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CSDAX vs. CFICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSDAX vs. CFICX - Performance Comparison

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

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CSDAX vs. CFICX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSDAX
Calvert Short Duration Income Fund
-0.37%6.22%5.00%6.58%-5.36%0.88%4.52%6.21%0.05%2.17%
CFICX
Calvert Income Fund
-0.99%8.94%4.11%7.61%-16.07%1.71%8.26%14.75%-3.36%6.57%

Returns By Period

In the year-to-date period, CSDAX achieves a -0.37% return, which is significantly higher than CFICX's -0.99% return. Over the past 10 years, CSDAX has underperformed CFICX with an annualized return of 2.73%, while CFICX has yielded a comparatively higher 3.07% annualized return.


CSDAX

1D
0.13%
1M
-1.32%
YTD
-0.37%
6M
0.79%
1Y
3.99%
3Y*
5.05%
5Y*
2.41%
10Y*
2.73%

CFICX

1D
0.46%
1M
-2.63%
YTD
-0.99%
6M
0.12%
1Y
5.26%
3Y*
5.26%
5Y*
1.08%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSDAX vs. CFICX - Expense Ratio Comparison

CSDAX has a 0.76% expense ratio, which is lower than CFICX's 0.92% expense ratio.


Return for Risk

CSDAX vs. CFICX — Risk / Return Rank

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

CSDAX
CSDAX Risk / Return Rank: 9494
Overall Rank
CSDAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CSDAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
CSDAX Omega Ratio Rank: 9393
Omega Ratio Rank
CSDAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CSDAX Martin Ratio Rank: 9494
Martin Ratio Rank

CFICX
CFICX Risk / Return Rank: 7979
Overall Rank
CFICX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CFICX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CFICX Omega Ratio Rank: 7272
Omega Ratio Rank
CFICX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CFICX Martin Ratio Rank: 7979
Martin Ratio Rank
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.

CSDAX vs. CFICX - Risk-Adjusted Trends Comparison

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


CSDAXCFICXDifference

Sharpe ratio

Return per unit of total volatility

2.11

1.47

+0.64

Sortino ratio

Return per unit of downside risk

3.64

2.13

+1.50

Omega ratio

Gain probability vs. loss probability

1.47

1.27

+0.20

Calmar ratio

Return relative to maximum drawdown

2.99

1.99

+1.00

Martin ratio

Return relative to average drawdown

12.30

7.67

+4.62

CSDAX vs. CFICX - Sharpe Ratio Comparison

The current CSDAX Sharpe Ratio is 2.11, which is higher than the CFICX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of CSDAX and CFICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSDAXCFICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.47

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.19

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.20

0.59

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

1.00

+0.69

Correlation

The correlation between CSDAX and CFICX is 0.79, 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

CSDAX vs. CFICX - Dividend Comparison

CSDAX's dividend yield for the trailing twelve months is around 4.07%, less than CFICX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
CSDAX
Calvert Short Duration Income Fund
4.07%4.42%4.28%3.24%1.95%2.25%2.58%2.79%2.67%1.84%2.07%1.84%
CFICX
Calvert Income Fund
4.51%4.86%4.91%4.05%3.22%2.70%2.96%3.25%3.60%2.96%3.23%2.87%

Drawdowns

CSDAX vs. CFICX - Drawdown Comparison

The maximum CSDAX drawdown since its inception was -9.96%, smaller than the maximum CFICX drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for CSDAX and CFICX.


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Drawdown Indicators


CSDAXCFICXDifference

Max Drawdown

Largest peak-to-trough decline

-9.96%

-21.28%

+11.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.51%

-3.08%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-8.14%

-21.28%

+13.14%

Max Drawdown (10Y)

Largest decline over 10 years

-9.96%

-21.28%

+11.32%

Current Drawdown

Current decline from peak

-1.32%

-2.63%

+1.31%

Average Drawdown

Average peak-to-trough decline

-0.71%

-3.47%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.80%

-0.43%

Volatility

CSDAX vs. CFICX - Volatility Comparison

The current volatility for Calvert Short Duration Income Fund (CSDAX) is 0.64%, while Calvert Income Fund (CFICX) has a volatility of 1.51%. This indicates that CSDAX experiences smaller price fluctuations and is considered to be less risky than CFICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSDAXCFICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

1.51%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.30%

2.36%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

3.94%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.34%

5.61%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.29%

5.20%

-2.91%