CFICX vs. PTIAX
Compare and contrast key facts about Calvert Income Fund (CFICX) and Performance Trust Strategic Bond Fund (PTIAX).
CFICX is managed by Calvert Research and Management. It was launched on Oct 12, 1982. PTIAX is managed by Performance Trust Asset Management. It was launched on Aug 31, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFICX or PTIAX.
Key characteristics
| CFICX | PTIAX | |
|---|---|---|
| YTD Return | 4.84% | 4.28% |
| 1Y Return | 13.08% | 10.79% |
| 3Y Return (Ann) | -1.39% | -0.68% |
| 5Y Return (Ann) | 1.39% | 1.05% |
| 10Y Return (Ann) | 2.73% | 3.02% |
| Sharpe Ratio | 2.36 | 2.06 |
| Sortino Ratio | 3.57 | 2.98 |
| Omega Ratio | 1.45 | 1.37 |
| Calmar Ratio | 0.82 | 0.87 |
| Martin Ratio | 11.09 | 9.05 |
| Ulcer Index | 1.19% | 1.21% |
| Daily Std Dev | 5.63% | 5.31% |
| Max Drawdown | -20.79% | -16.42% |
| Current Drawdown | -5.12% | -3.18% |
Correlation
The correlation between CFICX and PTIAX is 0.74, 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.
Performance
CFICX vs. PTIAX - Performance Comparison
In the year-to-date period, CFICX achieves a 4.84% return, which is significantly higher than PTIAX's 4.28% return. Over the past 10 years, CFICX has underperformed PTIAX with an annualized return of 2.73%, while PTIAX has yielded a comparatively higher 3.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CFICX vs. PTIAX - Expense Ratio Comparison
CFICX has a 0.92% expense ratio, which is higher than PTIAX's 0.76% expense ratio.
Risk-Adjusted Performance
CFICX vs. PTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Income Fund (CFICX) and Performance Trust Strategic Bond Fund (PTIAX). 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.
Dividends
CFICX vs. PTIAX - Dividend Comparison
CFICX's dividend yield for the trailing twelve months is around 5.29%, more than PTIAX's 4.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFICX Calvert Income Fund | 5.29% | 4.67% | 3.84% | 2.70% | 2.98% | 3.25% | 3.60% | 2.95% | 3.22% | 2.88% | 2.93% | 2.79% |
PTIAX Performance Trust Strategic Bond Fund | 4.34% | 4.03% | 3.96% | 3.26% | 3.86% | 4.12% | 4.47% | 5.51% | 5.49% | 4.87% | 4.54% | 4.20% |
Drawdowns
CFICX vs. PTIAX - Drawdown Comparison
The maximum CFICX drawdown since its inception was -20.79%, which is greater than PTIAX's maximum drawdown of -16.42%. Use the drawdown chart below to compare losses from any high point for CFICX and PTIAX. For additional features, visit the drawdowns tool.
Volatility
CFICX vs. PTIAX - Volatility Comparison
The current volatility for Calvert Income Fund (CFICX) is 1.45%, while Performance Trust Strategic Bond Fund (PTIAX) has a volatility of 1.66%. This indicates that CFICX experiences smaller price fluctuations and is considered to be less risky than PTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.