Calvert Equity Fund Class I (CEYIX)

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Calvert Equity Fund Class I (CEYIX) is down 8.4% since the beginning of the year. CEYIX is currently trading at $77 per share. Investors who bought $1,000 worth of CEYIX shares 5 years ago would now be looking at an investment worth $1,141.

Calvert Equity Fund Class I (CEYIX) has returned -8.36% so far this year and -8.17% over the past 12 months. Over the last ten years, CEYIX has returned 11.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.07% annually.

Based on dividend-adjusted daily data since Oct 29, 1999, CEYIX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +12.5%, while the worst month was Oct 2008 at -16.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CEYIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -11.0%.

Calvert Equity Fund Class I has an annualized alpha of 2.63%, beta of 0.92, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 29, 1999.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.18%) than losses (84.70%) - typical of diversified or defensive assets.
• This fund generated an annualized alpha of 2.63% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.92 and R2 of 0.91, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

CEYIX has an expense ratio of 0.66%, placing it in the medium range.

CEYIX ranks 2 for risk / return — in the bottom 2% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Calvert Equity Fund Class I provided a 20.08% dividend yield over the last twelve months, with an annual payout of $15.45 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for Calvert Equity Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Calvert Equity Fund Class I. 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 Equity Fund Class I was 50.45%, occurring on Mar 9, 2009. Recovery took 445 trading sessions.

The current Calvert Equity Fund Class I drawdown is 10.56%.

The chart below shows the rolling one-month volatility.