CFAIX vs. CSIEX
Compare and contrast key facts about Calvert Conservative Allocation Fund Class I (CFAIX) and Calvert Equity Fund (CSIEX).
CFAIX is managed by Calvert Research and Management. It was launched on May 20, 2016. CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987.
Performance
CFAIX vs. CSIEX - Performance Comparison
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CFAIX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFAIX Calvert Conservative Allocation Fund Class I | -2.69% | 10.50% | 6.65% | 10.34% | -14.13% | 7.92% | 12.51% | 15.89% | -2.54% | 8.20% |
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 24.59% |
Returns By Period
In the year-to-date period, CFAIX achieves a -2.69% return, which is significantly higher than CSIEX's -11.00% return.
CFAIX
- 1D
- 0.27%
- 1M
- -4.75%
- YTD
- -2.69%
- 6M
- -0.88%
- 1Y
- 6.39%
- 3Y*
- 6.65%
- 5Y*
- 2.99%
- 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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CFAIX vs. CSIEX - Expense Ratio Comparison
CFAIX has a 0.66% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Return for Risk
CFAIX vs. CSIEX — Risk / Return Rank
CFAIX
CSIEX
CFAIX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Conservative Allocation Fund Class I (CFAIX) 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.
| CFAIX | CSIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | -0.21 | +1.19 |
Sortino ratioReturn per unit of downside risk | 1.38 | -0.19 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.98 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | -0.36 | +1.59 |
Martin ratioReturn relative to average drawdown | 4.96 | -1.20 | +6.17 |
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
| CFAIX | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | -0.21 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.30 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.47 | +0.30 |
Correlation
The correlation between CFAIX and CSIEX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CFAIX vs. CSIEX - Dividend Comparison
CFAIX's dividend yield for the trailing twelve months is around 3.62%, less than CSIEX's 25.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFAIX Calvert Conservative Allocation Fund Class I | 3.62% | 3.56% | 3.62% | 3.48% | 2.48% | 5.55% | 4.39% | 4.38% | 5.10% | 2.39% | 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
CFAIX vs. CSIEX - Drawdown Comparison
The maximum CFAIX drawdown since its inception was -18.74%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CFAIX and CSIEX.
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Drawdown Indicators
| CFAIX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -50.81% | +32.07% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -14.12% | +9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.74% | -25.71% | +6.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.50% | — |
Current DrawdownCurrent decline from peak | -4.75% | -13.14% | +8.39% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -6.21% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 4.26% | -3.01% |
Volatility
CFAIX vs. CSIEX - Volatility Comparison
The current volatility for Calvert Conservative Allocation Fund Class I (CFAIX) is 2.54%, while Calvert Equity Fund (CSIEX) has a volatility of 4.14%. This indicates that CFAIX experiences smaller price fluctuations and is considered to be less risky 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
| CFAIX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 4.14% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 9.14% | -5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.71% | 16.11% | -9.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.05% | 16.19% | -9.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.90% | 17.12% | -10.22% |