CGBIX vs. CDHIX
Compare and contrast key facts about Calvert Green Bond Fund (CGBIX) and Calvert International Responsible Index Fund (CDHIX).
CGBIX is managed by Calvert Research and Management. It was launched on Oct 31, 2013. CDHIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015.
Performance
CGBIX vs. CDHIX - Performance Comparison
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CGBIX vs. CDHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGBIX Calvert Green Bond Fund | -0.58% | 7.90% | 2.00% | 6.14% | -13.08% | -1.66% | 7.02% | 8.14% | 0.68% | 3.17% |
CDHIX Calvert International Responsible Index Fund | 1.56% | 33.29% | 5.04% | 20.03% | -19.22% | 12.57% | 15.33% | 24.38% | -13.67% | 25.31% |
Returns By Period
In the year-to-date period, CGBIX achieves a -0.58% return, which is significantly lower than CDHIX's 1.56% return. Over the past 10 years, CGBIX has underperformed CDHIX with an annualized return of 1.91%, while CDHIX has yielded a comparatively higher 9.62% annualized return.
CGBIX
- 1D
- 0.14%
- 1M
- -1.80%
- YTD
- -0.58%
- 6M
- 0.21%
- 1Y
- 4.50%
- 3Y*
- 4.19%
- 5Y*
- 0.24%
- 10Y*
- 1.91%
CDHIX
- 1D
- 3.36%
- 1M
- -8.08%
- YTD
- 1.56%
- 6M
- 6.56%
- 1Y
- 28.01%
- 3Y*
- 15.92%
- 5Y*
- 8.23%
- 10Y*
- 9.62%
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CGBIX vs. CDHIX - Expense Ratio Comparison
CGBIX has a 0.48% expense ratio, which is higher than CDHIX's 0.29% expense ratio.
Return for Risk
CGBIX vs. CDHIX — Risk / Return Rank
CGBIX
CDHIX
CGBIX vs. CDHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Green Bond Fund (CGBIX) and Calvert International Responsible Index Fund (CDHIX). 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.
| CGBIX | CDHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.62 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.85 | 2.19 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.16 | -0.30 |
Martin ratioReturn relative to average drawdown | 6.49 | 8.68 | -2.20 |
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
| CGBIX | CDHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.62 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.52 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.59 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.56 | 0.00 |
Correlation
The correlation between CGBIX and CDHIX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CGBIX vs. CDHIX - Dividend Comparison
CGBIX's dividend yield for the trailing twelve months is around 3.85%, more than CDHIX's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGBIX Calvert Green Bond Fund | 3.85% | 4.09% | 3.49% | 2.37% | 1.86% | 1.99% | 1.85% | 2.45% | 2.26% | 2.54% | 3.22% | 2.01% |
CDHIX Calvert International Responsible Index Fund | 3.34% | 3.39% | 2.87% | 2.00% | 1.92% | 2.00% | 1.25% | 1.72% | 2.25% | 1.35% | 2.01% | 0.00% |
Drawdowns
CGBIX vs. CDHIX - Drawdown Comparison
The maximum CGBIX drawdown since its inception was -17.46%, smaller than the maximum CDHIX drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for CGBIX and CDHIX.
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Drawdown Indicators
| CGBIX | CDHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.46% | -32.32% | +14.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -12.61% | +9.86% |
Max Drawdown (5Y)Largest decline over 5 years | -17.46% | -32.01% | +14.55% |
Max Drawdown (10Y)Largest decline over 10 years | -17.46% | -32.32% | +14.86% |
Current DrawdownCurrent decline from peak | -2.20% | -9.68% | +7.48% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -6.39% | +2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 3.14% | -2.35% |
Volatility
CGBIX vs. CDHIX - Volatility Comparison
The current volatility for Calvert Green Bond Fund (CGBIX) is 1.35%, while Calvert International Responsible Index Fund (CDHIX) has a volatility of 8.55%. This indicates that CGBIX experiences smaller price fluctuations and is considered to be less risky than CDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGBIX | CDHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 8.55% | -7.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.19% | 12.19% | -10.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 17.63% | -13.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.91% | 16.00% | -11.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.05% | 16.42% | -12.37% |