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Calvert Equity Fund Class I (CEYIX) Sharpe Ratio: -0.55

Mutual Fund · Currency in USD · Last updated Jul 25, 2026

The Calvert Equity Fund seeks growth of capital through investment in a concentrated portfolio of primarily large-capitalization U.S. growth companies. Holdings are selected using fundamental research combined with Calvert's responsible investment criteria, which assess environmental, social and governance performance alongside financial merit. Class I shares are institutional shares with no sales charge and a higher minimum investment.

CEYIX's Sharpe Ratio of -0.55 indicates that for each unit of volatility, it generates -0.55 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

CEYIX Sharpe Ratio Rank

CEYIX Sharpe Ratio Rank: 1.62
Concerning

CEYIX ranks above 1.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

CEYIX Sharpe Ratio Market Positioning

The chart shows CEYIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 1.73
  • Green zone (top 25%): 1.73 or higher
  • Top 1%: 3.74+
  • Median: 1.34 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Calvert Equity Fund Class I's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities, ESG category across multiple time periods, showing how CEYIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VPMCXVanguard PRIMECAP Fund Investor Shares2.29
CHASXChase Growth Fund2.14
CHAIXChase Growth Fund Institutional Class2.13
VHCAXVanguard Capital Opportunity Fund Admiral Shares2.02
DNVYXDavis New York Venture Fund Class Y2.02
IOLZXICON Equity Fund1.91
FSSKXFidelity Advisor Stock Selector All Cap Fund Class K1.86
FZAPXFidelity Advisor Stock Selector All Cap Fund Class Z1.85
FOCKXFidelity OTC Portfolio Class K1.85
FDSSXFidelity Stock Selector All Cap Fund1.84
CEYIXCalvert Equity Fund Class I-0.55

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CEYIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CEYIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does CEYIX fit in your portfolio?

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