CRFIX vs. CSIEX
Compare and contrast key facts about Calvert Focused Value Fund (CRFIX) and Calvert Equity Fund (CSIEX).
CRFIX is managed by Calvert Research and Management. It was launched on Apr 28, 2022. CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987.
Performance
CRFIX vs. CSIEX - Performance Comparison
Loading graphics...
CRFIX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRFIX Calvert Focused Value Fund | -4.34% | 13.26% | 12.24% | 8.84% | -1.34% |
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -1.61% |
Returns By Period
In the year-to-date period, CRFIX achieves a -4.34% return, which is significantly higher than CSIEX's -11.00% return.
CRFIX
- 1D
- -0.85%
- 1M
- -10.56%
- YTD
- -4.34%
- 6M
- 0.67%
- 1Y
- 8.82%
- 3Y*
- 9.83%
- 5Y*
- —
- 10Y*
- —
CSIEX
- 1D
- 1.14%
- 1M
- -7.71%
- YTD
- -11.00%
- 6M
- -10.10%
- 1Y
- -4.11%
- 3Y*
- 5.46%
- 5Y*
- 4.83%
- 10Y*
- 11.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CRFIX vs. CSIEX - Expense Ratio Comparison
CRFIX has a 0.74% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Return for Risk
CRFIX vs. CSIEX — Risk / Return Rank
CRFIX
CSIEX
CRFIX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Focused Value Fund (CRFIX) 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.
| CRFIX | CSIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | -0.21 | +0.81 |
Sortino ratioReturn per unit of downside risk | 0.92 | -0.19 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.13 | 0.98 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.36 | +1.05 |
Martin ratioReturn relative to average drawdown | 2.51 | -1.20 | +3.72 |
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
| CRFIX | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | -0.21 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.47 | -0.02 |
Correlation
The correlation between CRFIX and CSIEX is 0.82, 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
CRFIX vs. CSIEX - Dividend Comparison
CRFIX's dividend yield for the trailing twelve months is around 6.03%, less than CSIEX's 25.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRFIX Calvert Focused Value Fund | 6.03% | 5.77% | 4.37% | 1.02% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSIEX Calvert Equity Fund | 25.81% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Drawdowns
CRFIX vs. CSIEX - Drawdown Comparison
The maximum CRFIX drawdown since its inception was -18.29%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CRFIX and CSIEX.
Loading graphics...
Drawdown Indicators
| CRFIX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.29% | -50.81% | +32.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -14.12% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.50% | — |
Current DrawdownCurrent decline from peak | -11.97% | -13.14% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -6.21% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 4.26% | -0.90% |
Volatility
CRFIX vs. CSIEX - Volatility Comparison
Calvert Focused Value Fund (CRFIX) and Calvert Equity Fund (CSIEX) have volatilities of 4.25% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CRFIX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.14% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 9.14% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 16.11% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 16.19% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 17.12% | -1.43% |