CDSRX vs. VRT

Last updated Jul 14, 2026

CDSRX (Calvert Short Duration Income Fund Class R6) is Short-Term Bond fund managed by Calvert Research and Management, while VRT (Vertiv Holdings Co.) is a stock. Over the past 5 years, CDSRX returned 2.82%/yr vs 63.06%/yr for VRT. At a 0.07 correlation, their price movements are largely independent.

Performance

CDSRX vs. VRT - Performance Comparison

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

Returns By Period

In the year-to-date period, CDSRX achieves a 0.88% return, which is significantly lower than VRT's 88.88% return.

CDSRX

• 1D: -0.06%
• 1M: 0.12%
• 6M: 0.94%
• YTD: 0.88%
• 1Y: 4.14%
• 3Y*: 5.81%
• 5Y*: 2.82%
• 10Y*: —

VRT

• 1D: -4.07%
• 1M: 1.01%
• 6M: 79.97%
• YTD: 88.88%
• 1Y: 148.34%
• 3Y*: 126.69%
• 5Y*: 63.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CDSRX vs. VRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CDSRX Calvert Short Duration Income Fund Class R6	0.88%	6.35%	5.74%	6.87%	-5.07%	1.20%	4.82%	4.87%
VRT Vertiv Holdings Co.	88.88%	42.80%	136.82%	251.81%	-45.25%	33.80%	69.36%	10.85%

Correlation

The correlation between CDSRX and VRT is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	-0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019	0.07

The correlation between CDSRX and VRT shifts across timeframes, from -0.04 (3 years) to 0.07 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CDSRX vs. VRT — Risk / Return Rank

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

CDSRX

CDSRX Risk / Return Rank: 78
CDSRX Sharpe Ratio Rank: 75
CDSRX Sortino Ratio Rank: 89
CDSRX Omega Ratio Rank: 83
CDSRX Calmar Ratio Rank: 71
CDSRX Martin Ratio Rank: 70

VRT

VRT Risk / Return Rank: 93
VRT Sharpe Ratio Rank: 95
VRT Sortino Ratio Rank: 91
VRT Omega Ratio Rank: 90
VRT Calmar Ratio Rank: 96
VRT Martin Ratio Rank: 95

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. VRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Short Duration Income Fund Class R6 (CDSRX) and Vertiv Holdings Co. (VRT). 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	VRT	Difference
Sharpe ratio: Return per unit of total volatility	1.96	2.42	-0.47
Sortino ratio: Return per unit of downside risk	3.55	2.96	+0.59
Omega ratio: Gain probability vs. loss probability	1.43	1.37	+0.06
Calmar ratio: Return relative to maximum drawdown	2.62	5.89	-3.28
Martin ratio: Return relative to average drawdown	10.27	14.50	-4.22

CDSRX vs. VRT - Sharpe Ratio Comparison

The current CDSRX Sharpe Ratio is 1.96, which is comparable to the VRT Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of CDSRX and VRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CDSRX vs. VRT - Drawdown Comparison

The maximum CDSRX drawdown since its inception was -9.96%, smaller than the maximum VRT drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for CDSRX and VRT.

Drawdown Indicators

	CDSRX	VRT	Difference
Max Drawdown Largest peak-to-trough decline	-9.96%	-71.24%	+61.28%
Max Drawdown (1Y) Largest decline over 1 year	-1.56%	-25.32%	+23.76%
Max Drawdown (3Y) Largest decline over 3 years	-1.56%	-61.28%	+59.72%
Max Drawdown (5Y) Largest decline over 5 years	-7.91%	-71.24%	+63.33%
Current Drawdown Current decline from peak	-0.25%	-18.68%	+18.43%
Average Drawdown Average peak-to-trough decline	-1.35%	-16.22%	+14.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.40%	10.27%	-9.87%

Volatility

CDSRX vs. VRT - Volatility Comparison

The current volatility for Calvert Short Duration Income Fund Class R6 (CDSRX) is 0.57%, while Vertiv Holdings Co. (VRT) has a volatility of 24.92%. This indicates that CDSRX experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CDSRX	VRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.57%	24.92%	-24.35%
Volatility (6M) Calculated over the trailing 6-month period	1.60%	48.34%	-46.74%
Volatility (1Y) Calculated over the trailing 1-year period	2.09%	61.68%	-59.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.43%	62.76%	-60.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.65%	54.99%	-52.34%

Dividends

CDSRX vs. VRT - Dividend Comparison

CDSRX's dividend yield for the trailing twelve months is around 4.66%, more than VRT's 0.07% yield.

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%
VRT Vertiv Holdings Co.	0.07%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%	0.00%

Frequently Asked Questions

Can I hold both CDSRX and VRT in my portfolio?

CDSRX and VRT have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CDSRX or VRT?

VRT has higher volatility (24.92%) compared to CDSRX (0.57%). In terms of maximum drawdown, CDSRX dropped -9.96% vs VRT's -71.24%.

Which has better risk-adjusted returns?

VRT currently has the higher Sharpe Ratio (2.42 vs 1.96), 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.