CFICX vs. CDSRX
Compare and contrast key facts about Calvert Income Fund (CFICX) and Calvert Short Duration Income Fund Class R6 (CDSRX).
CFICX is managed by Calvert Research and Management. It was launched on Oct 12, 1982. CDSRX is managed by Calvert Research and Management. It was launched on Feb 1, 2019.
Performance
CFICX vs. CDSRX - Performance Comparison
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CFICX vs. CDSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CFICX Calvert Income Fund | -0.99% | 8.94% | 4.11% | 7.61% | -16.07% | 1.71% | 8.26% | 11.43% |
CDSRX Calvert Short Duration Income Fund Class R6 | -0.31% | 6.35% | 5.74% | 6.87% | -5.07% | 1.20% | 4.82% | 4.87% |
Returns By Period
In the year-to-date period, CFICX achieves a -0.99% return, which is significantly lower than CDSRX's -0.31% return.
CFICX
- 1D
- 0.46%
- 1M
- -2.63%
- YTD
- -0.99%
- 6M
- 0.12%
- 1Y
- 5.26%
- 3Y*
- 5.26%
- 5Y*
- 1.08%
- 10Y*
- 3.07%
CDSRX
- 1D
- 0.19%
- 1M
- -1.31%
- YTD
- -0.31%
- 6M
- 0.93%
- 1Y
- 4.11%
- 3Y*
- 5.43%
- 5Y*
- 2.76%
- 10Y*
- —
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CFICX vs. CDSRX - Expense Ratio Comparison
CFICX has a 0.92% expense ratio, which is higher than CDSRX's 0.45% expense ratio.
Return for Risk
CFICX vs. CDSRX — Risk / Return Rank
CFICX
CDSRX
CFICX vs. CDSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Income Fund (CFICX) and Calvert Short Duration Income Fund Class R6 (CDSRX). 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.
| CFICX | CDSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 2.08 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.13 | 3.64 | -1.51 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.46 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 3.02 | -1.04 |
Martin ratioReturn relative to average drawdown | 7.67 | 12.68 | -5.00 |
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
| CFICX | CDSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 2.08 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 1.17 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 1.26 | -0.26 |
Correlation
The correlation between CFICX and CDSRX is 0.81, 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
CFICX vs. CDSRX - Dividend Comparison
CFICX's dividend yield for the trailing twelve months is around 4.51%, more than CDSRX's 4.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFICX Calvert Income Fund | 4.51% | 4.86% | 4.91% | 4.05% | 3.22% | 2.70% | 2.96% | 3.25% | 3.60% | 2.96% | 3.23% | 2.87% |
CDSRX Calvert Short Duration Income Fund Class R6 | 4.18% | 4.55% | 4.98% | 3.52% | 2.21% | 2.56% | 2.88% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CFICX vs. CDSRX - Drawdown Comparison
The maximum CFICX drawdown since its inception was -21.28%, which is greater than CDSRX's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for CFICX and CDSRX.
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Drawdown Indicators
| CFICX | CDSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.28% | -9.96% | -11.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -1.56% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -21.28% | -7.91% | -13.37% |
Max Drawdown (10Y)Largest decline over 10 years | -21.28% | — | — |
Current DrawdownCurrent decline from peak | -2.63% | -1.31% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -1.39% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.37% | +0.43% |
Volatility
CFICX vs. CDSRX - Volatility Comparison
Calvert Income Fund (CFICX) has a higher volatility of 1.51% compared to Calvert Short Duration Income Fund Class R6 (CDSRX) at 0.68%. This indicates that CFICX's price experiences larger fluctuations and is considered to be riskier than CDSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFICX | CDSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 0.68% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.36% | 1.41% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 2.19% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 2.38% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 2.66% | +2.54% |