CDSRX vs. DHEAX
Compare and contrast key facts about Calvert Short Duration Income Fund Class R6 (CDSRX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX).
CDSRX is managed by Calvert Research and Management. It was launched on Feb 1, 2019. DHEAX is managed by Diamond Hill. It was launched on Jul 5, 2016.
Performance
CDSRX vs. DHEAX - Performance Comparison
Loading graphics...
CDSRX vs. DHEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CDSRX Calvert Short Duration Income Fund Class R6 | -0.31% | 6.35% | 5.74% | 6.87% | -5.07% | 1.20% | 4.82% | 4.87% |
DHEAX Diamond Hill Short Duration Securitized Bond Fund | 0.75% | 5.70% | 9.15% | 8.38% | -3.57% | 2.42% | 2.87% | 4.02% |
Returns By Period
In the year-to-date period, CDSRX achieves a -0.31% return, which is significantly lower than DHEAX's 0.75% return.
CDSRX
- 1D
- 0.19%
- 1M
- -1.31%
- YTD
- -0.31%
- 6M
- 0.93%
- 1Y
- 4.11%
- 3Y*
- 5.43%
- 5Y*
- 2.76%
- 10Y*
- —
DHEAX
- 1D
- 0.11%
- 1M
- -0.29%
- YTD
- 0.75%
- 6M
- 1.62%
- 1Y
- 4.87%
- 3Y*
- 7.37%
- 5Y*
- 4.17%
- 10Y*
- —
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. DHEAX - Expense Ratio Comparison
CDSRX has a 0.45% expense ratio, which is lower than DHEAX's 0.83% expense ratio.
Return for Risk
CDSRX vs. DHEAX — Risk / Return Rank
CDSRX
DHEAX
CDSRX vs. DHEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Short Duration Income Fund Class R6 (CDSRX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX). 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.
| CDSRX | DHEAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 4.13 | -2.05 |
Sortino ratioReturn per unit of downside risk | 3.64 | 6.62 | -2.98 |
Omega ratioGain probability vs. loss probability | 1.46 | 2.22 | -0.76 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 10.12 | -7.10 |
Martin ratioReturn relative to average drawdown | 12.68 | 38.95 | -26.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CDSRX | DHEAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 4.13 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.17 | 2.77 | -1.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.26 | 1.73 | -0.47 |
Correlation
The correlation between CDSRX and DHEAX is 0.65, 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. DHEAX - Dividend Comparison
CDSRX's dividend yield for the trailing twelve months is around 4.18%, less than DHEAX's 5.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DHEAX Diamond Hill Short Duration Securitized Bond Fund | 5.72% | 5.27% | 5.94% | 5.25% | 3.41% | 2.31% | 2.92% | 3.76% | 3.45% | 3.20% |
Drawdowns
CDSRX vs. DHEAX - Drawdown Comparison
The maximum CDSRX drawdown since its inception was -9.96%, smaller than the maximum DHEAX drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for CDSRX and DHEAX.
Loading graphics...
Drawdown Indicators
| CDSRX | DHEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.96% | -12.34% | +2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -1.56% | -0.50% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -7.91% | -5.06% | -2.85% |
Current DrawdownCurrent decline from peak | -1.31% | -0.29% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -1.39% | -0.82% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.13% | +0.24% |
Volatility
CDSRX vs. DHEAX - Volatility Comparison
Calvert Short Duration Income Fund Class R6 (CDSRX) has a higher volatility of 0.68% compared to Diamond Hill Short Duration Securitized Bond Fund (DHEAX) at 0.42%. This indicates that CDSRX's price experiences larger fluctuations and is considered to be riskier than DHEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CDSRX | DHEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.68% | 0.42% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 1.41% | 0.79% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 1.19% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.38% | 1.51% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.66% | 2.29% | +0.37% |