Calvert Bond Fund (CSIBX)
Under normal circumstances, the fund invests at least 80% of its net assets (including borrowings for investment purposes) in bonds. Bonds include debt securities of any maturity. At least 80% of the fund's net assets are invested in investment grade debt securities. The fund may also invest up to 25% of its net assets in foreign debt securities.
Fund Info
| ISIN | US1316184076 |
|---|---|
| CUSIP | 131618407 |
| Issuer | Calvert Research and Management |
| Inception Date | Aug 24, 1987 |
| Category | Intermediate Core-Plus Bond |
| Minimum Investment | $1,000 |
| Asset Class | Bond |
Expense Ratio
The Calvert Bond Fund has a high expense ratio of 0.73%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Performance
The chart shows the growth of an initial investment of $10,000 in Calvert 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.
Compare to other instruments
Return
Calvert Bond Fund had a return of 0.03% year-to-date (YTD) and 1.68% in the last 12 months. Over the past 10 years, Calvert Bond Fund had an annualized return of 1.59%, while the S&P 500 had an annualized return of 9.75%, indicating that Calvert Bond Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -2.69% | -4.87% |
| 6 months | -3.36% | 4.35% |
| Year-To-Date | 0.03% | 11.68% |
| 1 year | 1.68% | 19.59% |
| 5 years (annualized) | 0.60% | 7.97% |
| 10 years (annualized) | 1.59% | 9.75% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.94% | 0.60% | -0.91% | -0.16% | 0.13% | -0.35% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Calvert Bond Fund (CSIBX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | 0.18 | ||||
^GSPC S&P 500 | 0.89 |
Dividend History
Calvert Bond Fund granted a 3.58% dividend yield in the last twelve months. The annual payout for that period amounted to $0.49 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.49 | $0.40 | $0.52 | $0.58 | $0.56 | $0.39 | $0.36 | $0.44 | $0.38 | $0.38 | $0.38 | $0.66 |
Dividend yield | 3.58% | 2.89% | 3.29% | 3.69% | 3.86% | 2.89% | 2.65% | 3.40% | 3.07% | 3.04% | 3.20% | 5.44% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | ||||
| 2022 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 |
| 2021 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.03 | $0.23 |
| 2020 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.24 |
| 2019 | $0.04 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.18 |
| 2018 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 | $0.03 | $0.03 | $0.03 | $0.04 |
| 2017 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 |
| 2016 | $0.04 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.08 |
| 2015 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.04 | $0.03 | $0.03 | $0.04 |
| 2014 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 |
| 2013 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.06 |
| 2012 | $0.03 | $0.03 | $0.03 | $0.04 | $0.03 | $0.04 | $0.03 | $0.03 | $0.03 | $0.00 | $0.06 | $0.29 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Calvert Bond Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Calvert Bond Fund is 17.19%, recorded on Oct 24, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.19% | Aug 5, 2021 | 308 | Oct 24, 2022 | — | — | — |
| -9.88% | Mar 9, 2020 | 12 | Mar 24, 2020 | 83 | Jul 22, 2020 | 95 |
| -8.81% | Nov 23, 1993 | 122 | May 11, 1994 | 259 | May 9, 1995 | 381 |
| -7.82% | Sep 10, 2008 | 125 | Mar 10, 2009 | 107 | Aug 11, 2009 | 232 |
| -7.3% | Aug 4, 1989 | 190 | Apr 26, 1990 | 345 | Aug 22, 1991 | 535 |
Volatility Chart
The current Calvert Bond Fund volatility is 1.14%, 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.