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CFWAX vs. CFICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFWAX vs. CFICX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Global Water Fund (CFWAX) and Calvert Income Fund (CFICX). The values are adjusted to include any dividend payments, if applicable.

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CFWAX vs. CFICX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFWAX
Calvert Global Water Fund
-1.37%14.38%3.91%18.34%-19.63%22.59%14.79%28.02%-13.63%18.88%
CFICX
Calvert Income Fund
-0.99%8.94%4.11%7.61%-16.07%1.71%8.26%14.75%-3.36%6.57%

Returns By Period

In the year-to-date period, CFWAX achieves a -1.37% return, which is significantly lower than CFICX's -0.99% return. Over the past 10 years, CFWAX has outperformed CFICX with an annualized return of 8.44%, while CFICX has yielded a comparatively lower 3.07% annualized return.


CFWAX

1D
0.07%
1M
-11.15%
YTD
-1.37%
6M
-1.97%
1Y
12.60%
3Y*
8.77%
5Y*
5.11%
10Y*
8.44%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFWAX vs. CFICX - Expense Ratio Comparison

CFWAX has a 1.24% expense ratio, which is higher than CFICX's 0.92% expense ratio.


Return for Risk

CFWAX vs. CFICX — Risk / Return Rank

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

CFWAX
CFWAX Risk / Return Rank: 3333
Overall Rank
CFWAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CFWAX Sortino Ratio Rank: 3737
Sortino Ratio Rank
CFWAX Omega Ratio Rank: 2929
Omega Ratio Rank
CFWAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
CFWAX Martin Ratio Rank: 3131
Martin Ratio Rank

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
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.

CFWAX vs. CFICX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Global Water Fund (CFWAX) and Calvert Income Fund (CFICX). 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.


CFWAXCFICXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.47

-0.68

Sortino ratio

Return per unit of downside risk

1.21

2.13

-0.92

Omega ratio

Gain probability vs. loss probability

1.15

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

0.87

1.99

-1.12

Martin ratio

Return relative to average drawdown

3.32

7.67

-4.36

CFWAX vs. CFICX - Sharpe Ratio Comparison

The current CFWAX Sharpe Ratio is 0.79, which is lower than the CFICX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of CFWAX and CFICX, 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


CFWAXCFICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.47

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.19

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.59

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.00

-0.62

Correlation

The correlation between CFWAX and CFICX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CFWAX vs. CFICX - Dividend Comparison

CFWAX's dividend yield for the trailing twelve months is around 4.84%, more than CFICX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
CFWAX
Calvert Global Water Fund
4.84%4.77%9.25%2.57%1.47%0.93%0.77%0.83%1.30%0.93%0.00%0.03%
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%

Drawdowns

CFWAX vs. CFICX - Drawdown Comparison

The maximum CFWAX drawdown since its inception was -39.67%, which is greater than CFICX's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for CFWAX and CFICX.


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Drawdown Indicators


CFWAXCFICXDifference

Max Drawdown

Largest peak-to-trough decline

-39.67%

-21.28%

-18.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-3.08%

-9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-29.17%

-21.28%

-7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.25%

-21.28%

-14.97%

Current Drawdown

Current decline from peak

-11.96%

-2.63%

-9.33%

Average Drawdown

Average peak-to-trough decline

-7.98%

-3.47%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

0.80%

+2.54%

Volatility

CFWAX vs. CFICX - Volatility Comparison

Calvert Global Water Fund (CFWAX) has a higher volatility of 5.35% compared to Calvert Income Fund (CFICX) at 1.51%. This indicates that CFWAX's price experiences larger fluctuations and is considered to be riskier than CFICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFWAXCFICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

1.51%

+3.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

2.36%

+7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

3.94%

+11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

5.61%

+9.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

5.20%

+11.66%