CDSRX vs. QS
CDSRX (Calvert Short Duration Income Fund Class R6) is Short-Term Bond fund managed by Calvert Research and Management, while QS (QuantumScape Corporation) is a stock. Over the past 5 years, CDSRX returned 2.82%/yr vs -23.00%/yr for QS. At a 0.14 correlation, their price movements are largely independent.
Performance
CDSRX vs. QS - Performance Comparison
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Returns By Period
In the year-to-date period, CDSRX achieves a 0.88% return, which is significantly higher than QS's -39.73% return.
CDSRX
- 1D
- -0.06%
- 1M
- 0.12%
- 6M
- 0.94%
- YTD
- 0.88%
- 1Y
- 4.14%
- 3Y*
- 5.81%
- 5Y*
- 2.82%
- 10Y*
- —
QS
- 1D
- -4.56%
- 1M
- -11.42%
- 6M
- -41.42%
- YTD
- -39.73%
- 1Y
- -31.96%
- 3Y*
- -13.96%
- 5Y*
- -23.00%
- 10Y*
- —
CDSRX vs. QS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CDSRX Calvert Short Duration Income Fund Class R6 | 0.88% | 6.35% | 5.74% | 6.87% | -5.07% | 1.20% | 3.27% |
QS QuantumScape Corporation | -39.73% | 100.77% | -25.32% | 22.57% | -74.45% | -73.72% | 757.36% |
Correlation
The correlation between CDSRX and QS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2020 | 0.14 |
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Return for Risk
CDSRX vs. QS — Risk / Return Rank
CDSRX
QS
CDSRX vs. QS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Short Duration Income Fund Class R6 (CDSRX) and QuantumScape Corporation (QS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CDSRX | QS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.31 | ||
| Sortino ratioReturn per unit of downside risk | +3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.00 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | -0.47 | +3.09 |
| Martin ratioReturn relative to average drawdown | 10.27 | -0.68 | +10.96 |
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Drawdowns
CDSRX vs. QS - Drawdown Comparison
The maximum CDSRX drawdown since its inception was -9.96%, smaller than the maximum QS drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for CDSRX and QS.
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Drawdown Indicators
| CDSRX | QS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.96% | -97.36% | +87.40% |
Max Drawdown (1Y)Largest decline over 1 year | -1.56% | -67.68% | +66.12% |
Max Drawdown (3Y)Largest decline over 3 years | -1.56% | -73.93% | +72.37% |
Max Drawdown (5Y)Largest decline over 5 years | -7.91% | -91.45% | +83.54% |
Current DrawdownCurrent decline from peak | -0.25% | -95.23% | +94.98% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -85.64% | +84.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 46.73% | -46.33% |
Volatility
CDSRX vs. QS - Volatility Comparison
The current volatility for Calvert Short Duration Income Fund Class R6 (CDSRX) is 0.57%, while QuantumScape Corporation (QS) has a volatility of 23.45%. This indicates that CDSRX experiences smaller price fluctuations and is considered to be less risky than QS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDSRX | QS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 23.45% | -22.88% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 51.64% | -50.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 91.47% | -89.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.43% | 86.20% | -83.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.65% | 105.63% | -102.98% |
Dividends
CDSRX vs. QS - Dividend Comparison
CDSRX's dividend yield for the trailing twelve months is around 4.66%, while QS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CDSRX Calvert Short Duration Income Fund Class R6 | 4.66% | 4.55% | 4.98% | 3.52% | 2.21% | 2.56% | 2.88% | 2.75% |
QS QuantumScape Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CDSRX and QS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QS has higher volatility (23.45%) compared to CDSRX (0.57%). In terms of maximum drawdown, CDSRX dropped -9.96% vs QS's -97.36%.
CDSRX currently has the higher Sharpe Ratio (1.96 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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