PortfoliosLab logoPortfoliosLab logo
BERIX vs. CSIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BERIX vs. CSIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chartwell Income Fund (BERIX) and Calvert Balanced Fund (CSIFX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BERIX achieves a 2.36% return, which is significantly lower than CSIFX's 3.60% return. Over the past 10 years, BERIX has underperformed CSIFX with an annualized return of 4.74%, while CSIFX has yielded a comparatively higher 9.53% annualized return.


BERIX

1D
-0.28%
1M
-1.92%
YTD
2.36%
6M
2.62%
1Y
10.14%
3Y*
8.79%
5Y*
4.29%
10Y*
4.74%

CSIFX

1D
0.89%
1M
0.51%
YTD
3.60%
6M
3.60%
1Y
13.79%
3Y*
13.82%
5Y*
7.76%
10Y*
9.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BERIX vs. CSIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BERIX
Chartwell Income Fund
2.36%13.23%7.20%7.77%-10.14%7.35%4.49%9.69%-0.81%3.92%
CSIFX
Calvert Balanced Fund
3.60%11.32%18.96%16.35%-15.33%14.30%15.43%23.71%-2.75%10.72%

Correlation

The correlation between BERIX and CSIFX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 3, 1987

0.62

Over the past year, the correlation between BERIX and CSIFX has dropped to 0.35 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BERIX vs. CSIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BERIX
BERIX Risk / Return Rank: 5858
Overall Rank
BERIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BERIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
BERIX Omega Ratio Rank: 6161
Omega Ratio Rank
BERIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BERIX Martin Ratio Rank: 6363
Martin Ratio Rank

CSIFX
CSIFX Risk / Return Rank: 3131
Overall Rank
CSIFX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CSIFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CSIFX Omega Ratio Rank: 3232
Omega Ratio Rank
CSIFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
CSIFX Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BERIX vs. CSIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chartwell Income Fund (BERIX) and Calvert Balanced Fund (CSIFX). 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.


BERIXCSIFXDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.39

1.28

+0.12

Calmar ratioReturn relative to maximum drawdown

3.03

1.71

+1.32

Martin ratioReturn relative to average drawdown

11.70

7.31

+4.39

BERIX vs. CSIFX - Sharpe Ratio Comparison

The current BERIX Sharpe Ratio is 1.99, which is higher than the CSIFX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of BERIX and CSIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BERIX vs. CSIFX - Drawdown Comparison

The maximum BERIX drawdown since its inception was -20.34%, smaller than the maximum CSIFX drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for BERIX and CSIFX.


Loading charts...

Drawdown Indicators


BERIXCSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-20.34%

-38.68%

+18.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-7.98%

+4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

-11.86%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.73%

-19.95%

+4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-20.34%

-23.77%

+3.43%

Current Drawdown

Current decline from peak

-3.36%

-0.49%

-2.87%

Average Drawdown

Average peak-to-trough decline

-2.59%

-5.30%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.86%

-0.99%

Volatility

BERIX vs. CSIFX - Volatility Comparison

The current volatility for Chartwell Income Fund (BERIX) is 1.61%, while Calvert Balanced Fund (CSIFX) has a volatility of 3.48%. This indicates that BERIX experiences smaller price fluctuations and is considered to be less risky than CSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BERIXCSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

3.48%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

7.33%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

5.11%

8.94%

-3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

10.96%

-4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

11.10%

-5.07%

BERIX vs. CSIFX - Expense Ratio Comparison

BERIX has a 0.64% expense ratio, which is lower than CSIFX's 0.91% expense ratio.


Dividends

BERIX vs. CSIFX - Dividend Comparison

BERIX's dividend yield for the trailing twelve months is around 4.15%, less than CSIFX's 4.31% yield.


PositionTTM20252024202320222021202020192018201720162015
BERIX
Chartwell Income Fund
4.15%3.97%3.90%3.36%3.54%2.58%3.07%3.03%5.83%5.22%2.76%2.45%
CSIFX
Calvert Balanced Fund
4.31%4.76%5.23%2.37%2.32%7.61%2.43%3.45%5.25%7.41%2.68%12.56%

Frequently Asked Questions


BERIX and CSIFX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSIFX has higher volatility (3.48%) compared to BERIX (1.61%). In terms of maximum drawdown, BERIX dropped -20.34% vs CSIFX's -38.68%.

BERIX currently has the higher Sharpe Ratio (1.99 vs 1.53), 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.

Portfolio Optimizer

Find the right allocation for BERIX and CSIFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer