COIIX vs. CISIX
Compare and contrast key facts about Calvert International Opportunities Fund (COIIX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX).
COIIX is managed by Calvert Research and Management. It was launched on May 30, 2007. CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000.
Performance
COIIX vs. CISIX - Performance Comparison
Loading graphics...
COIIX vs. CISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COIIX Calvert International Opportunities Fund | -7.27% | 13.80% | -1.48% | 12.95% | -26.69% | 13.97% | 14.05% | 26.09% | -14.57% | 38.55% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | -7.68% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
Returns By Period
In the year-to-date period, COIIX achieves a -7.27% return, which is significantly higher than CISIX's -7.68% return. Over the past 10 years, COIIX has underperformed CISIX with an annualized return of 5.47%, while CISIX has yielded a comparatively higher 13.49% annualized return.
COIIX
- 1D
- 0.00%
- 1M
- -12.74%
- YTD
- -7.27%
- 6M
- -8.00%
- 1Y
- 4.18%
- 3Y*
- 3.84%
- 5Y*
- -0.68%
- 10Y*
- 5.47%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
COIIX vs. CISIX - Expense Ratio Comparison
COIIX has a 1.06% expense ratio, which is higher than CISIX's 0.24% expense ratio.
Return for Risk
COIIX vs. CISIX — Risk / Return Rank
COIIX
CISIX
COIIX vs. CISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Opportunities Fund (COIIX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX). 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.
| COIIX | CISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | 0.77 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.36 | 1.22 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.18 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 0.96 | -0.81 |
Martin ratioReturn relative to average drawdown | 0.56 | 4.50 | -3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| COIIX | CISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.77 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.55 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.73 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.35 | -0.16 |
Correlation
The correlation between COIIX and CISIX is 0.72, 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
COIIX vs. CISIX - Dividend Comparison
COIIX's dividend yield for the trailing twelve months is around 3.76%, less than CISIX's 5.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COIIX Calvert International Opportunities Fund | 3.76% | 3.49% | 3.24% | 1.77% | 0.61% | 7.67% | 0.78% | 1.32% | 9.82% | 7.19% | 1.52% | 4.53% |
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% |
Drawdowns
COIIX vs. CISIX - Drawdown Comparison
The maximum COIIX drawdown since its inception was -57.27%, roughly equal to the maximum CISIX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for COIIX and CISIX.
Loading graphics...
Drawdown Indicators
| COIIX | CISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.27% | -59.36% | +2.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -12.40% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -40.36% | -27.37% | -12.99% |
Max Drawdown (10Y)Largest decline over 10 years | -40.36% | -32.82% | -7.54% |
Current DrawdownCurrent decline from peak | -17.00% | -9.72% | -7.28% |
Average DrawdownAverage peak-to-trough decline | -15.06% | -14.38% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.66% | +0.84% |
Volatility
COIIX vs. CISIX - Volatility Comparison
Calvert International Opportunities Fund (COIIX) has a higher volatility of 5.87% compared to Calvert US Large-Cap Core Responsible Index Fund (CISIX) at 4.43%. This indicates that COIIX's price experiences larger fluctuations and is considered to be riskier than CISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| COIIX | CISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 4.43% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 9.37% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 18.54% | -3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 17.72% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 18.52% | -1.61% |