ratio
CEFIX has a high expense ratio of 0.97%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CEFIX ranks 85 for risk / return — in the top 85% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert Emerging Markets Advancement Fund (CEFIX) and compare them to a chosen benchmark (S&P 500 Index).
| CEFIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 0.90 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.31 | 1.39 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.40 | +0.65 |
Martin ratioReturn relative to average drawdown | 8.52 | 6.61 | +1.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CEFIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Calvert Emerging Markets Advancement Fund provided a 3.16% dividend yield over the last twelve months, with an annual payout of $0.49 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.49 | $0.49 | $0.20 | $0.34 | $0.54 | $0.55 | $0.02 | $0.05 |
Dividend yield | 3.16% | 3.13% | 1.76% | 3.20% | 5.51% | 4.57% | 0.13% | 0.48% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Emerging Markets Advancement 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.49 | $0.49 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.54 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
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 Emerging Markets Advancement 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 Emerging Markets Advancement Fund was 30.73%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
The current Calvert Emerging Markets Advancement Fund drawdown is 13.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.73% | Jan 21, 2020 | 44 | Mar 23, 2020 | 159 | Nov 5, 2020 | 203 |
| -27.57% | Feb 18, 2021 | 419 | Oct 14, 2022 | 586 | Feb 18, 2025 | 1005 |
| -13.87% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -12.45% | Mar 19, 2025 | 14 | Apr 7, 2025 | 18 | May 2, 2025 | 32 |
| -5.64% | Jan 26, 2021 | 4 | Jan 29, 2021 | 8 | Feb 10, 2021 | 12 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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