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Calvert Bond Fund (CSIBX)

Mutual Fund · Currency in USD · Last updated Sep 30, 2023

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.

Summary

Fund Info

ISINUS1316184076
CUSIP131618407
IssuerCalvert Research and Management
Inception DateAug 24, 1987
CategoryIntermediate Core-Plus Bond
Minimum Investment$1,000
Asset ClassBond

Expense Ratio

The Calvert Bond Fund has a high expense ratio of 0.73%, indicating higher-than-average management fees.


0.73%
0.00%2.15%

Share Price Chart


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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.


0.00%5.00%10.00%MayJuneJulyAugustSeptember
-3.69%
3.97%
CSIBX (Calvert Bond Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with CSIBX

Calvert Bond Fund

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.


PeriodReturnBenchmark
1 month-2.69%-4.87%
6 months-3.36%4.35%
Year-To-Date0.03%11.68%
1 year1.68%19.59%
5 years (annualized)0.60%7.97%
10 years (annualized)1.59%9.75%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.94%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CSIBX
Calvert Bond Fund
0.18
^GSPC
S&P 500
0.89

Sharpe Ratio

The current Calvert Bond Fund Sharpe ratio is 0.18. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.18
0.89
CSIBX (Calvert Bond Fund)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-13.45%
-10.60%
CSIBX (Calvert Bond Fund)
Benchmark (^GSPC)

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, 2021308Oct 24, 2022
-9.88%Mar 9, 202012Mar 24, 202083Jul 22, 202095
-8.81%Nov 23, 1993122May 11, 1994259May 9, 1995381
-7.82%Sep 10, 2008125Mar 10, 2009107Aug 11, 2009232
-7.3%Aug 4, 1989190Apr 26, 1990345Aug 22, 1991535

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.


1.00%2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptember
1.14%
3.17%
CSIBX (Calvert Bond Fund)
Benchmark (^GSPC)