- ISIN
- US1316186626
- CUSIP
- 131618662
- Inception Date
- May 20, 2016
- Category
- Diversified Portfolio
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CFAIX Performance Chart
Calvert Conservative Allocation Fund Class I (CFAIX) is up 4.6% since the beginning of the year. CFAIX is currently trading at $20 per share. Investors who bought $1,000 worth of CFAIX shares 5 years ago would now be looking at an investment worth $1,218.
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Returns By Period
Calvert Conservative Allocation Fund Class I (CFAIX) has returned 4.64% so far this year and 12.02% over the past 12 months.
Calvert Conservative Allocation Fund Class I
- 1D
- 0.66%
- 1M
- 1.60%
- YTD
- 4.64%
- 6M
- 4.64%
- 1Y
- 12.02%
- 3Y*
- 8.84%
- 5Y*
- 4.02%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CFAIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, CFAIX's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.3%, while the worst month was Mar 2020 at -7.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, CFAIX closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +3.0%, while the worst single day was Mar 16, 2020 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.95% | 1.20% | -3.66% | 3.89% | 1.98% | 0.36% | 4.64% | ||||||
| 2025 | 1.69% | 1.05% | -1.64% | 0.22% | 1.51% | 2.37% | -0.00% | 1.79% | 1.25% | 0.90% | 0.74% | 0.21% | 10.50% |
| 2024 | -0.06% | 0.64% | 1.81% | -2.96% | 2.46% | 1.17% | 2.57% | 1.89% | 1.44% | -2.44% | 2.34% | -2.17% | 6.65% |
| 2023 | 4.99% | -2.46% | 1.85% | 0.65% | -1.36% | 1.83% | 1.24% | -1.46% | -3.44% | -2.36% | 6.29% | 4.66% | 10.34% |
| 2022 | -2.84% | -1.33% | -1.53% | -4.44% | -0.11% | -4.18% | 4.58% | -3.05% | -6.10% | 1.46% | 4.89% | -1.85% | -14.13% |
| 2021 | -0.16% | 0.63% | 0.70% | 1.93% | 0.77% | 0.47% | 0.97% | 0.91% | -1.71% | 1.63% | -0.90% | 2.48% | 7.92% |
Benchmark Metrics
Calvert Conservative Allocation Fund Class I has an annualized alpha of 1.41%, beta of 0.32, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.
- This fund participated in 49.53% of S&P 500 Index downside but only 39.25% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.32 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
- 1.41%
- Beta
- 0.32
- R²
- 0.73
- Upside Capture
- 39.25%
- Downside Capture
- 49.53%
Expense Ratio
CFAIX has an expense ratio of 0.66%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CFAIX ranks 53 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert Conservative Allocation Fund Class I (CFAIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CFAIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.78 | -0.38 |
| Martin ratioReturn relative to average drawdown | 10.69 | 12.44 | -1.75 |
Dividends
Dividend History
Calvert Conservative Allocation Fund Class I provided a 3.37% dividend yield over the last twelve months, with an annual payout of $0.66 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.66 | $0.67 | $0.64 | $0.60 | $0.40 | $1.07 | $0.83 | $0.77 | $0.81 | $0.41 |
Dividend yield | 3.37% | 3.56% | 3.62% | 3.48% | 2.48% | 5.55% | 4.39% | 4.38% | 5.10% | 2.39% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Conservative Allocation Fund Class I. 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 | $0.13 | $0.00 | $0.00 | $0.00 | $0.13 | ||||||
| 2025 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.25 | $0.67 |
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.22 | $0.64 |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.19 | $0.40 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.90 | $1.07 |
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 Conservative Allocation 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 Conservative Allocation Fund Class I was 18.74%, occurring on Oct 20, 2022. Recovery took 434 trading sessions.
The current Calvert Conservative Allocation Fund Class I drawdown is 0.05%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.74%Oct 2022 | 9mo 20d | 1y 9mo | 2y 6moJan 2022 - Jul 2024 |
COVID crash2020 | -17.17%Mar 2020 | 1mo 2d | 3mo 24d | 4mo 26dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -6.77%Dec 2018 | 3mo 26d | 1mo 23d | 5mo 19dAug 2018 - Feb 2019 |
2025 selloff2025 | -6.23%Apr 2025 | 4mo | 1mo 26d | 5mo 26dDec 2024 - Jun 2025 |
2026 pullback2026 | -5.01%Mar 2026 | 25d | 21d | 1mo 16dMar 2026 - Apr 2026 |
Drawdown Indicators
| CFAIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -56.78% | +38.04% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -9.10% | +4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -7.83% | -18.90% | +11.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.74% | -25.43% | +6.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.05% | -1.80% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -10.71% | +7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 2.03% | -0.90% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with CFAIX
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