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CLDAX vs. CSIEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLDAX vs. CSIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Core Bond Fund (CLDAX) and Calvert Equity Fund (CSIEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLDAX achieves a 0.02% return, which is significantly higher than CSIEX's -9.20% return. Over the past 10 years, CLDAX has underperformed CSIEX with an annualized return of 3.06%, while CSIEX has yielded a comparatively higher 11.54% annualized return.


CLDAX

1D
0.00%
1M
0.48%
YTD
0.02%
6M
-0.01%
1Y
5.08%
3Y*
3.71%
5Y*
-0.14%
10Y*
3.06%

CSIEX

1D
-1.58%
1M
-1.43%
YTD
-9.20%
6M
-8.41%
1Y
-6.46%
3Y*
5.80%
5Y*
4.09%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLDAX vs. CSIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLDAX
Calvert Core Bond Fund
0.02%7.27%1.39%5.04%-13.48%-2.30%14.56%20.77%-5.73%9.47%
CSIEX
Calvert Equity Fund
-9.20%7.27%8.35%17.93%-17.61%28.90%24.26%36.46%5.03%25.78%

Correlation

The correlation between CLDAX and CSIEX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2005

-0.14

The correlation between CLDAX and CSIEX shifts across timeframes, from -0.14 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CLDAX vs. CSIEX — Risk / Return Rank

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

CLDAX
CLDAX Risk / Return Rank: 1919
Overall Rank
CLDAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CLDAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
CLDAX Omega Ratio Rank: 1919
Omega Ratio Rank
CLDAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CLDAX Martin Ratio Rank: 1818
Martin Ratio Rank

CSIEX
CSIEX Risk / Return Rank: 11
Overall Rank
CSIEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CSIEX Sortino Ratio Rank: 11
Sortino Ratio Rank
CSIEX Omega Ratio Rank: 11
Omega Ratio Rank
CSIEX Calmar Ratio Rank: 11
Calmar Ratio Rank
CSIEX Martin Ratio Rank: 11
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.

CLDAX vs. CSIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Core Bond Fund (CLDAX) 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.


CLDAXCSIEXDifference
Sharpe ratioReturn per unit of total volatility

+1.77

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.23

0.93

+0.30

Calmar ratioReturn relative to maximum drawdown

1.57

-0.42

+1.99

Martin ratioReturn relative to average drawdown

4.92

-0.99

+5.91

CLDAX vs. CSIEX - Sharpe Ratio Comparison

The current CLDAX Sharpe Ratio is 1.29, which is higher than the CSIEX Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of CLDAX and CSIEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CLDAXCSIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

-0.48

+1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.25

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.68

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.47

+0.35

Drawdowns

CLDAX vs. CSIEX - Drawdown Comparison

The maximum CLDAX drawdown since its inception was -18.88%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CLDAX and CSIEX.


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Drawdown Indicators


CLDAXCSIEXDifference

Max Drawdown

Largest peak-to-trough decline

-18.88%

-50.81%

+31.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-14.12%

+10.88%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-14.87%

+8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.21%

-25.71%

+7.50%

Max Drawdown (10Y)

Largest decline over 10 years

-18.88%

-30.50%

+11.62%

Current Drawdown

Current decline from peak

-3.41%

-11.38%

+7.97%

Average Drawdown

Average peak-to-trough decline

-3.92%

-6.23%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

5.93%

-4.90%

Volatility

CLDAX vs. CSIEX - Volatility Comparison

The current volatility for Calvert Core Bond Fund (CLDAX) is 1.50%, while Calvert Equity Fund (CSIEX) has a volatility of 3.95%. This indicates that CLDAX 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


CLDAXCSIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

3.95%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

9.57%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

12.37%

-8.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

16.24%

-10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.81%

17.16%

-10.35%

CLDAX vs. CSIEX - Expense Ratio Comparison

CLDAX has a 0.74% expense ratio, which is lower than CSIEX's 0.91% expense ratio.


Dividends

CLDAX vs. CSIEX - Dividend Comparison

CLDAX's dividend yield for the trailing twelve months is around 4.23%, less than CSIEX's 25.29% yield.


PositionTTM20252024202320222021202020192018201720162015
CLDAX
Calvert Core Bond Fund
4.23%4.24%4.16%3.17%1.80%6.08%5.22%3.04%3.63%3.02%7.02%2.85%
CSIEX
Calvert Equity Fund
25.29%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


CLDAX and CSIEX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSIEX has higher volatility (3.95%) compared to CLDAX (1.50%). In terms of maximum drawdown, CLDAX dropped -18.88% vs CSIEX's -50.81%.

CLDAX currently has the higher Sharpe Ratio (1.29 vs -0.48), 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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