CSDAX vs. CSIEX
Compare and contrast key facts about Calvert Short Duration Income Fund (CSDAX) and Calvert Equity Fund (CSIEX).
CSDAX is managed by Calvert Research and Management. It was launched on Jan 31, 2002. CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987.
Performance
CSDAX vs. CSIEX - Performance Comparison
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CSDAX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Returns By Period
In the year-to-date period, CSDAX achieves a -0.37% return, which is significantly higher than CSIEX's -11.00% return. Over the past 10 years, CSDAX has underperformed CSIEX with an annualized return of 2.73%, while CSIEX has yielded a comparatively higher 11.39% 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%
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%
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CSDAX vs. CSIEX - Expense Ratio Comparison
CSDAX has a 0.76% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Return for Risk
CSDAX vs. CSIEX — Risk / Return Rank
CSDAX
CSIEX
CSDAX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Short Duration Income Fund (CSDAX) 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.
| CSDAX | CSIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | -0.21 | +2.32 |
Sortino ratioReturn per unit of downside risk | 3.64 | -0.19 | +3.83 |
Omega ratioGain probability vs. loss probability | 1.47 | 0.98 | +0.49 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | -0.36 | +3.35 |
Martin ratioReturn relative to average drawdown | 12.30 | -1.20 | +13.50 |
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
| CSDAX | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | -0.21 | +2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.30 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.20 | 0.67 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.69 | 0.47 | +1.22 |
Correlation
The correlation between CSDAX and CSIEX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CSDAX vs. CSIEX - Dividend Comparison
CSDAX's dividend yield for the trailing twelve months is around 4.07%, less than CSIEX's 25.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
CSDAX vs. CSIEX - Drawdown Comparison
The maximum CSDAX drawdown since its inception was -9.96%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CSDAX and CSIEX.
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Drawdown Indicators
| CSDAX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.96% | -50.81% | +40.85% |
Max Drawdown (1Y)Largest decline over 1 year | -1.51% | -14.12% | +12.61% |
Max Drawdown (5Y)Largest decline over 5 years | -8.14% | -25.71% | +17.57% |
Max Drawdown (10Y)Largest decline over 10 years | -9.96% | -30.50% | +20.54% |
Current DrawdownCurrent decline from peak | -1.32% | -13.14% | +11.82% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -6.21% | +5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 4.26% | -3.89% |
Volatility
CSDAX vs. CSIEX - Volatility Comparison
The current volatility for Calvert Short Duration Income Fund (CSDAX) is 0.64%, while Calvert Equity Fund (CSIEX) has a volatility of 4.14%. This indicates that CSDAX experiences smaller price fluctuations and is considered to be less risky than CSIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSDAX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 4.14% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 1.30% | 9.14% | -7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 16.11% | -14.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.34% | 16.19% | -13.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.29% | 17.12% | -14.83% |