CFAIX vs. FXAIX
Compare and contrast key facts about Calvert Conservative Allocation Fund Class I (CFAIX) and Fidelity 500 Index Fund (FXAIX).
CFAIX is managed by Calvert Research and Management. It was launched on May 20, 2016. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
CFAIX vs. FXAIX - Performance Comparison
Loading graphics...
CFAIX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 20.80% |
Returns By Period
In the year-to-date period, CFAIX achieves a -2.69% return, which is significantly higher than FXAIX's -7.05% return.
CFAIX
- 1D
- 0.27%
- 1M
- -4.75%
- YTD
- -2.69%
- 6M
- -0.88%
- 1Y
- 6.39%
- 3Y*
- 6.65%
- 5Y*
- 2.99%
- 10Y*
- —
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CFAIX vs. FXAIX - Expense Ratio Comparison
CFAIX has a 0.66% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
CFAIX vs. FXAIX — Risk / Return Rank
CFAIX
FXAIX
CFAIX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Conservative Allocation Fund Class I (CFAIX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.84 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.30 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.05 | +0.17 |
Martin ratioReturn relative to average drawdown | 4.96 | 5.13 | -0.16 |
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
| CFAIX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.84 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.68 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.75 | +0.02 |
Correlation
The correlation between CFAIX and FXAIX is 0.82, 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. FXAIX - Dividend Comparison
CFAIX's dividend yield for the trailing twelve months is around 3.62%, more than FXAIX's 1.20% 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% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
CFAIX vs. FXAIX - Drawdown Comparison
The maximum CFAIX drawdown since its inception was -18.74%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CFAIX and FXAIX.
Loading graphics...
Drawdown Indicators
| CFAIX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -33.79% | +15.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -12.13% | +7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.74% | -24.50% | +5.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -4.75% | -8.89% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -3.83% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 2.50% | -1.25% |
Volatility
CFAIX vs. FXAIX - Volatility Comparison
The current volatility for Calvert Conservative Allocation Fund Class I (CFAIX) is 2.54%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that CFAIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CFAIX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 4.24% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 3.99% | 9.08% | -5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.71% | 18.13% | -11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.05% | 16.88% | -9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.90% | 18.03% | -11.13% |