PortfoliosLab logoPortfoliosLab logo
CDSRX vs. CULAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDSRX vs. CULAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Short Duration Income Fund Class R6 (CDSRX) and Calvert Ultra-Short Duration Income Fund (CULAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CDSRX vs. CULAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CDSRX
Calvert Short Duration Income Fund Class R6
-0.31%6.35%5.74%6.87%-5.07%1.20%4.82%4.87%
CULAX
Calvert Ultra-Short Duration Income Fund
0.31%4.55%5.69%6.07%-0.56%0.43%0.66%2.62%

Returns By Period

In the year-to-date period, CDSRX achieves a -0.31% return, which is significantly lower than CULAX's 0.31% return.


CDSRX

1D
0.19%
1M
-1.31%
YTD
-0.31%
6M
0.93%
1Y
4.11%
3Y*
5.43%
5Y*
2.76%
10Y*

CULAX

1D
0.00%
1M
-0.30%
YTD
0.31%
6M
1.41%
1Y
3.71%
3Y*
5.07%
5Y*
3.22%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CDSRX vs. CULAX - Expense Ratio Comparison

CDSRX has a 0.45% expense ratio, which is lower than CULAX's 0.72% expense ratio.


Return for Risk

CDSRX vs. CULAX — Risk / Return Rank

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

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

CULAX
CULAX Risk / Return Rank: 9999
Overall Rank
CULAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CULAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
CULAX Omega Ratio Rank: 9999
Omega Ratio Rank
CULAX Calmar Ratio Rank: 100100
Calmar Ratio Rank
CULAX Martin Ratio Rank: 9999
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.

CDSRX vs. CULAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Short Duration Income Fund Class R6 (CDSRX) and Calvert Ultra-Short Duration Income Fund (CULAX). 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.


CDSRXCULAXDifference

Sharpe ratio

Return per unit of total volatility

2.08

2.95

-0.88

Sortino ratio

Return per unit of downside risk

3.64

9.42

-5.78

Omega ratio

Gain probability vs. loss probability

1.46

3.22

-1.75

Calmar ratio

Return relative to maximum drawdown

3.02

13.55

-10.53

Martin ratio

Return relative to average drawdown

12.68

45.47

-32.79

CDSRX vs. CULAX - Sharpe Ratio Comparison

The current CDSRX Sharpe Ratio is 2.08, which is comparable to the CULAX Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of CDSRX and CULAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CDSRXCULAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.95

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

2.45

-1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

2.05

-0.79

Correlation

The correlation between CDSRX and CULAX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CDSRX vs. CULAX - Dividend Comparison

CDSRX's dividend yield for the trailing twelve months is around 4.18%, more than CULAX's 3.64% yield.


TTM20252024202320222021202020192018201720162015
CDSRX
Calvert Short Duration Income Fund Class R6
4.18%4.55%4.98%3.52%2.21%2.56%2.88%2.75%0.00%0.00%0.00%0.00%
CULAX
Calvert Ultra-Short Duration Income Fund
3.64%4.13%4.90%4.52%1.47%0.64%1.25%2.44%2.10%1.13%1.10%0.66%

Drawdowns

CDSRX vs. CULAX - Drawdown Comparison

The maximum CDSRX drawdown since its inception was -9.96%, which is greater than CULAX's maximum drawdown of -7.40%. Use the drawdown chart below to compare losses from any high point for CDSRX and CULAX.


Loading graphics...

Drawdown Indicators


CDSRXCULAXDifference

Max Drawdown

Largest peak-to-trough decline

-9.96%

-7.40%

-2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.56%

-0.30%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-7.91%

-2.19%

-5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-7.40%

Current Drawdown

Current decline from peak

-1.31%

-0.30%

-1.01%

Average Drawdown

Average peak-to-trough decline

-1.39%

-0.21%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.09%

+0.28%

Volatility

CDSRX vs. CULAX - Volatility Comparison

Calvert Short Duration Income Fund Class R6 (CDSRX) has a higher volatility of 0.68% compared to Calvert Ultra-Short Duration Income Fund (CULAX) at 0.17%. This indicates that CDSRX's price experiences larger fluctuations and is considered to be riskier than CULAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CDSRXCULAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.17%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

0.87%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.19%

1.39%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

1.32%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.66%

1.41%

+1.25%