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Performance
CFOIX Performance Chart
Calvert Floating-Rate Advantage Fund (CFOIX) is down 0.0% since the beginning of the year. CFOIX is currently trading at $9 per share. Investors who bought $1,000 worth of CFOIX shares 5 years ago would now be looking at an investment worth $1,234.
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Returns By Period
Calvert Floating-Rate Advantage Fund (CFOIX) has returned -0.04% so far this year and 3.16% over the past 12 months.
Calvert Floating-Rate Advantage Fund
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- -0.04%
- 6M
- 0.24%
- 1Y
- 3.16%
- 3Y*
- 6.34%
- 5Y*
- 4.30%
- 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%
CFOIX Monthly Returns History
Based on dividend-adjusted daily data since Feb 28, 2018, CFOIX's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.
Historically, 73% of months were positive and 27% were negative. The best month was May 2020 with a return of +3.5%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CFOIX closed higher 25% of trading days. The best single day was Mar 26, 2020 with a return of +4.1%, while the worst single day was Mar 19, 2020 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.19% | -0.12% | 0.21% | 0.04% | 0.01% | 0.00% | -0.04% | ||||||
| 2025 | 0.63% | 0.01% | -0.58% | -1.22% | 1.57% | 0.71% | 0.57% | 0.70% | 0.32% | 0.32% | 0.38% | 0.06% | 3.48% |
| 2024 | 0.77% | 0.85% | 0.82% | 0.65% | 0.86% | 0.28% | 0.63% | 0.72% | 0.73% | 0.82% | 1.00% | 0.44% | 8.92% |
| 2023 | 3.17% | 0.69% | 0.06% | 0.23% | -0.47% | 2.53% | 1.43% | 1.15% | 0.50% | -1.23% | 1.60% | 1.90% | 12.09% |
| 2022 | 0.00% | -0.52% | -0.16% | -0.05% | -2.95% | -3.68% | 3.05% | 1.45% | -3.81% | 1.07% | 1.43% | 0.13% | -4.21% |
| 2021 | 1.09% | 0.41% | -0.19% | 0.40% | 0.54% | 0.34% | 0.02% | 0.44% | 0.54% | 0.22% | -0.30% | 0.78% | 4.37% |
Benchmark Metrics
Calvert Floating-Rate Advantage Fund has an annualized alpha of 2.63%, beta of 0.09, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since February 28, 2018.
- This fund participated in 17.61% of S&P 500 Index downside but only 17.38% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.09 may look defensive, but with R2 of 0.13 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.13 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.63%
- Beta
- 0.09
- R²
- 0.13
- Upside Capture
- 17.38%
- Downside Capture
- 17.61%
Expense Ratio
CFOIX has an expense ratio of 0.78%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CFOIX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert Floating-Rate Advantage Fund (CFOIX) 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.
| CFOIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.37 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.78 | +0.81 |
| Martin ratioReturn relative to average drawdown | 8.99 | 12.44 | -3.45 |
Dividends
Dividend History
Calvert Floating-Rate Advantage Fund provided a 5.89% dividend yield over the last twelve months, with an annual payout of $0.50 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.50 | $0.60 | $0.77 | $0.67 | $0.43 | $0.37 | $0.40 | $0.50 | $0.40 |
Dividend yield | 5.89% | 6.88% | 8.62% | 7.42% | 5.02% | 3.96% | 4.23% | 5.05% | 4.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Floating-Rate Advantage 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 | $0.04 | $0.03 | $0.04 | $0.03 | $0.02 | $0.00 | $0.17 | ||||||
| 2025 | $0.06 | $0.05 | $0.06 | $0.04 | $0.06 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.04 | $0.04 | $0.60 |
| 2024 | $0.07 | $0.07 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.77 |
| 2023 | $0.06 | $0.06 | $0.07 | $0.00 | $0.07 | $0.07 | $0.07 | $0.07 | $0.06 | $0.00 | $0.07 | $0.07 | $0.67 |
| 2022 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.00 | $0.04 | $0.05 | $0.00 | $0.05 | $0.06 | $0.06 | $0.43 |
| 2021 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.37 |
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 Floating-Rate Advantage 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 Floating-Rate Advantage Fund was 22.38%, occurring on Mar 23, 2020. Recovery took 197 trading sessions.
The current Calvert Floating-Rate Advantage Fund drawdown is 0.27%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -22.38%Mar 2020 | 2mo 1d | 9mo 13d | 11mo 14dJan 2020 - Dec 2020 |
Bear market2022 | -7.93%Jul 2022 | 5mo 16d | 11mo 11d | 1y 4moJan 2022 - Jun 2023 |
Rate-hike selloffLate 2018 | -4.76%Dec 2018 | 2mo 17d | 2mo 3d | 4mo 20dOct 2018 - Feb 2019 |
2025 selloff2025 | -3.18%Apr 2025 | 1mo 5d | 2mo 24d | 3mo 29dMar 2025 - Jun 2025 |
2023 pullback2023 | -1.35%Nov 2023 | 1mo | 29d | 1mo 29dOct 2023 - Nov 2023 |
Drawdown Indicators
| CFOIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.38% | -56.78% | +34.40% |
Max Drawdown (1Y)Largest decline over 1 year | -0.88% | -9.10% | +8.22% |
Max Drawdown (3Y)Largest decline over 3 years | -3.18% | -18.90% | +15.72% |
Max Drawdown (5Y)Largest decline over 5 years | -7.93% | -25.43% | +17.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.27% | -1.80% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -10.71% | +9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 2.03% | -1.68% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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