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CDHIX vs. CSDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDHIX vs. CSDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert International Responsible Index Fund (CDHIX) and Calvert Short Duration Income Fund (CSDAX). The values are adjusted to include any dividend payments, if applicable.

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CDHIX vs. CSDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDHIX
Calvert International Responsible Index Fund
-1.74%33.29%5.04%20.03%-19.22%12.57%15.33%24.38%-13.67%25.31%
CSDAX
Calvert Short Duration Income Fund
-0.37%6.22%5.00%6.58%-5.36%0.88%4.52%6.21%0.05%2.17%

Returns By Period

In the year-to-date period, CDHIX achieves a -1.74% return, which is significantly lower than CSDAX's -0.37% return. Over the past 10 years, CDHIX has outperformed CSDAX with an annualized return of 9.26%, while CSDAX has yielded a comparatively lower 2.73% annualized return.


CDHIX

1D
-0.11%
1M
-12.55%
YTD
-1.74%
6M
3.84%
1Y
24.21%
3Y*
14.65%
5Y*
7.80%
10Y*
9.26%

CSDAX

1D
0.13%
1M
-1.32%
YTD
-0.37%
6M
0.79%
1Y
3.99%
3Y*
5.05%
5Y*
2.41%
10Y*
2.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CDHIX vs. CSDAX - Expense Ratio Comparison

CDHIX has a 0.29% expense ratio, which is lower than CSDAX's 0.76% expense ratio.


Return for Risk

CDHIX vs. CSDAX — Risk / Return Rank

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

CDHIX
CDHIX Risk / Return Rank: 7474
Overall Rank
CDHIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CDHIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CDHIX Omega Ratio Rank: 7171
Omega Ratio Rank
CDHIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
CDHIX Martin Ratio Rank: 7474
Martin Ratio Rank

CSDAX
CSDAX Risk / Return Rank: 9494
Overall Rank
CSDAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CSDAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
CSDAX Omega Ratio Rank: 9393
Omega Ratio Rank
CSDAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CSDAX Martin Ratio Rank: 9494
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.

CDHIX vs. CSDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) and Calvert Short Duration Income Fund (CSDAX). 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.


CDHIXCSDAXDifference

Sharpe ratio

Return per unit of total volatility

1.34

2.11

-0.77

Sortino ratio

Return per unit of downside risk

1.84

3.64

-1.80

Omega ratio

Gain probability vs. loss probability

1.26

1.47

-0.20

Calmar ratio

Return relative to maximum drawdown

1.73

2.99

-1.26

Martin ratio

Return relative to average drawdown

7.06

12.30

-5.24

CDHIX vs. CSDAX - Sharpe Ratio Comparison

The current CDHIX Sharpe Ratio is 1.34, which is lower than the CSDAX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of CDHIX and CSDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CDHIXCSDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.11

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

1.03

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

1.20

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.69

-1.15

Correlation

The correlation between CDHIX and CSDAX is 0.15, 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

CDHIX vs. CSDAX - Dividend Comparison

CDHIX's dividend yield for the trailing twelve months is around 3.45%, less than CSDAX's 4.07% yield.


TTM20252024202320222021202020192018201720162015
CDHIX
Calvert International Responsible Index Fund
3.45%3.39%2.87%2.00%1.92%2.00%1.25%1.72%2.25%1.35%2.01%0.00%
CSDAX
Calvert Short Duration Income Fund
4.07%4.42%4.28%3.24%1.95%2.25%2.58%2.79%2.67%1.84%2.07%1.84%

Drawdowns

CDHIX vs. CSDAX - Drawdown Comparison

The maximum CDHIX drawdown since its inception was -32.32%, which is greater than CSDAX's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for CDHIX and CSDAX.


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Drawdown Indicators


CDHIXCSDAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.32%

-9.96%

-22.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-1.51%

-11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-8.14%

-23.87%

Max Drawdown (10Y)

Largest decline over 10 years

-32.32%

-9.96%

-22.36%

Current Drawdown

Current decline from peak

-12.61%

-1.32%

-11.29%

Average Drawdown

Average peak-to-trough decline

-6.39%

-0.71%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

0.37%

+2.71%

Volatility

CDHIX vs. CSDAX - Volatility Comparison

Calvert International Responsible Index Fund (CDHIX) has a higher volatility of 7.69% compared to Calvert Short Duration Income Fund (CSDAX) at 0.64%. This indicates that CDHIX's price experiences larger fluctuations and is considered to be riskier than CSDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDHIXCSDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

0.64%

+7.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

1.30%

+10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.36%

2.09%

+15.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

2.34%

+13.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.39%

2.29%

+14.10%