- ISIN
- US1316498575
- CUSIP
- 131649857
- Inception Date
- May 30, 2007
- Category
- Foreign Small & Mid Cap Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
COIIX Performance Chart
Calvert International Opportunities Fund (COIIX) is up 6.4% since the beginning of the year. COIIX is currently trading at $19 per share. Investors who bought $1,000 worth of COIIX shares 5 years ago would now be looking at an investment worth $1,014.
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Returns By Period
Calvert International Opportunities Fund (COIIX) has returned 6.44% so far this year and 7.45% over the past 12 months. Over the last ten years, COIIX has returned 6.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
Calvert International Opportunities Fund
- 1D
- 0.74%
- 1M
- 1.12%
- YTD
- 6.44%
- 6M
- 7.57%
- 1Y
- 7.45%
- 3Y*
- 8.23%
- 5Y*
- 0.28%
- 10Y*
- 6.51%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.64%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
COIIX Monthly Returns History
Based on dividend-adjusted daily data since May 31, 2007, COIIX's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +13.4%, while the worst month was Oct 2008 at -24.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, COIIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.1%, while the worst single day was Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.85% | 3.32% | -9.90% | 9.47% | 2.83% | -1.25% | 6.44% | ||||||
| 2025 | 2.09% | 0.30% | -1.08% | 5.34% | 4.61% | 2.81% | -3.32% | 3.33% | 0.05% | -1.77% | 0.11% | 0.90% | 13.80% |
| 2024 | -3.70% | 1.34% | 2.04% | -3.95% | 4.11% | -2.47% | 7.13% | 2.48% | 1.71% | -7.25% | 1.98% | -3.96% | -1.48% |
| 2023 | 7.16% | -2.92% | 0.81% | 2.42% | -3.39% | 2.76% | 3.24% | -4.55% | -6.07% | -5.01% | 11.25% | 8.30% | 12.95% |
| 2022 | -9.30% | -3.66% | -3.31% | -8.14% | -0.55% | -10.82% | 10.20% | -8.26% | -9.61% | 4.83% | 13.38% | -1.94% | -26.69% |
| 2021 | -1.95% | 1.07% | 2.42% | 5.52% | 2.52% | -1.69% | 4.08% | 2.94% | -4.46% | 3.35% | -4.69% | 4.70% | 13.97% |
Benchmark Metrics
Calvert International Opportunities Fund has an annualized alpha of -2.09%, beta of 0.79, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since June 01, 2007.
- This fund participated in 106.19% of S&P 500 Index downside but only 87.32% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.09% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.09%
- Beta
- 0.79
- R²
- 0.68
- Upside Capture
- 87.32%
- Downside Capture
- 106.19%
Expense Ratio
COIIX has a high expense ratio of 1.06%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
COIIX ranks 7 for risk / return — in the bottom 7% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert International Opportunities Fund (COIIX) and compare them to S&P 500 Index.
| COIIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.36 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.56 | 2.69 | -2.12 |
| Martin ratioReturn relative to average drawdown | 1.98 | 12.34 | -10.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Calvert International Opportunities Fund provided a 3.28% dividend yield over the last twelve months, with an annual payout of $0.62 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.62 | $0.62 | $0.53 | $0.30 | $0.09 | $1.62 | $0.16 | $0.23 | $1.39 | $1.30 | $0.21 | $0.64 |
Dividend yield | 3.28% | 3.49% | 3.24% | 1.77% | 0.61% | 7.67% | 0.78% | 1.32% | 9.82% | 7.19% | 1.52% | 4.53% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert International Opportunities 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.62 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.62 | $1.62 |
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 International Opportunities 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 International Opportunities Fund was 57.27%, occurring on Mar 9, 2009. Recovery took 1135 trading sessions.
The current Calvert International Opportunities Fund drawdown is 4.73%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -57.27%Mar 2009 | 1y 4mo | 4y 6mo | 5y 10moNov 2007 - Sep 2013 |
Bear market2022 | -40.36%Oct 2022 | 1y 1mo | — | 4y 9moSep 2021 - now |
COVID crash2020 | -36.42%Mar 2020 | 2mo 20d | 5mo 28d | 8mo 18dJan 2020 - Sep 2020 |
Rate-hike selloffLate 2018 | -24.03%Dec 2018 | 10mo 29d | 1y 3d | 1y 11moJan 2018 - Dec 2019 |
2016 bear market2016 | -21.26%Feb 2016 | 8mo 29d | 1y 2mo | 1y 11moMay 2015 - Apr 2017 |
Drawdown Indicators
| COIIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.27% | -56.78% | -0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -9.10% | -3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -17.12% | -18.90% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -40.36% | -25.43% | -14.93% |
Max Drawdown (10Y)Largest decline over 10 years | -40.36% | -33.92% | -6.44% |
Current DrawdownCurrent decline from peak | -4.73% | -2.97% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -14.98% | -10.72% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 1.97% | +1.66% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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