CRF vs. CRFIX

Last updated Jun 24, 2026

CRF (Cornerstone Total Return Fund, Inc.) and CRFIX (Calvert Focused Value Fund) are both mutual funds - CRF is a Large Cap Growth Equities fund managed by Cornerstone, while CRFIX is a Large Cap Value Equities fund managed by Calvert Research and Management. At a 0.48 correlation, their price movements are largely independent. CRF charges 1.84%/yr vs 0.74%/yr for CRFIX.

Performance

CRF vs. CRFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Total Return Fund, Inc. (CRF) and Calvert Focused Value Fund (CRFIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CRF

• 1D: -1.54%
• 1M: -1.42%
• YTD: -3.76%
• 6M: -3.15%
• 1Y: 11.98%
• 3Y*: 15.66%
• 5Y*: 9.26%
• 10Y*: 11.29%

CRFIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CRF vs. CRFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRF Cornerstone Total Return Fund, Inc.	-3.76%	12.46%	44.39%	19.49%	-17.79%
CRFIX Calvert Focused Value Fund	11.46%	13.26%	12.24%	8.84%	-1.34%

Correlation

The correlation between CRF and CRFIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (All Time) Calculated using the full available price history since Apr 29, 2022	0.48

Return for Risk

CRF vs. CRFIX — Risk / Return Rank

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

CRF

CRF Risk / Return Rank: 10
CRF Sharpe Ratio Rank: 10
CRF Sortino Ratio Rank: 10
CRF Omega Ratio Rank: 11
CRF Calmar Ratio Rank: 9
CRF Martin Ratio Rank: 10

CRFIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CRF vs. CRFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) and Calvert Focused Value Fund (CRFIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CRF	CRFIX	Difference
Sharpe ratio: Return per unit of total volatility	0.78	—	—
Sortino ratio: Return per unit of downside risk	1.17	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	0.81	—	—
Martin ratio: Return relative to average drawdown	2.65	—	—

Drawdowns

Drawdown Indicators

	CRF	CRFIX	Difference
Max Drawdown Largest peak-to-trough decline	-80.70%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-29.66%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.12%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.90%	—	—
Current Drawdown Current decline from peak	-5.53%	—	—
Average Drawdown Average peak-to-trough decline	-22.29%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.53%	—	—

Volatility

Volatility by Period

	CRF	CRFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.53%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.48%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.08%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.87%	—	—

CRF vs. CRFIX - Expense Ratio Comparison

CRF has a 1.84% expense ratio, which is higher than CRFIX's 0.74% expense ratio.

Dividends

CRF vs. CRFIX - Dividend Comparison

CRF's dividend yield for the trailing twelve months is around 20.06%, more than CRFIX's 5.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRF Cornerstone Total Return Fund, Inc.	20.06%	17.38%	14.32%	19.94%	29.31%	13.41%	18.91%	21.67%	24.85%	17.96%	24.08%	23.58%
CRFIX Calvert Focused Value Fund	5.18%	5.77%	4.37%	1.02%	0.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CRF and CRFIX in my portfolio?

CRF and CRFIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.