CGBIX vs. CSIEX
CGBIX (Calvert Green Bond Fund) and CSIEX (Calvert Equity Fund) are both mutual funds - CGBIX is a Intermediate Core-Plus Bond fund managed by Calvert, while CSIEX is a Large Cap Growth Equities fund managed by Calvert. Over the past 10 years, CGBIX returned 1.63%/yr vs 11.85%/yr for CSIEX. Their 0.01 correlation means their historical movements had little consistent relationship. CGBIX charges 0.48%/yr vs 0.91%/yr for CSIEX.
Performance
CGBIX vs. CSIEX - Performance Comparison
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Returns By Period
In the year-to-date period, CGBIX achieves a -0.63% return, which is significantly higher than CSIEX's -3.65% return. Over the past 10 years, CGBIX has underperformed CSIEX with an annualized return of 1.63%, while CSIEX has yielded a comparatively higher 11.85% annualized return.
CGBIX
- 1D
- 0.21%
- 1M
- -1.20%
- 6M
- -0.86%
- YTD
- -0.63%
- 1Y
- 1.62%
- 3Y*
- 4.47%
- 5Y*
- -0.18%
- 10Y*
- 1.63%
- ALL TIME*
- 2.09%
CSIEX
- 1D
- 1.10%
- 1M
- 3.32%
- 6M
- 0.22%
- YTD
- -3.65%
- 1Y
- -2.89%
- 3Y*
- 6.48%
- 5Y*
- 3.49%
- 10Y*
- 11.85%
- ALL TIME*
- 8.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
CSIEX Calvert Equity Fund | $0.00 | $0.00 | $0.00 |
CGBIX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGBIX Calvert Green Bond Fund | -0.63% | 7.90% | 2.00% | 6.14% | -13.08% | -1.66% | 7.02% | 8.14% | 0.68% | 3.17% |
CSIEX Calvert Equity Fund | -3.65% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Correlation
The correlation between CGBIX and CSIEX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013 | 0.01 |
Over the past year, CGBIX and CSIEX have become more correlated (0.34) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
CGBIX vs. CSIEX — Risk / Return Rank
CGBIX
CSIEX
CGBIX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Green Bond Fund (CGBIX) and Calvert Equity Fund (CSIEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CGBIX | CSIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | -0.07 | +0.71 |
| Martin ratioReturn relative to average drawdown | 1.60 | -0.13 | +1.73 |
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Drawdowns
CGBIX vs. CSIEX - Drawdown Comparison
The maximum CGBIX drawdown since its inception was -17.46%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CGBIX and CSIEX.
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Drawdown Indicators
| CGBIX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.46% | -50.81% | +33.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -14.28% | +11.53% |
Max Drawdown (3Y)Largest decline over 3 years | -4.35% | -14.87% | +10.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | -25.71% | +8.55% |
Max Drawdown (10Y)Largest decline over 10 years | -17.46% | -30.50% | +13.04% |
Current DrawdownCurrent decline from peak | -2.25% | -5.96% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -6.25% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 7.27% | -6.17% |
Volatility
CGBIX vs. CSIEX - Volatility Comparison
The current volatility for Calvert Green Bond Fund (CGBIX) is 0.93%, while Calvert Equity Fund (CSIEX) has a volatility of 5.10%. This indicates that CGBIX experiences smaller price fluctuations and is considered to be less risky than CSIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGBIX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 5.10% | -4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 11.23% | -8.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.31% | 13.73% | -10.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.98% | 16.46% | -11.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.08% | 17.23% | -13.15% |
CGBIX vs. CSIEX - Expense Ratio Comparison
CGBIX has a 0.48% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Dividends
CGBIX vs. CSIEX - Dividend Comparison
CGBIX's dividend yield for the trailing twelve months is around 3.51%, less than CSIEX's 23.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGBIX Calvert Green Bond Fund | 3.51% | 4.09% | 3.49% | 2.37% | 1.86% | 1.99% | 1.85% | 2.45% | 2.26% | 2.54% | 3.22% | 2.01% |
CSIEX Calvert Equity Fund | 23.84% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Frequently Asked Questions
CGBIX and CSIEX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSIEX has higher volatility (5.10%) compared to CGBIX (0.93%). In terms of maximum drawdown, CGBIX dropped -17.46% vs CSIEX's -50.81%.
CGBIX currently has the higher Sharpe Ratio (0.53 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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