Correlation
The correlation between CDHIX and MAIIX is 0.77, 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.
CDHIX vs. MAIIX
Compare and contrast key facts about Calvert International Responsible Index Fund (CDHIX) and iShares MSCI EAFE International Index Fund (MAIIX).
CDHIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015. MAIIX is managed by Blackrock. It was launched on Apr 9, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDHIX or MAIIX.
Performance
CDHIX vs. MAIIX - Performance Comparison
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Key characteristics
CDHIX:
0.86
MAIIX:
0.85
CDHIX:
1.19
MAIIX:
1.17
CDHIX:
1.16
MAIIX:
1.16
CDHIX:
0.99
MAIIX:
0.97
CDHIX:
3.10
MAIIX:
2.83
CDHIX:
4.30%
MAIIX:
4.71%
CDHIX:
16.92%
MAIIX:
16.87%
CDHIX:
-32.32%
MAIIX:
-61.06%
CDHIX:
-0.47%
MAIIX:
-0.44%
Returns By Period
In the year-to-date period, CDHIX achieves a 15.54% return, which is significantly lower than MAIIX's 17.57% return.
CDHIX
15.54%
5.60%
11.78%
13.56%
10.97%
11.38%
N/A
MAIIX
17.57%
5.16%
14.20%
13.02%
11.69%
11.54%
6.04%
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CDHIX vs. MAIIX - Expense Ratio Comparison
CDHIX has a 0.29% expense ratio, which is higher than MAIIX's 0.09% expense ratio.
Risk-Adjusted Performance
CDHIX vs. MAIIX — Risk-Adjusted Performance Rank
CDHIX
MAIIX
CDHIX vs. MAIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) and iShares MSCI EAFE International Index Fund (MAIIX). 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.
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Dividends
CDHIX vs. MAIIX - Dividend Comparison
CDHIX's dividend yield for the trailing twelve months is around 2.48%, less than MAIIX's 2.88% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDHIX Calvert International Responsible Index Fund | 2.48% | 2.87% | 2.00% | 1.92% | 1.99% | 1.25% | 1.72% | 2.26% | 1.35% | 2.01% | 0.16% | 0.00% |
MAIIX iShares MSCI EAFE International Index Fund | 2.88% | 3.38% | 3.16% | 2.76% | 3.00% | 1.95% | 3.29% | 4.53% | 2.42% | 2.81% | 2.40% | 0.80% |
Drawdowns
CDHIX vs. MAIIX - Drawdown Comparison
The maximum CDHIX drawdown since its inception was -32.32%, smaller than the maximum MAIIX drawdown of -61.06%. Use the drawdown chart below to compare losses from any high point for CDHIX and MAIIX.
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Volatility
CDHIX vs. MAIIX - Volatility Comparison
The current volatility for Calvert International Responsible Index Fund (CDHIX) is 3.14%, while iShares MSCI EAFE International Index Fund (MAIIX) has a volatility of 3.35%. This indicates that CDHIX experiences smaller price fluctuations and is considered to be less risky than MAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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