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Calvert High Yield Bond Fund (CYBIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1315824391

CUSIP

131582439

Inception Date

Jul 9, 2001

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

CYBIX 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.


Performance

Performance Chart


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Returns By Period

Calvert High Yield Bond Fund (CYBIX) returned 1.38% year-to-date (YTD) and 6.98% over the past 12 months. Over the past 10 years, CYBIX returned 3.90% annually, underperforming the S&P 500 benchmark at 10.45%.


CYBIX

YTD

1.38%

1M

2.52%

6M

1.51%

1Y

6.98%

5Y*

4.78%

10Y*

3.90%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.14%0.60%-0.93%0.33%0.25%1.38%
20240.08%0.04%1.31%-0.69%1.20%1.07%1.36%1.48%0.88%-0.40%1.01%-0.35%7.19%
20233.50%-1.58%1.55%0.81%-1.16%1.29%1.21%0.08%-1.11%-1.17%4.11%3.22%11.08%
2022-2.68%-1.18%-0.94%-3.54%0.01%-5.80%5.97%-2.45%-3.93%2.63%1.81%-0.63%-10.73%
20210.29%-0.04%0.07%0.90%0.10%1.24%0.24%0.35%-0.22%-0.29%-0.85%1.83%3.66%
20200.05%-0.89%-9.34%3.43%3.48%0.35%4.45%0.46%-0.76%0.57%3.02%1.24%5.47%
20193.55%1.38%0.76%1.19%-0.48%1.90%0.62%0.62%0.60%0.41%0.28%1.37%12.84%
20180.37%-0.68%-0.53%-0.04%-0.41%-0.12%0.98%0.77%0.42%-1.28%-0.47%-1.54%-2.52%
20170.83%0.98%-0.18%1.01%0.67%0.70%0.67%-0.07%0.74%0.26%0.14%0.19%6.09%
2016-0.65%-0.03%3.34%2.21%0.84%0.50%2.27%1.50%0.51%0.38%-0.30%0.96%12.12%
20150.32%1.53%-0.03%1.15%0.47%-1.17%0.08%-1.13%-2.28%2.23%-2.63%-0.57%-2.12%
20140.62%1.40%0.34%0.71%0.89%0.75%-1.33%1.01%-2.44%-0.04%-0.87%-4.25%-3.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, CYBIX is among the top 6% 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 CYBIX is 9494
Overall Rank
The Sharpe Ratio Rank of CYBIX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CYBIX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of CYBIX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of CYBIX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CYBIX is 9494
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 High Yield Bond Fund (CYBIX) 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 High Yield Bond Fund Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 2.15
  • 5-Year: 1.01
  • 10-Year: 0.83
  • All Time: 1.01

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 High Yield Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Calvert High Yield Bond Fund provided a 5.34% dividend yield over the last twelve months, with an annual payout of $1.30 per share. The fund has been increasing its distributions for 3 consecutive years.


4.50%5.00%5.50%6.00%$0.00$0.50$1.00$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.30$1.39$1.30$1.14$1.14$1.22$1.35$1.31$1.33$1.48$1.47$1.62

Dividend yield

5.34%5.70%5.38%4.97%4.22%4.49%5.00%5.20%4.92%5.52%5.79%5.94%

Monthly Dividends

The table displays the monthly dividend distributions for Calvert High Yield Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.12$0.12$0.12$0.00$0.00$0.35
2024$0.11$0.11$0.11$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.39
2023$0.10$0.11$0.11$0.10$0.11$0.11$0.10$0.11$0.11$0.11$0.11$0.13$1.30
2022$0.09$0.09$0.09$0.09$0.09$0.10$0.09$0.10$0.10$0.10$0.10$0.10$1.14
2021$0.10$0.10$0.10$0.09$0.10$0.09$0.09$0.10$0.09$0.09$0.09$0.10$1.14
2020$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.11$0.10$1.22
2019$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.10$0.14$0.13$0.11$1.35
2018$0.11$0.10$0.11$0.11$0.12$0.10$0.12$0.11$0.09$0.11$0.11$0.13$1.31
2017$0.12$0.12$0.12$0.11$0.10$0.11$0.10$0.12$0.11$0.09$0.12$0.10$1.33
2016$0.12$0.12$0.11$0.13$0.13$0.13$0.13$0.13$0.13$0.12$0.12$0.12$1.48
2015$0.14$0.11$0.12$0.12$0.11$0.12$0.12$0.13$0.12$0.13$0.13$0.13$1.47
2014$0.13$0.14$0.13$0.14$0.13$0.14$0.14$0.13$0.13$0.14$0.15$0.14$1.62

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 High Yield Bond 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 High Yield Bond Fund was 30.12%, occurring on Dec 12, 2008. Recovery took 205 trading sessions.

The current Calvert High Yield Bond Fund drawdown is 0.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.12%May 30, 2007389Dec 12, 2008205Oct 7, 2009594
-22.83%Aug 9, 2001291Oct 10, 2002312Jan 8, 2004603
-17.54%Feb 21, 202022Mar 23, 202092Aug 3, 2020114
-14.59%Jan 3, 2022187Sep 29, 2022370Mar 21, 2024557
-12.36%Jun 24, 2014413Feb 11, 2016160Sep 29, 2016573

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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