CGBIX vs. TIBDX
Compare and contrast key facts about Calvert Green Bond Fund (CGBIX) and TIAA-CREF Core Bond Fund (TIBDX).
CGBIX is managed by Calvert Research and Management. It was launched on Oct 31, 2013. TIBDX is managed by TIAA Investments. It was launched on Jul 1, 1999.
Performance
CGBIX vs. TIBDX - Performance Comparison
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CGBIX vs. TIBDX - 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% |
TIBDX TIAA-CREF Core Bond Fund | -0.48% | 7.38% | 1.95% | 5.63% | -13.68% | -0.95% | 8.10% | 9.57% | -0.64% | 4.48% |
Returns By Period
In the year-to-date period, CGBIX achieves a -0.58% return, which is significantly lower than TIBDX's -0.48% return. Over the past 10 years, CGBIX has underperformed TIBDX with an annualized return of 1.91%, while TIBDX has yielded a comparatively higher 2.01% 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%
TIBDX
- 1D
- 0.22%
- 1M
- -1.82%
- YTD
- -0.48%
- 6M
- 0.41%
- 1Y
- 3.86%
- 3Y*
- 3.70%
- 5Y*
- 0.18%
- 10Y*
- 2.01%
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CGBIX vs. TIBDX - Expense Ratio Comparison
CGBIX has a 0.48% expense ratio, which is higher than TIBDX's 0.29% expense ratio.
Return for Risk
CGBIX vs. TIBDX — Risk / Return Rank
CGBIX
TIBDX
CGBIX vs. TIBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Green Bond Fund (CGBIX) and TIAA-CREF Core Bond Fund (TIBDX). 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 | TIBDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.98 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.38 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.73 | +0.13 |
Martin ratioReturn relative to average drawdown | 6.49 | 5.37 | +1.12 |
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 | TIBDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.98 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.03 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.43 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.95 | -0.39 |
Correlation
The correlation between CGBIX and TIBDX is 0.91, 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
CGBIX vs. TIBDX - Dividend Comparison
CGBIX's dividend yield for the trailing twelve months is around 3.85%, less than TIBDX's 4.03% 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% |
TIBDX TIAA-CREF Core Bond Fund | 4.03% | 4.34% | 3.60% | 3.22% | 2.44% | 2.39% | 4.45% | 3.09% | 2.88% | 2.93% | 3.80% | 4.68% |
Drawdowns
CGBIX vs. TIBDX - Drawdown Comparison
The maximum CGBIX drawdown since its inception was -17.46%, smaller than the maximum TIBDX drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for CGBIX and TIBDX.
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Drawdown Indicators
| CGBIX | TIBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.46% | -18.82% | +1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.98% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -17.46% | -18.82% | +1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -17.46% | -18.82% | +1.36% |
Current DrawdownCurrent decline from peak | -2.20% | -2.34% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -2.31% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 0.96% | -0.17% |
Volatility
CGBIX vs. TIBDX - Volatility Comparison
The current volatility for Calvert Green Bond Fund (CGBIX) is 1.35%, while TIAA-CREF Core Bond Fund (TIBDX) has a volatility of 1.54%. This indicates that CGBIX experiences smaller price fluctuations and is considered to be less risky than TIBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGBIX | TIBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.54% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.19% | 2.56% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 4.25% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.91% | 5.59% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.05% | 4.71% | -0.66% |