CRFIX vs. FBLEX
Compare and contrast key facts about Calvert Focused Value Fund (CRFIX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX).
CRFIX is managed by Calvert Research and Management. It was launched on Apr 28, 2022. FBLEX is managed by Fidelity. It was launched on Dec 6, 2012.
Performance
CRFIX vs. FBLEX - Performance Comparison
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CRFIX vs. FBLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRFIX Calvert Focused Value Fund | -4.34% | 13.26% | 12.24% | 8.84% | -1.34% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | -2.01% | 17.06% | 18.04% | 15.60% | -0.18% |
Returns By Period
In the year-to-date period, CRFIX achieves a -4.34% return, which is significantly lower than FBLEX's -2.01% return.
CRFIX
- 1D
- -0.85%
- 1M
- -10.56%
- YTD
- -4.34%
- 6M
- 0.67%
- 1Y
- 8.82%
- 3Y*
- 9.83%
- 5Y*
- —
- 10Y*
- —
FBLEX
- 1D
- 0.00%
- 1M
- -6.70%
- YTD
- -2.01%
- 6M
- 2.97%
- 1Y
- 12.73%
- 3Y*
- 15.51%
- 5Y*
- 11.00%
- 10Y*
- 11.11%
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CRFIX vs. FBLEX - Expense Ratio Comparison
CRFIX has a 0.74% expense ratio, which is higher than FBLEX's 0.01% expense ratio.
Return for Risk
CRFIX vs. FBLEX — Risk / Return Rank
CRFIX
FBLEX
CRFIX vs. FBLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Focused Value Fund (CRFIX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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 | FBLEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.91 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.32 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.06 | -0.37 |
Martin ratioReturn relative to average drawdown | 2.51 | 4.92 | -2.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRFIX | FBLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.91 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.69 | -0.23 |
Correlation
The correlation between CRFIX and FBLEX is 0.92, 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. FBLEX - Dividend Comparison
CRFIX's dividend yield for the trailing twelve months is around 6.03%, less than FBLEX's 11.33% 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% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 11.33% | 9.95% | 12.63% | 5.05% | 12.66% | 14.51% | 3.85% | 5.65% | 10.97% | 7.09% | 2.47% | 13.81% |
Drawdowns
CRFIX vs. FBLEX - Drawdown Comparison
The maximum CRFIX drawdown since its inception was -18.29%, smaller than the maximum FBLEX drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for CRFIX and FBLEX.
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Drawdown Indicators
| CRFIX | FBLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.29% | -39.73% | +21.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -11.55% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.73% | — |
Current DrawdownCurrent decline from peak | -11.97% | -6.89% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -3.86% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.49% | +0.87% |
Volatility
CRFIX vs. FBLEX - Volatility Comparison
Calvert Focused Value Fund (CRFIX) has a higher volatility of 4.25% compared to Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) at 3.48%. This indicates that CRFIX's price experiences larger fluctuations and is considered to be riskier than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRFIX | FBLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.48% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 7.78% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 15.13% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 14.78% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 17.39% | -1.70% |