CFICX vs. VICBX
Compare and contrast key facts about Calvert Income Fund (CFICX) and Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX).
CFICX is managed by Calvert Research and Management. It was launched on Oct 12, 1982. VICBX is managed by Vanguard. It was launched on Nov 19, 2009.
Performance
CFICX vs. VICBX - Performance Comparison
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CFICX vs. VICBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFICX Calvert Income Fund | -0.99% | 8.94% | 4.11% | 7.61% | -16.07% | 1.71% | 8.26% | 14.75% | -3.36% | 6.57% |
VICBX Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares | -0.91% | 9.37% | 3.67% | 8.87% | -14.06% | -1.50% | 9.57% | 15.96% | -1.72% | 5.50% |
Returns By Period
In the year-to-date period, CFICX achieves a -0.99% return, which is significantly lower than VICBX's -0.91% return. Over the past 10 years, CFICX has underperformed VICBX with an annualized return of 3.07%, while VICBX has yielded a comparatively higher 3.28% 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%
VICBX
- 1D
- 0.55%
- 1M
- -2.41%
- YTD
- -0.91%
- 6M
- 0.27%
- 1Y
- 5.58%
- 3Y*
- 5.61%
- 5Y*
- 1.53%
- 10Y*
- 3.28%
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CFICX vs. VICBX - Expense Ratio Comparison
CFICX has a 0.92% expense ratio, which is higher than VICBX's 0.05% expense ratio.
Return for Risk
CFICX vs. VICBX — Risk / Return Rank
CFICX
VICBX
CFICX vs. VICBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Income Fund (CFICX) and Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX). 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 | VICBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.32 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.87 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.04 | -0.05 |
Martin ratioReturn relative to average drawdown | 7.67 | 7.57 | +0.11 |
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 | VICBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.32 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.25 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.62 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.87 | +0.13 |
Correlation
The correlation between CFICX and VICBX is 0.89, 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. VICBX - Dividend Comparison
CFICX's dividend yield for the trailing twelve months is around 4.51%, more than VICBX's 4.34% 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% |
VICBX Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares | 4.34% | 4.61% | 4.79% | 3.72% | 3.02% | 2.82% | 2.79% | 5.01% | 3.64% | 3.23% | 3.32% | 3.39% |
Drawdowns
CFICX vs. VICBX - Drawdown Comparison
The maximum CFICX drawdown since its inception was -21.28%, roughly equal to the maximum VICBX drawdown of -20.55%. Use the drawdown chart below to compare losses from any high point for CFICX and VICBX.
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Drawdown Indicators
| CFICX | VICBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.28% | -20.55% | -0.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -3.07% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.28% | -20.55% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -21.28% | -20.55% | -0.73% |
Current DrawdownCurrent decline from peak | -2.63% | -2.41% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -3.16% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.83% | -0.03% |
Volatility
CFICX vs. VICBX - Volatility Comparison
The current volatility for Calvert Income Fund (CFICX) is 1.51%, while Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares (VICBX) has a volatility of 1.78%. This indicates that CFICX experiences smaller price fluctuations and is considered to be less risky than VICBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFICX | VICBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 1.78% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.36% | 2.64% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 4.38% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 6.14% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 5.33% | -0.13% |