CDHIX vs. CSIEX
Compare and contrast key facts about Calvert International Responsible Index Fund (CDHIX) and Calvert Equity Fund (CSIEX).
CDHIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015. CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987.
Performance
CDHIX vs. CSIEX - Performance Comparison
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CDHIX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Returns By Period
In the year-to-date period, CDHIX achieves a -1.74% return, which is significantly higher than CSIEX's -11.00% return. Over the past 10 years, CDHIX has underperformed CSIEX with an annualized return of 9.26%, while CSIEX has yielded a comparatively higher 11.39% 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%
CSIEX
- 1D
- 1.14%
- 1M
- -7.71%
- YTD
- -11.00%
- 6M
- -10.10%
- 1Y
- -4.11%
- 3Y*
- 5.46%
- 5Y*
- 4.83%
- 10Y*
- 11.39%
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CDHIX vs. CSIEX - Expense Ratio Comparison
CDHIX has a 0.29% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
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.
| CDHIX | CSIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | -0.21 | +1.55 |
Sortino ratioReturn per unit of downside risk | 1.84 | -0.19 | +2.03 |
Omega ratioGain probability vs. loss probability | 1.26 | 0.98 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | -0.36 | +2.09 |
Martin ratioReturn relative to average drawdown | 7.06 | -1.20 | +8.27 |
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
| CDHIX | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | -0.21 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.30 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.67 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.47 | +0.07 |
Correlation
The correlation between CDHIX and CSIEX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CDHIX vs. CSIEX - Dividend Comparison
CDHIX's dividend yield for the trailing twelve months is around 3.45%, less than CSIEX's 25.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSIEX Calvert Equity Fund | 25.81% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
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% | -14.12% | +1.51% |
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 | -12.61% | -13.14% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -6.21% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 4.26% | -1.18% |
Volatility
CDHIX vs. CSIEX - Volatility Comparison
Calvert International Responsible Index Fund (CDHIX) has a higher volatility of 7.69% compared to Calvert Equity Fund (CSIEX) at 4.14%. 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 | 7.69% | 4.14% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 9.14% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 16.11% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 16.19% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 17.12% | -0.73% |