Calvert Core Bond Fund (CLDAX)
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
US1315827105
131582710
Dec 30, 2004
$1,000
Expense Ratio
CLDAX features an expense ratio of 0.74%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert Core 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 Core Bond Fund had a return of 1.57% year-to-date (YTD) and 2.39% in the last 12 months. Over the past 10 years, Calvert Core Bond Fund had an annualized return of 1.88%, while the S&P 500 had an annualized return of 11.01%, indicating that Calvert Core Bond Fund did not perform as well as the benchmark.
CLDAX
1.57%
-0.08%
1.49%
2.39%
-0.57%
1.88%
^GSPC (Benchmark)
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.17% | -1.58% | 0.87% | -2.43% | 1.77% | 0.89% | 2.25% | 1.46% | 1.31% | -2.48% | 1.07% | 1.57% | |
| 2023 | 3.28% | -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% | -4.67% | -6.66% |
| 2020 | 4.41% | 2.28% | -8.00% | 5.91% | 0.88% | 2.92% | 4.78% | -2.31% | -0.05% | -0.85% | 4.07% | -2.21% | 11.54% |
| 2019 | 2.99% | 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% | -0.95% | -2.91% | -0.16% | 2.11% | -5.74% |
| 2017 | 0.23% | 1.82% | -0.39% | 1.44% | 1.89% | 0.97% | 0.49% | 1.29% | -0.63% | 0.34% | 0.16% | 1.52% | 9.48% |
| 2016 | 1.72% | 1.59% | 2.64% | 1.12% | 0.23% | 4.00% | 2.49% | 0.00% | -0.63% | -2.19% | -4.69% | -3.16% | 2.79% |
| 2015 | 5.16% | -2.51% | 0.47% | -2.20% | -1.40% | -3.37% | 1.51% | -1.01% | 0.37% | 0.40% | -0.61% | -0.55% | -3.93% |
| 2014 | 3.24% | 1.70% | 0.65% | 2.07% | 1.78% | 0.09% | 0.30% | 2.66% | -2.67% | 1.63% | 1.22% | -0.50% | 12.70% |
| 2013 | -1.95% | 0.90% | -0.03% | 3.40% | -4.45% | -4.34% | 0.86% | -1.14% | 0.29% | 2.26% | -1.56% | -1.64% | -7.47% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CLDAX is 15, meaning it’s performing worse than 85% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Dividends
Dividend History
Calvert Core Bond Fund provided a 4.51% 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.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.62 | $0.34 | $0.26 | $0.51 | $0.56 | $0.57 | $0.52 | $0.51 | $0.47 | $0.52 | $0.57 |
Dividend yield | 4.51% | 3.87% | 2.19% | 1.39% | 2.53% | 3.05% | 3.62% | 3.03% | 3.13% | 2.85% | 3.00% | 3.58% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.00 | $0.64 |
| 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 | $0.03 | $0.26 |
| 2020 | $0.04 | $0.05 | $0.04 | $0.04 | $0.05 | $0.04 | $0.04 | $0.05 | $0.04 | $0.04 | $0.04 | $0.04 | $0.51 |
| 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 | $0.05 | $0.51 |
| 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 | $0.04 | $0.52 |
| 2013 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.57 |
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.
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 23.91%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current Calvert Core Bond Fund drawdown is 14.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.91% | Dec 1, 2020 | 478 | Oct 24, 2022 | — | — | — |
| -18.88% | Mar 9, 2020 | 9 | Mar 19, 2020 | 77 | Jul 9, 2020 | 86 |
| -15.2% | Nov 9, 2012 | 209 | Sep 10, 2013 | 334 | Jan 7, 2015 | 543 |
| -12.37% | Jul 11, 2016 | 113 | Dec 16, 2016 | 598 | May 7, 2019 | 711 |
| -10.15% | Feb 3, 2015 | 101 | Jun 26, 2015 | 240 | Jun 9, 2016 | 341 |
Volatility
Volatility Chart
The current Calvert Core Bond Fund volatility is 1.57%, 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.