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Sortino ratio is not yet available for CRFIX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Calvert Focused Value Fund's Sortino Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how CRFIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
FGIPXNomura Growth and Income Fund Institutional Class5.08
FGINXDelaware Growth and Income Fund5.05
PKAIXPIMCO RAE US Fund4.66
LSVVXLSV Conservative Value Equity Fund4.60
SUVZXPGIM Quant Solutions Large-Cap Value Fund4.46
MALVXBlackRock Advantage Large Cap Value Fund4.45
MDLVXBlackRock Advantage Large Cap Value Fund Investor A4.38
TOWFXTowpath Focus Fund4.35
SABTXSA U.S. Value Fund4.34
IDIVXIntegrity Dividend Harvest Fund4.31
CRFIXCalvert Focused Value Fund
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Time Period

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Historical Sortino Ratio

The chart shows CRFIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CRFIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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