Calvert Green Bond Fund (CGBIX)
Under normal circumstances, the fund invests at least 80% of its net assets (including borrowings for investment purposes) in "green" bonds. Bonds include debt securities of any maturity. It typically invests at least 65% of its net assets in investment grade debt securities, as assessed at the time of purchase.
Fund Info
| ISIN | US13161P7143 |
|---|---|
| CUSIP | 13161P714 |
| Issuer | Calvert Research and Management |
| Inception Date | Oct 31, 2013 |
| Category | Intermediate Core-Plus Bond |
| Min. Investment | $1,000,000 |
| Asset Class | Bond |
Expense Ratio
The Calvert Green Bond Fund has a high expense ratio of 0.48%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: CGBIX vs. SCHD
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert Green Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Calvert Green Bond Fund had a return of -2.58% year-to-date (YTD) and 1.36% in the last 12 months. Over the past 10 years, Calvert Green Bond Fund had an annualized return of 1.53%, while the S&P 500 had an annualized return of 10.53%, indicating that Calvert Green Bond Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -2.58% | 6.12% |
| 1 month | -1.31% | -1.08% |
| 6 months | 4.78% | 15.73% |
| 1 year | 1.36% | 22.34% |
| 5 years (annualized) | 0.27% | 11.82% |
| 10 years (annualized) | 1.53% | 10.53% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.01% | -1.06% | 0.79% | |||||||||
| 2023 | -2.01% | -1.31% | 4.31% | 3.54% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Calvert Green Bond Fund(CGBIX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert Green Bond Fund (CGBIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert Green Bond Fund granted a 3.41% dividend yield in the last twelve months. The annual payout for that period amounted to $0.47 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.43 | $0.30 | $0.32 | $0.31 | $0.44 | $0.34 | $0.41 | $0.49 | $0.30 | $0.38 | $0.03 |
Dividend yield | 3.41% | 3.07% | 2.22% | 1.98% | 1.85% | 2.82% | 2.26% | 2.73% | 3.22% | 2.01% | 2.48% | 0.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Green Bond 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.04 | $0.04 | $0.04 | |||||||||
| 2023 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 | $0.09 |
| 2022 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 |
| 2021 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.09 |
| 2020 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.00 | $0.05 |
| 2019 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.08 | $0.06 |
| 2018 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 |
| 2017 | $0.03 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.02 | $0.02 | $0.02 | $0.03 | $0.14 |
| 2016 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.19 |
| 2015 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.05 |
| 2014 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.16 |
| 2013 | $0.01 | $0.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert Green Bond 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 Green Bond Fund was 17.17%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current Calvert Green Bond Fund drawdown is 10.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.17% | Aug 5, 2021 | 307 | Oct 21, 2022 | — | — | — |
| -9.15% | Mar 9, 2020 | 13 | Mar 25, 2020 | 77 | Jul 15, 2020 | 90 |
| -2.76% | Sep 30, 2016 | 54 | Dec 15, 2016 | 112 | May 30, 2017 | 166 |
| -2.74% | Apr 20, 2015 | 37 | Jun 10, 2015 | 195 | Mar 18, 2016 | 232 |
| -2.55% | Sep 11, 2017 | 173 | May 17, 2018 | 152 | Dec 24, 2018 | 325 |
Volatility
Volatility Chart
The current Calvert Green Bond Fund volatility is 1.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.