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CFWAX vs. CVMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFWAX vs. CVMIX - Performance Comparison

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

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CFWAX vs. CVMIX - 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%
CVMIX
Calvert Emerging Markets Equity Fund
-0.39%36.77%6.37%4.74%-22.57%-7.43%24.88%22.65%-15.23%44.71%

Returns By Period

In the year-to-date period, CFWAX achieves a -1.37% return, which is significantly lower than CVMIX's -0.39% return. Over the past 10 years, CFWAX has outperformed CVMIX with an annualized return of 8.44%, while CVMIX has yielded a comparatively lower 7.77% 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%

CVMIX

1D
-1.55%
1M
-14.15%
YTD
-0.39%
6M
6.65%
1Y
32.39%
3Y*
13.24%
5Y*
1.21%
10Y*
7.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFWAX vs. CVMIX - Expense Ratio Comparison

CFWAX has a 1.24% expense ratio, which is higher than CVMIX's 0.99% expense ratio.


Return for Risk

CFWAX vs. CVMIX — 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

CVMIX
CVMIX Risk / Return Rank: 8383
Overall Rank
CVMIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CVMIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
CVMIX Omega Ratio Rank: 8282
Omega Ratio Rank
CVMIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
CVMIX Martin Ratio Rank: 8484
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. CVMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Global Water Fund (CFWAX) and Calvert Emerging Markets Equity Fund (CVMIX). 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.


CFWAXCVMIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.64

-0.85

Sortino ratio

Return per unit of downside risk

1.21

2.18

-0.97

Omega ratio

Gain probability vs. loss probability

1.15

1.32

-0.17

Calmar ratio

Return relative to maximum drawdown

0.87

1.94

-1.07

Martin ratio

Return relative to average drawdown

3.32

8.60

-5.29

CFWAX vs. CVMIX - Sharpe Ratio Comparison

The current CFWAX Sharpe Ratio is 0.79, which is lower than the CVMIX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CFWAX and CVMIX, 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


CFWAXCVMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.64

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.07

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.43

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.36

+0.03

Correlation

The correlation between CFWAX and CVMIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CFWAX vs. CVMIX - Dividend Comparison

CFWAX's dividend yield for the trailing twelve months is around 4.84%, more than CVMIX's 2.26% 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%
CVMIX
Calvert Emerging Markets Equity Fund
2.26%2.26%0.63%0.92%0.79%0.76%0.41%0.68%1.24%0.27%0.84%1.26%

Drawdowns

CFWAX vs. CVMIX - Drawdown Comparison

The maximum CFWAX drawdown since its inception was -39.67%, smaller than the maximum CVMIX drawdown of -43.96%. Use the drawdown chart below to compare losses from any high point for CFWAX and CVMIX.


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Drawdown Indicators


CFWAXCVMIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.67%

-43.96%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-14.95%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.17%

-40.71%

+11.54%

Max Drawdown (10Y)

Largest decline over 10 years

-36.25%

-43.96%

+7.71%

Current Drawdown

Current decline from peak

-11.96%

-14.95%

+2.99%

Average Drawdown

Average peak-to-trough decline

-7.98%

-14.38%

+6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.37%

-0.03%

Volatility

CFWAX vs. CVMIX - Volatility Comparison

The current volatility for Calvert Global Water Fund (CFWAX) is 5.35%, while Calvert Emerging Markets Equity Fund (CVMIX) has a volatility of 9.94%. This indicates that CFWAX experiences smaller price fluctuations and is considered to be less risky than CVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFWAXCVMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

9.94%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

14.78%

-5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

19.41%

-3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

17.80%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

18.12%

-1.26%