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Performance
CFOIX Performance Chart
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Returns By Period
Calvert Floating-Rate Advantage Fund
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
CFOIX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.19% | -0.12% | 0.21% | 0.04% | 0.01% | 0.19% | 0.15% | ||||||
| 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 2.67%, 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 participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (17.38%) than losses (17.28%) - typical of diversified or defensive assets.
- 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
- 2.67%
- Beta
- 0.09
- R²
- 0.13
- Upside Capture
- 17.38%
- Downside Capture
- 17.28%
Expense Ratio
CFOIX has an expense ratio of 0.78%, placing it in the medium range.
Return for Risk
Risk / Return 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 | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.00 | — |
| Martin ratioReturn relative to average drawdown | — | 8.49 | — |
Dividends
Dividend History
Calvert Floating-Rate Advantage Fund provided a 4.88% dividend yield over the last twelve months, with an annual payout of $0.42 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.60 | $0.77 | $0.67 | $0.43 | $0.37 | $0.40 | $0.50 | $0.40 |
Dividend yield | 4.88% | 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 | $0.02 | $0.18 | ||||||
| 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.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.38%Mar 2020 | 2mo 1d | 9mo 13d | 11mo 14dJan 2020 - Dec 2020 | COVID crash2020 |
-7.93%Jul 2022 | 5mo 16d | 11mo 11d | 1y 4moJan 2022 - Jun 2023 | Bear market2022 |
-4.76%Dec 2018 | 2mo 17d | 2mo 3d | 4mo 20dOct 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
-3.18%Apr 2025 | 1mo 5d | 2mo 24d | 3mo 29dMar 2025 - Jun 2025 | 2025 selloff2025 |
-1.35%Nov 2023 | 1mo | 29d | 1mo 29dOct 2023 - Nov 2023 | — |
Drawdown Indicators
| CFOIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.58% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.70% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.14% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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