CRFIX vs. CSDAX

Last updated Jun 25, 2026

CRFIX (Calvert Focused Value Fund) and CSDAX (Calvert Short Duration Income Fund) are both mutual funds - CRFIX is a Large Cap Value Equities fund managed by Calvert Research and Management, while CSDAX is a Short-Term Bond fund managed by Calvert Research and Management. At a 0.18 correlation, their price movements are largely independent. CRFIX charges 0.74%/yr vs 0.76%/yr for CSDAX.

Performance

CRFIX vs. CSDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Focused Value Fund (CRFIX) and Calvert Short Duration Income Fund (CSDAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CRFIX

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

CSDAX

• 1D: 0.06%
• 1M: 0.29%
• YTD: 0.43%
• 6M: 0.79%
• 1Y: 3.76%
• 3Y*: 5.22%
• 5Y*: 2.46%
• 10Y*: 2.66%

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

CRFIX vs. CSDAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRFIX Calvert Focused Value Fund	11.46%	13.26%	12.24%	8.84%	-1.34%
CSDAX Calvert Short Duration Income Fund	0.43%	6.22%	5.00%	6.58%	-1.60%

Correlation

The correlation between CRFIX and CSDAX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (All Time) Calculated using the full available price history since Apr 29, 2022	0.18

Return for Risk

CRFIX vs. CSDAX — Risk / Return Rank

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

CRFIX

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

CSDAX

CSDAX Risk / Return Rank: 65
CSDAX Sharpe Ratio Rank: 58
CSDAX Sortino Ratio Rank: 82
CSDAX Omega Ratio Rank: 73
CSDAX Calmar Ratio Rank: 58
CSDAX Martin Ratio Rank: 54

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.

CRFIX vs. CSDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Focused Value Fund (CRFIX) and Calvert Short Duration Income Fund (CSDAX). 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.

	CRFIX	CSDAX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.94	—
Sortino ratio: Return per unit of downside risk	—	3.46	—
Omega ratio: Gain probability vs. loss probability	—	1.42	—
Calmar ratio: Return relative to maximum drawdown	—	2.64	—
Martin ratio: Return relative to average drawdown	—	9.74	—

Drawdowns

Drawdown Indicators

	CRFIX	CSDAX	Difference
Max Drawdown Largest peak-to-trough decline	—	-9.96%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.51%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-8.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-9.96%	—
Current Drawdown Current decline from peak	—	-0.53%	—
Average Drawdown Average peak-to-trough decline	—	-0.71%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.41%	—

Volatility

Volatility by Period

	CRFIX	CSDAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.56%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.05%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	2.40%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	2.31%	—

CRFIX vs. CSDAX - Expense Ratio Comparison

CRFIX has a 0.74% expense ratio, which is lower than CSDAX's 0.76% expense ratio.

Dividends

CRFIX vs. CSDAX - Dividend Comparison

CRFIX's dividend yield for the trailing twelve months is around 5.18%, more than CSDAX's 4.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
CSDAX Calvert Short Duration Income Fund	4.37%	4.42%	4.28%	3.24%	1.95%	2.25%	2.58%	2.79%	2.67%	1.84%	2.07%	1.84%

Frequently Asked Questions

Can I hold both CRFIX and CSDAX in my portfolio?

CRFIX and CSDAX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.