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Calvert Core Bond Fund (CLDAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Calvert Core Bond Fund (CLDAX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

The fund typically invests at least 80% of its net assets in investment grade, U.S. dollar-denominated debt securities, as assessed at the time of purchase. It may invest up to 5% of its net assets in below-investment grade, high-yield debt instruments (commonly known as "junk bonds"), including distressed instruments that are in default. The fund may also invest up to 25% of its net assets in U.S. dollar-denominated foreign debt securities and American Depositary Receipts ("ADRs").

Fund Info

ISIN

US1315827105

CUSIP

131582710

Issuer

Calvert Research and Management

Inception Date

Dec 30, 2004

Category

Intermediate Core Bond

Min. Investment

$1,000

Asset Class

Bond

Expense Ratio

CLDAX has an expense ratio of 0.74%, placing it in the medium range.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Calvert Core Bond Fund

Popular comparisons:
CLDAX vs. FGMNX CLDAX vs. ETH-USD CLDAX vs. FUAMX CLDAX vs. VOO CLDAX vs. FXNAX
Popular comparisons:
CLDAX vs. FGMNX CLDAX vs. ETH-USD CLDAX vs. FUAMX CLDAX vs. VOO CLDAX vs. FXNAX

Performance

Performance Chart

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S&P 500

Returns By Period

Calvert Core Bond Fund (CLDAX) returned 1.85% year-to-date (YTD) and 6.12% over the past 12 months. Over the past 10 years, CLDAX returned 3.35% annually, underperforming the S&P 500 benchmark at 10.84%.

CLDAX

YTD

1.85%

1M

-0.85%

6M

1.11%

1Y

6.12%

3Y*

1.43%

5Y*

0.31%

10Y*

3.35%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of CLDAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.63%2.10%-0.07%0.42%-1.20%1.85%
20240.17%-1.58%0.87%-2.43%1.77%0.89%2.25%1.46%1.31%-2.48%1.07%-1.40%1.76%
20233.28%-2.20%2.27%0.61%-1.18%-0.38%0.02%-0.54%-2.34%-1.48%4.28%3.61%5.82%
2022-2.17%-1.38%-2.80%-3.36%0.38%-1.63%2.07%-2.39%-3.92%-1.44%3.32%-0.43%-13.14%
2021-1.67%-1.08%-0.95%0.77%0.31%0.72%0.97%-0.15%-0.67%-0.16%-0.14%-0.23%-2.30%
20204.41%2.28%-8.00%5.91%0.88%2.92%4.78%-2.31%-0.05%-0.85%4.07%0.44%14.56%
20192.99%0.24%4.13%0.47%2.96%2.70%0.93%5.64%-1.42%0.57%0.35%-0.30%20.77%
2018-1.36%-2.53%0.65%-1.69%0.45%-0.59%0.70%0.50%-0.94%-2.91%-0.16%2.11%-5.74%
20170.23%1.82%-0.39%1.44%1.89%0.97%0.49%1.30%-0.63%0.33%0.16%1.52%9.48%
20161.72%1.59%2.64%1.12%0.23%4.00%2.49%0.00%-0.63%-2.19%-4.69%0.63%6.81%
20155.16%-2.51%0.47%-2.20%-1.40%-3.37%1.51%-1.01%0.37%0.40%-0.61%-0.55%-3.93%
20143.24%1.70%0.65%2.07%1.78%0.09%0.30%2.66%-2.67%1.63%1.22%1.67%15.15%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CLDAX is 66, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of CLDAX is 6666
Overall Rank
The Sharpe Ratio Rank of CLDAX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of CLDAX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CLDAX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CLDAX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of CLDAX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Calvert Core Bond Fund (CLDAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Calvert Core Bond Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.19
  • 5-Year: 0.05
  • 10-Year: 0.46
  • All Time: 0.83

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Calvert Core Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Calvert Core Bond Fund provided a 4.49% dividend yield over the last twelve months, with an annual payout of $0.70 per share. The fund has been increasing its distributions for 2 consecutive years.

2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.70$0.70$0.62$0.34$1.12$1.05$0.56$0.57$0.52$1.15$0.47$0.90

Dividend yield

4.49%4.52%3.87%2.19%6.08%5.22%3.05%3.62%3.03%7.02%2.85%5.15%

Monthly Dividends

The table displays the monthly dividend distributions for Calvert Core Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.06$0.06$0.06$0.06$0.00$0.23
2024$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.70
2023$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.06$0.62
2022$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.34
2021$0.04$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.90$1.12
2020$0.04$0.05$0.04$0.04$0.05$0.04$0.04$0.05$0.04$0.04$0.04$0.58$1.05
2019$0.06$0.05$0.05$0.05$0.05$0.05$0.04$0.04$0.04$0.04$0.04$0.05$0.56
2018$0.05$0.04$0.05$0.05$0.05$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.57
2017$0.05$0.05$0.05$0.05$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.52
2016$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.04$0.04$0.05$0.68$1.15
2015$0.04$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.47
2014$0.05$0.05$0.05$0.05$0.04$0.05$0.04$0.04$0.04$0.04$0.04$0.42$0.90

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 Core 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 Core Bond Fund was 18.88%, occurring on Mar 19, 2020. Recovery took 77 trading sessions.

The current Calvert Core Bond Fund drawdown is 6.94%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.88%Mar 9, 20209Mar 19, 202077Jul 9, 202086
-18.56%Jan 4, 2021456Oct 24, 2022———
-11.91%May 3, 201390Sep 10, 2013162May 2, 2014252
-10.15%Feb 3, 2015101Jun 26, 2015240Jun 9, 2016341
-8.94%Jul 11, 2016113Dec 16, 2016173Aug 25, 2017286
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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