CEFIX vs. CSIEX
Compare and contrast key facts about Calvert Emerging Markets Advancement Fund (CEFIX) and Calvert Equity Fund (CSIEX).
CEFIX is managed by Calvert Research and Management. It was launched on Sep 30, 2019. CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987.
Performance
CEFIX vs. CSIEX - Performance Comparison
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CEFIX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CEFIX Calvert Emerging Markets Advancement Fund | -0.90% | 38.50% | 11.21% | 11.61% | -15.07% | 0.27% | 15.35% | 10.46% |
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 6.38% |
Returns By Period
In the year-to-date period, CEFIX achieves a -0.90% return, which is significantly higher than CSIEX's -11.00% return.
CEFIX
- 1D
- -0.90%
- 1M
- -13.04%
- YTD
- -0.90%
- 6M
- 5.45%
- 1Y
- 31.55%
- 3Y*
- 18.20%
- 5Y*
- 7.26%
- 10Y*
- —
CSIEX
- 1D
- 1.14%
- 1M
- -7.71%
- YTD
- -11.00%
- 6M
- -10.10%
- 1Y
- -4.11%
- 3Y*
- 5.46%
- 5Y*
- 4.83%
- 10Y*
- 11.39%
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CEFIX vs. CSIEX - Expense Ratio Comparison
CEFIX has a 0.97% expense ratio, which is higher than CSIEX's 0.91% expense ratio.
Return for Risk
CEFIX vs. CSIEX — Risk / Return Rank
CEFIX
CSIEX
CEFIX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Emerging Markets Advancement Fund (CEFIX) and Calvert Equity Fund (CSIEX). 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.
| CEFIX | CSIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | -0.21 | +2.04 |
Sortino ratioReturn per unit of downside risk | 2.31 | -0.19 | +2.50 |
Omega ratioGain probability vs. loss probability | 1.36 | 0.98 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | -0.36 | +2.41 |
Martin ratioReturn relative to average drawdown | 8.52 | -1.20 | +9.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CEFIX | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | -0.21 | +2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.30 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.47 | +0.11 |
Correlation
The correlation between CEFIX and CSIEX 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
CEFIX vs. CSIEX - Dividend Comparison
CEFIX's dividend yield for the trailing twelve months is around 3.16%, less than CSIEX's 25.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEFIX Calvert Emerging Markets Advancement Fund | 3.16% | 3.13% | 1.76% | 3.20% | 5.51% | 4.57% | 0.13% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% |
CSIEX Calvert Equity Fund | 25.81% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Drawdowns
CEFIX vs. CSIEX - Drawdown Comparison
The maximum CEFIX drawdown since its inception was -30.73%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CEFIX and CSIEX.
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Drawdown Indicators
| CEFIX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.73% | -50.81% | +20.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -14.12% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.41% | -25.71% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.50% | — |
Current DrawdownCurrent decline from peak | -13.87% | -13.14% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -6.21% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 4.26% | -0.93% |
Volatility
CEFIX vs. CSIEX - Volatility Comparison
Calvert Emerging Markets Advancement Fund (CEFIX) has a higher volatility of 8.61% compared to Calvert Equity Fund (CSIEX) at 4.14%. This indicates that CEFIX's price experiences larger fluctuations and is considered to be riskier than CSIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEFIX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 4.14% | +4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 9.14% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 16.11% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 16.19% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 17.12% | -0.01% |