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CISIX vs. CDSRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CISIX vs. CDSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Calvert Short Duration Income Fund Class R6 (CDSRX). The values are adjusted to include any dividend payments, if applicable.

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CISIX vs. CDSRX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CISIX
Calvert US Large-Cap Core Responsible Index Fund
-7.68%15.90%24.14%27.27%-21.68%25.63%26.12%22.10%
CDSRX
Calvert Short Duration Income Fund Class R6
-0.31%6.35%5.74%6.87%-5.07%1.20%4.82%4.87%

Returns By Period

In the year-to-date period, CISIX achieves a -7.68% return, which is significantly lower than CDSRX's -0.31% return.


CISIX

1D
-0.44%
1M
-8.25%
YTD
-7.68%
6M
-4.74%
1Y
13.68%
3Y*
16.05%
5Y*
9.61%
10Y*
13.49%

CDSRX

1D
0.19%
1M
-1.31%
YTD
-0.31%
6M
0.93%
1Y
4.11%
3Y*
5.43%
5Y*
2.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CISIX vs. CDSRX - Expense Ratio Comparison

CISIX has a 0.24% expense ratio, which is lower than CDSRX's 0.45% expense ratio.


Return for Risk

CISIX vs. CDSRX — Risk / Return Rank

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

CISIX
CISIX Risk / Return Rank: 3939
Overall Rank
CISIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CISIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
CISIX Omega Ratio Rank: 4141
Omega Ratio Rank
CISIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
CISIX Martin Ratio Rank: 4545
Martin Ratio Rank

CDSRX
CDSRX Risk / Return Rank: 9494
Overall Rank
CDSRX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CDSRX Sortino Ratio Rank: 9797
Sortino Ratio Rank
CDSRX Omega Ratio Rank: 9393
Omega Ratio Rank
CDSRX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CDSRX Martin Ratio Rank: 9494
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.

CISIX vs. CDSRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Calvert Short Duration Income Fund Class R6 (CDSRX). 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.


CISIXCDSRXDifference

Sharpe ratio

Return per unit of total volatility

0.77

2.08

-1.30

Sortino ratio

Return per unit of downside risk

1.22

3.64

-2.43

Omega ratio

Gain probability vs. loss probability

1.18

1.46

-0.28

Calmar ratio

Return relative to maximum drawdown

0.96

3.02

-2.06

Martin ratio

Return relative to average drawdown

4.50

12.68

-8.18

CISIX vs. CDSRX - Sharpe Ratio Comparison

The current CISIX Sharpe Ratio is 0.77, which is lower than the CDSRX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of CISIX and CDSRX, 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


CISIXCDSRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

2.08

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.17

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.26

-0.91

Correlation

The correlation between CISIX and CDSRX is 0.12, 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

CISIX vs. CDSRX - Dividend Comparison

CISIX's dividend yield for the trailing twelve months is around 5.84%, more than CDSRX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
CISIX
Calvert US Large-Cap Core Responsible Index Fund
5.84%5.39%1.77%1.02%1.17%1.02%0.94%1.14%4.33%2.41%3.77%7.62%
CDSRX
Calvert Short Duration Income Fund Class R6
4.18%4.55%4.98%3.52%2.21%2.56%2.88%2.75%0.00%0.00%0.00%0.00%

Drawdowns

CISIX vs. CDSRX - Drawdown Comparison

The maximum CISIX drawdown since its inception was -59.36%, which is greater than CDSRX's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for CISIX and CDSRX.


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Drawdown Indicators


CISIXCDSRXDifference

Max Drawdown

Largest peak-to-trough decline

-59.36%

-9.96%

-49.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-1.56%

-10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-7.91%

-19.46%

Max Drawdown (10Y)

Largest decline over 10 years

-32.82%

Current Drawdown

Current decline from peak

-9.72%

-1.31%

-8.41%

Average Drawdown

Average peak-to-trough decline

-14.38%

-1.39%

-12.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

0.37%

+2.29%

Volatility

CISIX vs. CDSRX - Volatility Comparison

Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a higher volatility of 4.43% compared to Calvert Short Duration Income Fund Class R6 (CDSRX) at 0.68%. This indicates that CISIX's price experiences larger fluctuations and is considered to be riskier than CDSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CISIXCDSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

0.68%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

1.41%

+7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

2.19%

+16.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

2.38%

+15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

2.66%

+15.86%