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Calvert Short Duration Income Fund (CSDAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Calvert Short Duration Income Fund (CSDAX)

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

The fund typically invests at least 65% 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 35% 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 foreign debt securities.

Fund Info

ISIN

US13161T1043

CUSIP

13161T104

Issuer

Calvert Research and Management

Inception Date

Jan 31, 2002

Category

Short-Term Bond

Min. Investment

$1,000

Asset Class

Bond

Expense Ratio

CSDAX has an expense ratio of 0.76%, 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 Short Duration Income Fund

Performance

Performance Chart

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S&P 500

Returns By Period

Calvert Short Duration Income Fund (CSDAX) returned 1.94% year-to-date (YTD) and 6.64% over the past 12 months. Over the past 10 years, CSDAX returned 2.54% annually, underperforming the S&P 500 benchmark at 10.85%.

CSDAX

YTD

1.94%

1M

0.11%

6M

2.60%

1Y

6.64%

3Y*

4.48%

5Y*

3.21%

10Y*

2.54%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.64%0.88%0.24%0.49%-0.32%1.94%
20240.71%-0.33%0.52%-0.39%0.92%0.60%1.31%0.98%0.91%-0.63%0.51%0.19%5.41%
20231.90%-0.55%0.84%0.57%-0.14%0.13%0.67%0.34%-0.23%-0.02%1.97%1.69%7.35%
2022-0.86%-0.74%-1.31%-1.07%0.09%-1.58%1.25%-0.64%-1.76%-0.16%1.36%0.36%-5.00%
20210.39%0.03%-0.04%0.38%0.32%0.07%0.24%-0.00%0.05%-0.37%-0.37%0.17%0.89%
20200.87%0.56%-5.68%1.56%1.54%1.89%0.67%0.72%0.16%0.35%1.32%0.70%4.53%
20191.37%0.63%0.82%0.50%0.63%0.61%0.11%0.72%-0.03%0.41%0.03%0.26%6.21%
2018-0.19%-0.21%0.01%-0.06%0.29%0.03%0.30%0.31%0.08%-0.26%-0.13%-0.11%0.06%
20170.29%0.34%0.16%0.34%0.35%0.07%0.39%0.20%-0.03%0.07%-0.13%0.09%2.17%
20160.24%0.00%1.01%0.75%0.11%0.87%0.55%0.17%0.22%-0.09%-0.71%0.10%3.26%
20150.65%0.15%0.27%0.15%0.07%-0.47%0.14%-0.28%0.03%0.15%-0.22%-0.40%0.25%
20140.59%0.29%-0.09%0.36%0.33%0.11%-0.27%0.21%-0.56%0.03%0.09%-0.44%0.66%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, CSDAX is among the top 3% of 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.

The Risk-Adjusted Performance Rank of CSDAX is 9797
Overall Rank
The Sharpe Ratio Rank of CSDAX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CSDAX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of CSDAX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CSDAX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of CSDAX is 9696
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 Short Duration Income Fund (CSDAX) 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 Short Duration Income Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 2.91
  • 5-Year: 1.40
  • 10-Year: 1.12
  • All Time: 1.87

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 Short Duration Income 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 Short Duration Income Fund provided a 4.60% dividend yield over the last twelve months, with an annual payout of $0.72 per share. The fund has been increasing its distributions for 2 consecutive years.

2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.8020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.72$0.73$0.61$0.35$0.37$0.43$0.45$0.42$0.30$0.33$0.29$0.31

Dividend yield

4.60%4.67%3.94%2.33%2.25%2.59%2.79%2.68%1.84%2.08%1.85%1.92%

Monthly Dividends

The table displays the monthly dividend distributions for Calvert Short Duration Income 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$0.73
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.61
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$0.35
2021$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.13$0.37
2020$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.11$0.43
2019$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.45
2018$0.03$0.03$0.03$0.03$0.04$0.03$0.04$0.04$0.03$0.04$0.04$0.04$0.42
2017$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.03$0.02$0.03$0.02$0.30
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2015$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.02$0.03$0.03$0.29
2014$0.03$0.03$0.03$0.03$0.02$0.03$0.03$0.03$0.02$0.03$0.03$0.03$0.31

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 Short Duration Income 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 Short Duration Income Fund was 9.96%, occurring on Mar 25, 2020. Recovery took 110 trading sessions.

The current Calvert Short Duration Income Fund drawdown is 0.32%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.96%Mar 6, 202014Mar 25, 2020110Aug 31, 2020124
-7.79%Oct 4, 2021265Oct 20, 2022280Dec 1, 2023545
-4.5%Sep 12, 200852Nov 24, 2008106Apr 29, 2009158
-2.85%Aug 5, 201182Nov 30, 201163Mar 2, 2012145
-2.17%May 10, 201339Jul 5, 2013155Feb 14, 2014194
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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