ACISX vs. CFICX
ACISX (AB Corporate Income Shares) and CFICX (Calvert Income Fund) are both Corporate Bonds funds. Over the past 10 years, ACISX returned 2.95%/yr vs 2.92%/yr for CFICX. Their correlation of 0.93 suggests significant overlap in exposure. ACISX charges 0.00%/yr vs 0.92%/yr for CFICX.
Performance
ACISX vs. CFICX - Performance Comparison
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Returns By Period
In the year-to-date period, ACISX achieves a 0.78% return, which is significantly higher than CFICX's 0.26% return. Both investments have delivered pretty close results over the past 10 years, with ACISX having a 2.95% annualized return and CFICX not far behind at 2.92%.
ACISX
- 1D
- 0.10%
- 1M
- 0.94%
- YTD
- 0.78%
- 6M
- 1.01%
- 1Y
- 5.38%
- 3Y*
- 5.82%
- 5Y*
- 0.46%
- 10Y*
- 2.95%
CFICX
- 1D
- 0.07%
- 1M
- 0.77%
- YTD
- 0.26%
- 6M
- 0.59%
- 1Y
- 4.83%
- 3Y*
- 5.93%
- 5Y*
- 0.76%
- 10Y*
- 2.92%
ACISX vs. CFICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACISX AB Corporate Income Shares | 0.78% | 8.44% | 3.04% | 7.65% | -16.27% | -1.23% | 11.27% | 16.95% | -2.81% | 6.19% |
CFICX Calvert Income Fund | 0.26% | 8.94% | 4.11% | 7.61% | -16.07% | 1.71% | 8.26% | 14.75% | -3.36% | 6.57% |
Correlation
The correlation between ACISX and CFICX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2012 | 0.93 |
The correlation between ACISX and CFICX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
ACISX vs. CFICX — Risk / Return Rank
ACISX
CFICX
ACISX vs. CFICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Corporate Income Shares (ACISX) and Calvert Income Fund (CFICX). 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.
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.
| ACISX | CFICX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.69 | +0.10 |
| Martin ratioReturn relative to average drawdown | 5.78 | 5.33 | +0.44 |
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Drawdowns
ACISX vs. CFICX - Drawdown Comparison
The maximum ACISX drawdown since its inception was -22.65%, which is greater than CFICX's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for ACISX and CFICX.
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Drawdown Indicators
| ACISX | CFICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.65% | -21.28% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -3.08% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -6.56% | -6.11% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.65% | -21.28% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -22.65% | -21.28% | -1.37% |
Current DrawdownCurrent decline from peak | -1.01% | -1.41% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -3.45% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.97% | +0.04% |
Volatility
ACISX vs. CFICX - Volatility Comparison
The current volatility for AB Corporate Income Shares (ACISX) is 1.17%, while Calvert Income Fund (CFICX) has a volatility of 1.25%. This indicates that ACISX experiences smaller price fluctuations and is considered to be less risky than CFICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACISX | CFICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.25% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.17% | 2.93% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.24% | 3.70% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 5.65% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.01% | 5.23% | +0.78% |
ACISX vs. CFICX - Expense Ratio Comparison
ACISX has a 0.00% expense ratio, which is lower than CFICX's 0.92% expense ratio.
Dividends
ACISX vs. CFICX - Dividend Comparison
ACISX's dividend yield for the trailing twelve months is around 5.07%, more than CFICX's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACISX AB Corporate Income Shares | 5.07% | 5.10% | 4.97% | 3.66% | 3.48% | 3.44% | 5.62% | 4.77% | 3.99% | 3.28% | 3.54% | 3.63% |
CFICX Calvert Income Fund | 4.76% | 4.86% | 4.91% | 4.05% | 3.22% | 2.70% | 2.96% | 3.25% | 3.60% | 2.96% | 3.23% | 2.87% |
Frequently Asked Questions
With a correlation of 0.93, ACISX and CFICX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CFICX has higher volatility (1.25%) compared to ACISX (1.17%). In terms of maximum drawdown, ACISX dropped -22.65% vs CFICX's -21.28%.
CFICX currently has the higher Sharpe Ratio (1.40 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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