- ISIN
- US1316491059
- CUSIP
- 131649105
- Inception Date
- Jul 1, 1992
- Category
- Foreign Large Cap 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
CWVGX Performance Chart
Calvert International Equity Fund (CWVGX) is up 6.1% since the beginning of the year. CWVGX is currently trading at $27 per share. Investors who bought $1,000 worth of CWVGX shares 5 years ago would now be looking at an investment worth $1,224.
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Returns By Period
Calvert International Equity Fund (CWVGX) has returned 6.12% so far this year and 13.76% over the past 12 months. Over the last ten years, CWVGX has returned 8.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Calvert International Equity Fund
- 1D
- -0.19%
- 1M
- 6.64%
- YTD
- 6.12%
- 6M
- 8.19%
- 1Y
- 13.76%
- 3Y*
- 9.55%
- 5Y*
- 4.12%
- 10Y*
- 8.02%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
CWVGX Monthly Returns History
Based on dividend-adjusted daily data since Jun 20, 1996, CWVGX's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.3%, while the worst month was Oct 2008 at -25.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, CWVGX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Oct 15, 2008 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.60% | 3.78% | -10.67% | 7.22% | 5.27% | -0.19% | 6.12% | ||||||
| 2025 | 5.55% | 1.41% | -3.46% | 3.45% | 4.14% | 2.15% | -4.48% | 2.49% | 1.86% | 2.11% | 0.58% | 2.46% | 19.34% |
| 2024 | -1.49% | 1.60% | 2.89% | -2.50% | 4.99% | -1.54% | 2.04% | 4.31% | 1.31% | -6.01% | -0.47% | -3.34% | 1.20% |
| 2023 | 8.47% | -2.76% | 4.21% | 2.68% | -2.38% | 3.47% | 1.00% | -5.61% | -5.80% | -4.29% | 9.75% | 7.26% | 15.35% |
| 2022 | -6.64% | -3.62% | 0.09% | -6.38% | 0.24% | -8.29% | 7.36% | -8.03% | -9.11% | 5.86% | 12.56% | -2.52% | -19.21% |
| 2021 | -1.67% | 1.87% | 1.11% | 3.84% | 4.19% | -1.72% | 1.63% | 2.19% | -4.20% | 4.75% | -4.65% | 4.76% | 12.10% |
Benchmark Metrics
Calvert International Equity Fund has an annualized alpha of -1.33%, beta of 0.71, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since June 21, 1996.
- This fund participated in 101.59% of S&P 500 Index downside but only 82.70% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.33%
- Beta
- 0.71
- R²
- 0.55
- Upside Capture
- 82.70%
- Downside Capture
- 101.59%
Expense Ratio
CWVGX has a high expense ratio of 1.14%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CWVGX ranks 11 for risk / return — in the bottom 11% 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 International Equity Fund (CWVGX) and compare them to S&P 500 Index.
| CWVGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 2.39 | -1.52 |
Sortino ratioReturn per unit of downside risk | 1.33 | 3.25 | -1.92 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.43 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.11 | -2.12 |
Martin ratioReturn relative to average drawdown | 3.48 | 14.38 | -10.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Calvert International Equity Fund provided a 5.42% dividend yield over the last twelve months, with an annual payout of $1.44 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 | $1.44 | $1.44 | $0.26 | $0.18 | $0.47 | $1.60 | $0.04 | $0.19 | $0.18 | $0.26 | $0.40 | $0.14 |
Dividend yield | 5.42% | 5.75% | 1.16% | 0.80% | 2.43% | 6.54% | 0.19% | 0.97% | 1.16% | 1.47% | 2.74% | 0.90% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert International 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 | $1.44 | $1.44 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.60 | $1.60 |
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 International 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 International Equity Fund was 65.15%, occurring on Mar 9, 2009. Recovery took 2919 trading sessions.
The current Calvert International Equity Fund drawdown is 0.19%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -65.15%Mar 2009 | 1y 4mo | 11y 7mo | 13y 1dOct 2007 - Oct 2020 |
2003 bear market2003 | -52.54%Mar 2003 | 3y 2mo | 3y 19d | 6y 2moJan 2000 - Mar 2006 |
Bear market2022 | -33.26%Sep 2022 | 10mo 22d | 1y 11mo | 2y 9moNov 2021 - Aug 2024 |
1998 bear market1998 | -28.19%Oct 1998 | 2mo 16d | 10mo 29d | 1y 1moJul 1998 - Aug 1999 |
2025 selloff2025 | -16.20%Apr 2025 | 6mo 13d | 1mo 19d | 8mo 2dSep 2024 - May 2025 |
Drawdown Indicators
| CWVGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.15% | -56.78% | -8.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -9.10% | -4.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -18.90% | +2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -33.26% | -25.43% | -7.83% |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | -33.92% | +0.66% |
Current DrawdownCurrent decline from peak | -0.19% | 0.00% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -21.00% | -10.72% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 1.97% | +2.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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