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CFICX vs. PTTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFICX vs. PTTPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Income Fund (CFICX) and PIMCO Total Return Fund Class I-2 (PTTPX). The values are adjusted to include any dividend payments, if applicable.

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CFICX vs. PTTPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFICX
Calvert Income Fund
-0.99%8.94%4.11%7.61%-16.07%1.71%8.26%14.75%-3.36%6.57%
PTTPX
PIMCO Total Return Fund Class I-2
-1.03%9.24%2.51%5.47%-14.80%-0.70%8.78%8.26%-0.35%5.03%

Returns By Period

The year-to-date returns for both stocks are quite close, with CFICX having a -0.99% return and PTTPX slightly lower at -1.03%. Over the past 10 years, CFICX has outperformed PTTPX with an annualized return of 3.07%, while PTTPX has yielded a comparatively lower 2.06% annualized 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%

PTTPX

1D
0.58%
1M
-3.11%
YTD
-1.03%
6M
0.64%
1Y
4.47%
3Y*
4.34%
5Y*
0.41%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFICX vs. PTTPX - Expense Ratio Comparison

CFICX has a 0.92% expense ratio, which is higher than PTTPX's 0.63% expense ratio.


Return for Risk

CFICX vs. PTTPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFICX
CFICX Risk / Return Rank: 7979
Overall Rank
CFICX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CFICX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CFICX Omega Ratio Rank: 7272
Omega Ratio Rank
CFICX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CFICX Martin Ratio Rank: 7979
Martin Ratio Rank

PTTPX
PTTPX Risk / Return Rank: 4848
Overall Rank
PTTPX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PTTPX Sortino Ratio Rank: 4646
Sortino Ratio Rank
PTTPX Omega Ratio Rank: 3737
Omega Ratio Rank
PTTPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
PTTPX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFICX vs. PTTPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Income Fund (CFICX) and PIMCO Total Return Fund Class I-2 (PTTPX). 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.


CFICXPTTPXDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.98

+0.49

Sortino ratio

Return per unit of downside risk

2.13

1.39

+0.74

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

1.99

1.53

+0.46

Martin ratio

Return relative to average drawdown

7.67

4.55

+3.13

CFICX vs. PTTPX - Sharpe Ratio Comparison

The current CFICX Sharpe Ratio is 1.47, which is higher than the PTTPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of CFICX and PTTPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFICXPTTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

0.98

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.07

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.40

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.71

+0.29

Correlation

The correlation between CFICX and PTTPX 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

CFICX vs. PTTPX - Dividend Comparison

CFICX's dividend yield for the trailing twelve months is around 4.51%, more than PTTPX's 4.04% yield.


TTM20252024202320222021202020192018201720162015
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%
PTTPX
PIMCO Total Return Fund Class I-2
4.04%4.37%4.51%3.04%3.53%2.48%6.01%3.87%3.02%2.53%2.92%6.54%

Drawdowns

CFICX vs. PTTPX - Drawdown Comparison

The maximum CFICX drawdown since its inception was -21.28%, which is greater than PTTPX's maximum drawdown of -19.36%. Use the drawdown chart below to compare losses from any high point for CFICX and PTTPX.


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Drawdown Indicators


CFICXPTTPXDifference

Max Drawdown

Largest peak-to-trough decline

-21.28%

-19.36%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-3.67%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.28%

-19.36%

-1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-21.28%

-19.36%

-1.92%

Current Drawdown

Current decline from peak

-2.63%

-3.11%

+0.48%

Average Drawdown

Average peak-to-trough decline

-3.47%

-3.18%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

1.23%

-0.43%

Volatility

CFICX vs. PTTPX - Volatility Comparison

The current volatility for Calvert Income Fund (CFICX) is 1.51%, while PIMCO Total Return Fund Class I-2 (PTTPX) has a volatility of 2.04%. This indicates that CFICX experiences smaller price fluctuations and is considered to be less risky than PTTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFICXPTTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

2.04%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

2.98%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

5.14%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

6.19%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

5.17%

+0.03%