Correlation
The correlation between CDHIX and TROSX is 0.79, 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. TROSX
Compare and contrast key facts about Calvert International Responsible Index Fund (CDHIX) and T. Rowe Price Overseas Stock Fund (TROSX).
CDHIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015. TROSX is managed by T. Rowe Price. It was launched on Dec 29, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDHIX or TROSX.
Performance
CDHIX vs. TROSX - Performance Comparison
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Key characteristics
CDHIX:
0.86
TROSX:
0.72
CDHIX:
1.19
TROSX:
1.00
CDHIX:
1.16
TROSX:
1.13
CDHIX:
0.99
TROSX:
0.79
CDHIX:
3.10
TROSX:
2.41
CDHIX:
4.30%
TROSX:
4.60%
CDHIX:
16.92%
TROSX:
17.03%
CDHIX:
-32.32%
TROSX:
-61.15%
CDHIX:
-0.47%
TROSX:
-0.62%
Returns By Period
In the year-to-date period, CDHIX achieves a 15.54% return, which is significantly higher than TROSX's 14.67% return.
CDHIX
15.54%
5.60%
11.78%
13.56%
10.97%
11.38%
N/A
TROSX
14.67%
4.96%
12.08%
11.15%
9.06%
10.69%
5.48%
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CDHIX vs. TROSX - Expense Ratio Comparison
CDHIX has a 0.29% expense ratio, which is lower than TROSX's 0.77% expense ratio.
Risk-Adjusted Performance
CDHIX vs. TROSX — Risk-Adjusted Performance Rank
CDHIX
TROSX
CDHIX vs. TROSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) and T. Rowe Price Overseas Stock Fund (TROSX). 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. TROSX - Dividend Comparison
CDHIX's dividend yield for the trailing twelve months is around 2.48%, more than TROSX's 2.08% 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% |
TROSX T. Rowe Price Overseas Stock Fund | 2.08% | 2.38% | 2.28% | 2.39% | 1.88% | 1.41% | 2.14% | 3.33% | 1.86% | 1.98% | 2.11% | 2.87% |
Drawdowns
CDHIX vs. TROSX - Drawdown Comparison
The maximum CDHIX drawdown since its inception was -32.32%, smaller than the maximum TROSX drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for CDHIX and TROSX.
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Volatility
CDHIX vs. TROSX - Volatility Comparison
The current volatility for Calvert International Responsible Index Fund (CDHIX) is 3.14%, while T. Rowe Price Overseas Stock Fund (TROSX) has a volatility of 3.39%. This indicates that CDHIX experiences smaller price fluctuations and is considered to be less risky than TROSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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