CLDAX vs. ETH-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Calvert Core Bond Fund (CLDAX) and Ethereum (ETH-USD).

CLDAX is managed by Calvert Research and Management. It was launched on Dec 30, 2004.

Performance

CLDAX vs. ETH-USD - Performance Comparison

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

CLDAX vs. ETH-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLDAX Calvert Core Bond Fund	-0.71%	7.27%	1.39%	5.04%	-13.48%	-2.30%	14.56%	20.77%	-5.73%	9.47%
ETH-USD Ethereum	-27.34%	-10.91%	46.00%	90.84%	-67.48%	398.30%	473.88%	-1.52%	-82.39%	8,984.19%

Returns By Period

In the year-to-date period, CLDAX achieves a -0.71% return, which is significantly higher than ETH-USD's -27.34% return. Over the past 10 years, CLDAX has underperformed ETH-USD with an annualized return of 3.26%, while ETH-USD has yielded a comparatively higher 68.60% annualized return.

CLDAX

• 1D: 0.25%
• 1M: -1.81%
• YTD: -0.71%
• 6M: 0.09%
• 1Y: 3.42%
• 3Y*: 3.17%
• 5Y*: -0.16%
• 10Y*: 3.26%

ETH-USD

• 1D: 2.47%
• 1M: 6.32%
• YTD: -27.34%
• 6M: -50.45%
• 1Y: 13.15%
• 3Y*: 6.28%
• 5Y*: 0.20%
• 10Y*: 68.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CLDAX vs. ETH-USD — Risk / Return Rank

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

CLDAX

CLDAX Risk / Return Rank: 36
CLDAX Sharpe Ratio Rank: 37
CLDAX Sortino Ratio Rank: 34
CLDAX Omega Ratio Rank: 24
CLDAX Calmar Ratio Rank: 50
CLDAX Martin Ratio Rank: 36

ETH-USD

ETH-USD Risk / Return Rank: 79
ETH-USD Sharpe Ratio Rank: 85
ETH-USD Sortino Ratio Rank: 84
ETH-USD Omega Ratio Rank: 83
ETH-USD Calmar Ratio Rank: 72
ETH-USD Martin Ratio Rank: 68

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. ETH-USD - Risk-Adjusted Trends Comparison

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

	CLDAX	ETH-USD	Difference
Sharpe ratio Return per unit of total volatility	0.89	0.18	+0.71
Sortino ratio Return per unit of downside risk	1.27	0.83	+0.45
Omega ratio Gain probability vs. loss probability	1.16	1.09	+0.07
Calmar ratio Return relative to maximum drawdown	1.40	-0.85	+2.25
Martin ratio Return relative to average drawdown	4.35	-1.46	+5.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLDAX vs. ETH-USD - Sharpe Ratio Comparison

The current CLDAX Sharpe Ratio is 0.89, which is higher than the ETH-USD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of CLDAX and ETH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CLDAX	ETH-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	0.18	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	0.00	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.72	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.80	+0.02

Correlation

The correlation between CLDAX and ETH-USD is 0.01, 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.

Drawdowns

CLDAX vs. ETH-USD - Drawdown Comparison

The maximum CLDAX drawdown since its inception was -18.88%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for CLDAX and ETH-USD.

Drawdown Indicators

	CLDAX	ETH-USD	Difference
Max Drawdown Largest peak-to-trough decline	-18.88%	-94.01%	+75.13%
Max Drawdown (1Y) Largest decline over 1 year	-3.04%	-62.26%	+59.22%
Max Drawdown (5Y) Largest decline over 5 years	-18.21%	-79.35%	+61.14%
Max Drawdown (10Y) Largest decline over 10 years	-18.88%	-94.01%	+75.13%
Current Drawdown Current decline from peak	-4.11%	-55.38%	+51.27%
Average Drawdown Average peak-to-trough decline	-3.92%	-50.81%	+46.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.98%	36.32%	-35.34%

Volatility

CLDAX vs. ETH-USD - Volatility Comparison

The current volatility for Calvert Core Bond Fund (CLDAX) is 1.60%, while Ethereum (ETH-USD) has a volatility of 17.83%. This indicates that CLDAX experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLDAX	ETH-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.60%	17.83%	-16.23%
Volatility (6M) Calculated over the trailing 6-month period	2.56%	51.52%	-48.96%
Volatility (1Y) Calculated over the trailing 1-year period	4.27%	62.50%	-58.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.59%	63.60%	-58.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.85%	78.85%	-72.00%