CCVAX vs. CULAX
Compare and contrast key facts about Calvert Small-Cap Fund (CCVAX) and Calvert Ultra-Short Duration Income Fund (CULAX).
CCVAX is managed by Calvert Research and Management. It was launched on Oct 1, 2004. CULAX is managed by Calvert Research and Management. It was launched on Oct 31, 2006.
Performance
CCVAX vs. CULAX - Performance Comparison
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CCVAX vs. CULAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCVAX Calvert Small-Cap Fund | -4.65% | -6.30% | 11.92% | 11.45% | -16.14% | 19.81% | 14.64% | 26.02% | -6.94% | 13.42% |
CULAX Calvert Ultra-Short Duration Income Fund | 0.31% | 4.55% | 5.69% | 6.07% | -0.56% | 0.43% | 0.66% | 3.30% | 1.15% | 1.27% |
Returns By Period
In the year-to-date period, CCVAX achieves a -4.65% return, which is significantly lower than CULAX's 0.31% return. Over the past 10 years, CCVAX has outperformed CULAX with an annualized return of 7.26%, while CULAX has yielded a comparatively lower 2.43% annualized return.
CCVAX
- 1D
- -0.23%
- 1M
- -9.30%
- YTD
- -4.65%
- 6M
- -7.16%
- 1Y
- -6.55%
- 3Y*
- 1.55%
- 5Y*
- 0.41%
- 10Y*
- 7.26%
CULAX
- 1D
- 0.00%
- 1M
- -0.30%
- YTD
- 0.31%
- 6M
- 1.41%
- 1Y
- 3.71%
- 3Y*
- 5.07%
- 5Y*
- 3.22%
- 10Y*
- 2.43%
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CCVAX vs. CULAX - Expense Ratio Comparison
CCVAX has a 1.19% expense ratio, which is higher than CULAX's 0.72% expense ratio.
Return for Risk
CCVAX vs. CULAX — Risk / Return Rank
CCVAX
CULAX
CCVAX vs. CULAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Small-Cap Fund (CCVAX) and Calvert Ultra-Short Duration Income Fund (CULAX). 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.
| CCVAX | CULAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | 2.95 | -3.26 |
Sortino ratioReturn per unit of downside risk | -0.33 | 9.42 | -9.74 |
Omega ratioGain probability vs. loss probability | 0.96 | 3.22 | -2.25 |
Calmar ratioReturn relative to maximum drawdown | -0.59 | 13.55 | -14.15 |
Martin ratioReturn relative to average drawdown | -1.40 | 45.47 | -46.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCVAX | CULAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 2.95 | -3.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 2.45 | -2.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 1.74 | -1.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 2.05 | -1.74 |
Correlation
The correlation between CCVAX and CULAX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CCVAX vs. CULAX - Dividend Comparison
CCVAX's dividend yield for the trailing twelve months is around 14.81%, more than CULAX's 3.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCVAX Calvert Small-Cap Fund | 14.81% | 14.12% | 1.47% | 0.12% | 1.43% | 7.26% | 0.00% | 1.23% | 5.97% | 14.34% | 1.39% | 9.12% |
CULAX Calvert Ultra-Short Duration Income Fund | 3.64% | 4.13% | 4.90% | 4.52% | 1.47% | 0.64% | 1.25% | 2.44% | 2.10% | 1.13% | 1.10% | 0.66% |
Drawdowns
CCVAX vs. CULAX - Drawdown Comparison
The maximum CCVAX drawdown since its inception was -55.18%, which is greater than CULAX's maximum drawdown of -7.40%. Use the drawdown chart below to compare losses from any high point for CCVAX and CULAX.
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Drawdown Indicators
| CCVAX | CULAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.18% | -7.40% | -47.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -0.30% | -12.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -2.19% | -22.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -7.40% | -28.87% |
Current DrawdownCurrent decline from peak | -17.73% | -0.30% | -17.43% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -0.21% | -8.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 0.09% | +5.51% |
Volatility
CCVAX vs. CULAX - Volatility Comparison
Calvert Small-Cap Fund (CCVAX) has a higher volatility of 4.87% compared to Calvert Ultra-Short Duration Income Fund (CULAX) at 0.17%. This indicates that CCVAX's price experiences larger fluctuations and is considered to be riskier than CULAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCVAX | CULAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 0.17% | +4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 0.87% | +10.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 1.39% | +18.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 1.32% | +17.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 1.41% | +18.55% |