CFICX vs. IDMIX
CFICX (Calvert Income Fund) and IDMIX (iMGP Dolan McEniry Corporate Bond Fund) are both Corporate Bonds funds. Over the past 5 years, CFICX returned 0.19%/yr vs 0.58%/yr for IDMIX. Their correlation of 0.87 means they have usually moved in the same direction. CFICX charges 0.92%/yr vs 0.70%/yr for IDMIX.
Performance
CFICX vs. IDMIX - Performance Comparison
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Returns By Period
In the year-to-date period, CFICX achieves a -0.74% return, which is significantly lower than IDMIX's -0.66% return.
CFICX
- 1D
- -0.27%
- 1M
- -1.38%
- 6M
- -1.13%
- YTD
- -0.74%
- 1Y
- 2.19%
- 3Y*
- 5.53%
- 5Y*
- 0.19%
- 10Y*
- 2.61%
- ALL TIME*
- 4.75%
IDMIX
- 1D
- -0.20%
- 1M
- -1.01%
- 6M
- -0.62%
- YTD
- -0.66%
- 1Y
- 2.04%
- 3Y*
- 4.32%
- 5Y*
- 0.58%
- 10Y*
- —
- ALL TIME*
- 2.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CFICX Calvert Income Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
CFICX vs. IDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CFICX Calvert Income Fund | -0.74% | 8.94% | 4.11% | 7.61% | -16.07% | 1.71% | 8.26% | 14.75% | -0.49% |
IDMIX iMGP Dolan McEniry Corporate Bond Fund | -0.66% | 7.58% | 2.41% | 5.96% | -9.71% | -1.54% | 5.52% | 11.26% | -0.17% |
Correlation
The correlation between CFICX and IDMIX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2018 | 0.87 |
The correlation between CFICX and IDMIX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
CFICX vs. IDMIX — Risk / Return Rank
CFICX
IDMIX
CFICX vs. IDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Income Fund (CFICX) and iMGP Dolan McEniry Corporate Bond Fund (IDMIX). 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.
| CFICX | IDMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.04 | -0.13 |
| Martin ratioReturn relative to average drawdown | 2.56 | 3.71 | -1.15 |
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Drawdowns
CFICX vs. IDMIX - Drawdown Comparison
The maximum CFICX drawdown since its inception was -21.28%, which is greater than IDMIX's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for CFICX and IDMIX.
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Drawdown Indicators
| CFICX | IDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.28% | -14.19% | -7.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -2.38% | -0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -5.41% | -3.54% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.28% | -14.13% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -21.28% | — | — |
Current DrawdownCurrent decline from peak | -2.39% | -1.11% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -3.45% | -3.70% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.66% | +0.44% |
Volatility
CFICX vs. IDMIX - Volatility Comparison
Calvert Income Fund (CFICX) has a higher volatility of 0.97% compared to iMGP Dolan McEniry Corporate Bond Fund (IDMIX) at 0.63%. This indicates that CFICX's price experiences larger fluctuations and is considered to be riskier than IDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFICX | IDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 0.63% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | 2.29% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.68% | 2.79% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 3.88% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 4.05% | +1.17% |
CFICX vs. IDMIX - Expense Ratio Comparison
CFICX has a 0.92% expense ratio, which is higher than IDMIX's 0.70% expense ratio.
Dividends
CFICX vs. IDMIX - Dividend Comparison
CFICX's dividend yield for the trailing twelve months is around 4.39%, more than IDMIX's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFICX Calvert Income Fund | 4.39% | 4.86% | 4.91% | 4.05% | 3.22% | 2.70% | 2.96% | 3.25% | 3.60% | 2.96% | 3.23% | 2.87% |
IDMIX iMGP Dolan McEniry Corporate Bond Fund | 3.90% | 4.53% | 2.90% | 2.42% | 0.51% | 1.25% | 2.43% | 2.96% | 0.94% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CFICX and IDMIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFICX has higher volatility (0.97%) compared to IDMIX (0.63%). In terms of maximum drawdown, CFICX dropped -21.28% vs IDMIX's -14.19%.
IDMIX currently has the higher Sharpe Ratio (0.89 vs 0.77), 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.
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