CDHIX vs. CSIEX
CDHIX (Calvert International Responsible Index Fund) and CSIEX (Calvert Equity Fund) are both mutual funds - CDHIX is a Foreign Large Cap Equities fund managed by Calvert, while CSIEX is a Large Cap Growth Equities fund managed by Calvert. Over the past 10 years, CDHIX returned 10.71%/yr vs 11.84%/yr for CSIEX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. CDHIX charges 0.29%/yr vs 0.91%/yr for CSIEX.
Performance
CDHIX vs. CSIEX - Performance Comparison
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Returns By Period
In the year-to-date period, CDHIX achieves a 16.93% return, which is significantly higher than CSIEX's -4.38% return. Over the past 10 years, CDHIX has underperformed CSIEX with an annualized return of 10.71%, while CSIEX has yielded a comparatively higher 11.84% annualized return.
CDHIX
- 1D
- 3.24%
- 1M
- -1.23%
- 6M
- 10.87%
- YTD
- 16.93%
- 1Y
- 33.40%
- 3Y*
- 19.02%
- 5Y*
- 10.15%
- 10Y*
- 10.71%
- ALL TIME*
- 10.38%
CSIEX
- 1D
- -0.83%
- 1M
- 2.53%
- 6M
- -3.13%
- YTD
- -4.38%
- 1Y
- -1.72%
- 3Y*
- 5.38%
- 5Y*
- 3.27%
- 10Y*
- 11.84%
- ALL TIME*
- 8.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
CSIEX Calvert Equity Fund | $0.00 | $0.00 | $0.00 |
CDHIX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDHIX Calvert International Responsible Index Fund | 16.93% | 33.29% | 5.04% | 20.03% | -19.22% | 12.57% | 15.33% | 24.38% | -13.67% | 25.31% |
CSIEX Calvert Equity Fund | -4.38% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Correlation
The correlation between CDHIX and CSIEX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.71 |
Over the past year, the correlation between CDHIX and CSIEX has dropped to 0.36 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
CDHIX vs. CSIEX — Risk / Return Rank
CDHIX
CSIEX
CDHIX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) and Calvert Equity Fund (CSIEX). 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.
| CDHIX | CSIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.98 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | -0.21 | +2.70 |
| Martin ratioReturn relative to average drawdown | 9.25 | -0.41 | +9.66 |
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Drawdowns
CDHIX vs. CSIEX - Drawdown Comparison
The maximum CDHIX drawdown since its inception was -32.32%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CDHIX and CSIEX.
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Drawdown Indicators
| CDHIX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -50.81% | +18.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -14.28% | +1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -14.87% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -25.71% | -6.30% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -30.50% | -1.82% |
Current DrawdownCurrent decline from peak | -4.07% | -6.68% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -6.25% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 7.25% | -3.85% |
Volatility
CDHIX vs. CSIEX - Volatility Comparison
Calvert International Responsible Index Fund (CDHIX) has a higher volatility of 6.33% compared to Calvert Equity Fund (CSIEX) at 5.58%. This indicates that CDHIX's price experiences larger fluctuations and is considered to be riskier than CSIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDHIX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 5.58% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 16.34% | 11.19% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 13.72% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 16.46% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 17.22% | -0.76% |
CDHIX vs. CSIEX - Expense Ratio Comparison
CDHIX has a 0.29% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Dividends
CDHIX vs. CSIEX - Dividend Comparison
CDHIX's dividend yield for the trailing twelve months is around 2.90%, less than CSIEX's 24.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDHIX Calvert International Responsible Index Fund | 2.90% | 3.39% | 2.87% | 2.00% | 1.92% | 2.00% | 1.25% | 1.72% | 2.25% | 1.35% | 2.01% | 0.00% |
CSIEX Calvert Equity Fund | 24.02% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Frequently Asked Questions
CDHIX and CSIEX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CDHIX has higher volatility (6.33%) compared to CSIEX (5.58%). In terms of maximum drawdown, CDHIX dropped -32.32% vs CSIEX's -50.81%.
CDHIX currently has the higher Sharpe Ratio (1.71 vs -0.22), 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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