CRFIX vs. QDTE
Compare and contrast key facts about Calvert Focused Value Fund (CRFIX) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE).
CRFIX is managed by Calvert Research and Management. It was launched on Apr 28, 2022. QDTE is an actively managed fund by Roundhill. It was launched on Mar 6, 2024.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRFIX or QDTE.
Correlation
The correlation between CRFIX and QDTE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CRFIX vs. QDTE - Performance Comparison
Key characteristics
CRFIX:
12.65%
QDTE:
16.93%
CRFIX:
-14.42%
QDTE:
-10.74%
CRFIX:
-7.94%
QDTE:
-1.09%
Returns By Period
In the year-to-date period, CRFIX achieves a 1.67% return, which is significantly lower than QDTE's 4.08% return.
CRFIX
1.67%
1.84%
3.04%
12.63%
N/A
N/A
QDTE
4.08%
4.87%
15.03%
N/A
N/A
N/A
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CRFIX vs. QDTE - Expense Ratio Comparison
CRFIX has a 0.74% expense ratio, which is lower than QDTE's 0.95% expense ratio.
Risk-Adjusted Performance
CRFIX vs. QDTE — Risk-Adjusted Performance Rank
CRFIX
QDTE
CRFIX vs. QDTE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Focused Value Fund (CRFIX) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). 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.
Not enough dataDividends
CRFIX vs. QDTE - Dividend Comparison
CRFIX's dividend yield for the trailing twelve months is around 1.28%, less than QDTE's 36.32% yield.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
CRFIX Calvert Focused Value Fund | 1.28% | 1.31% | 1.02% | 0.16% |
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | 36.32% | 32.10% | 0.00% | 0.00% |
Drawdowns
CRFIX vs. QDTE - Drawdown Comparison
The maximum CRFIX drawdown since its inception was -14.42%, which is greater than QDTE's maximum drawdown of -10.74%. Use the drawdown chart below to compare losses from any high point for CRFIX and QDTE. For additional features, visit the drawdowns tool.
Volatility
CRFIX vs. QDTE - Volatility Comparison
The current volatility for Calvert Focused Value Fund (CRFIX) is 2.54%, while Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) has a volatility of 5.09%. This indicates that CRFIX experiences smaller price fluctuations and is considered to be less risky than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.