- ISIN
- US1315821405
- Inception Date
- Apr 28, 2022
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CRFIX Performance Chart
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Returns By Period
Calvert Focused Value Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CRFIX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.34% | 2.51% | -8.19% | 11.33% | 1.95% | 11.46% | |||||||
| 2025 | 3.86% | -0.68% | -3.48% | -4.49% | 5.16% | 3.16% | -0.25% | 2.56% | 1.99% | 2.20% | 2.55% | 0.41% | 13.26% |
| 2024 | -2.83% | 5.24% | 5.07% | -1.75% | 3.13% | -1.65% | 3.96% | 0.25% | 2.62% | -1.32% | 6.34% | -6.60% | 12.24% |
| 2023 | 5.99% | -3.54% | -2.28% | 2.03% | -2.49% | 5.31% | 3.59% | -3.93% | -4.68% | -5.01% | 7.86% | 6.99% | 8.84% |
| 2022 | 0.00% | 1.40% | -7.10% | 7.11% | -2.87% | -7.65% | 8.18% | 6.13% | -5.04% | -1.34% |
Benchmark Metrics
Calvert Focused Value Fund has an annualized alpha of -0.34%, beta of 0.79, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since April 29, 2022.
- This fund participated in 98.77% of S&P 500 Index downside but only 85.80% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.34%
- Beta
- 0.79
- R²
- 0.75
- Upside Capture
- 85.80%
- Downside Capture
- 98.77%
Expense Ratio
CRFIX has an expense ratio of 0.74%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert Focused Value Fund (CRFIX) 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.
| CRFIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Calvert Focused Value Fund provided a 5.18% dividend yield over the last twelve months, with an annual payout of $0.71 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.71 | $0.71 | $0.50 | $0.11 | $0.02 |
Dividend yield | 5.18% | 5.77% | 4.37% | 1.02% | 0.17% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Focused Value 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 | |||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.71 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2022 | $0.02 | $0.02 |
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 Focused Value 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 Focused Value Fund was 18.29%, occurring on Apr 8, 2025. Recovery took 112 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -18.29%Apr 2025 | 4mo 10d | 5mo 13d | 9mo 23dNov 2024 - Sep 2025 |
2023 correction2023 | -14.42%Oct 2023 | 3mo 2d | 2mo | 5mo 2dJul 2023 - Dec 2023 |
Bear market2022 | -14.14%Sep 2022 | 1mo 14d | 4mo 5d | 5mo 19dAug 2022 - Feb 2023 |
Bear market2022 | -12.00%Jun 2022 | 1mo 12d | 1mo 27d | 3mo 9dMay 2022 - Aug 2022 |
2026 correction2026 | -11.97%Mar 2026 | 1mo 19d | 1mo 1d | 2mo 20dFeb 2026 - Apr 2026 |
Drawdown Indicators
| CRFIX | 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 | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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