- ISIN
- US1316183086
- CUSIP
- 131618308
- Inception Date
- Aug 24, 1987
- Category
- Large Cap Growth Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
CSIEX Performance Chart
Calvert Equity Fund (CSIEX) is down 11.0% since the beginning of the year. CSIEX is currently trading at $59 per share. Investors who bought $1,000 worth of CSIEX shares 5 years ago would now be looking at an investment worth $1,189.
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Returns By Period
Calvert Equity Fund (CSIEX) has returned -11.03% so far this year and -6.47% over the past 12 months. Over the last ten years, CSIEX has returned 11.50% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Calvert Equity Fund
- 1D
- -0.03%
- 1M
- -2.00%
- YTD
- -11.03%
- 6M
- -11.37%
- 1Y
- -6.47%
- 3Y*
- 4.08%
- 5Y*
- 3.52%
- 10Y*
- 11.50%
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%
CSIEX Monthly Returns History
Based on dividend-adjusted daily data since Aug 24, 1987, CSIEX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +12.5%, while the worst month was Aug 1998 at -18.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CSIEX closed higher 52% of trading days. The best single day was Nov 20, 1987 with a return of +21.1%, while the worst single day was Nov 24, 1987 at -15.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.29% | -2.31% | -6.18% | 2.90% | -1.45% | -3.03% | -11.03% | ||||||
| 2025 | 4.50% | -1.20% | -3.58% | -0.54% | 4.60% | 1.55% | 0.09% | 1.30% | -0.43% | -0.77% | 1.75% | 0.06% | 7.27% |
| 2024 | 0.23% | 4.41% | 0.87% | -4.38% | 2.88% | 1.51% | 3.13% | 1.87% | 1.12% | -3.47% | 4.31% | -3.92% | 8.35% |
| 2023 | 5.12% | -4.47% | 3.57% | 1.35% | -2.14% | 5.93% | 2.46% | -0.59% | -6.07% | -2.67% | 11.11% | 4.30% | 17.93% |
| 2022 | -8.34% | -5.68% | 3.50% | -6.40% | -0.82% | -5.76% | 9.66% | -4.89% | -8.08% | 6.70% | 7.03% | -3.86% | -17.61% |
| 2021 | -3.73% | 2.26% | 3.94% | 6.82% | -0.36% | 3.00% | 5.62% | 2.58% | -4.85% | 6.62% | -0.80% | 5.37% | 28.90% |
Benchmark Metrics
Calvert Equity Fund has an annualized alpha of 1.39%, beta of 0.86, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since August 24, 1987.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.42%) than losses (88.73%) - typical of diversified or defensive assets.
- With beta of 0.86 and R2 of 0.78, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.39%
- Beta
- 0.86
- R²
- 0.78
- Upside Capture
- 89.42%
- Downside Capture
- 88.73%
Expense Ratio
CSIEX has an expense ratio of 0.91%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CSIEX ranks 1 for risk / return — in the bottom 1% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) 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.
| CSIEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.37 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.78 | -3.25 |
| Martin ratioReturn relative to average drawdown | -1.02 | 12.44 | -13.46 |
Dividends
Dividend History
Calvert Equity Fund provided a 25.82% dividend yield over the last twelve months, with an annual payout of $15.30 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $15.30 | $15.30 | $6.70 | $1.37 | $2.25 | $2.95 | $1.80 | $1.58 | $3.66 | $3.47 | $4.16 | $10.26 |
Dividend yield | 25.82% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Equity 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 | $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 | $15.30 | $15.30 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.70 | $6.70 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.37 | $1.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.25 | $2.25 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.95 | $2.95 |
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 Equity 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 Equity Fund was 50.81%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.
The current Calvert Equity Fund drawdown is 13.17%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -50.81%Mar 2009 | 1y 4mo | 1y 10mo | 3y 2moNov 2007 - Jan 2011 |
COVID crash2020 | -30.50%Mar 2020 | 1mo 2d | 3mo 24d | 4mo 26dFeb 2020 - Jul 2020 |
Dot-com crash2000–2002 | -30.42%Oct 2002 | 1y 4mo | 1y 3mo | 2y 7moMay 2001 - Jan 2004 |
1998 bear market1998 | -30.07%Oct 1998 | 5mo 19d | 3mo 23d | 9mo 12dApr 1998 - Jan 1999 |
Bear market2022 | -25.71%Oct 2022 | 9mo 18d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 |
Drawdown Indicators
| CSIEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -56.78% | +5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -9.10% | -5.02% |
Max Drawdown (3Y)Largest decline over 3 years | -14.87% | -18.90% | +4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -25.43% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -33.92% | +3.42% |
Current DrawdownCurrent decline from peak | -13.17% | -1.80% | -11.37% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -10.71% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.44% | 2.03% | +4.41% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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