CSDAX vs. DFAIX
Compare and contrast key facts about Calvert Short Duration Income Fund (CSDAX) and DFA Short-Duration Real Return Portfolio (DFAIX).
CSDAX is managed by Calvert Research and Management. It was launched on Jan 31, 2002. DFAIX is managed by Dimensional. It was launched on Nov 5, 2013.
Performance
CSDAX vs. DFAIX - Performance Comparison
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CSDAX vs. DFAIX - 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% |
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 2.75% | 5.63% | 0.11% | 1.71% |
Returns By Period
In the year-to-date period, CSDAX achieves a -0.37% return, which is significantly lower than DFAIX's 0.86% return. Over the past 10 years, CSDAX has underperformed DFAIX with an annualized return of 2.73%, while DFAIX has yielded a comparatively higher 3.20% 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%
DFAIX
- 1D
- 0.19%
- 1M
- -0.09%
- YTD
- 0.86%
- 6M
- 1.22%
- 1Y
- 3.68%
- 3Y*
- 5.27%
- 5Y*
- 3.82%
- 10Y*
- 3.20%
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CSDAX vs. DFAIX - Expense Ratio Comparison
CSDAX has a 0.76% expense ratio, which is higher than DFAIX's 0.22% expense ratio.
Return for Risk
CSDAX vs. DFAIX — Risk / Return Rank
CSDAX
DFAIX
CSDAX vs. DFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Short Duration Income Fund (CSDAX) and DFA Short-Duration Real Return Portfolio (DFAIX). 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 | DFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 3.57 | -1.46 |
Sortino ratioReturn per unit of downside risk | 3.64 | 5.96 | -2.32 |
Omega ratioGain probability vs. loss probability | 1.47 | 2.07 | -0.61 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 8.64 | -5.65 |
Martin ratioReturn relative to average drawdown | 12.30 | 34.01 | -21.71 |
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 | DFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 3.57 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 1.21 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.20 | 1.26 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.69 | 1.08 | +0.61 |
Correlation
The correlation between CSDAX and DFAIX is 0.40, 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.
Dividends
CSDAX vs. DFAIX - Dividend Comparison
CSDAX's dividend yield for the trailing twelve months is around 4.07%, less than DFAIX's 4.61% 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% |
DFAIX DFA Short-Duration Real Return Portfolio | 4.61% | 4.65% | 4.14% | 3.66% | 1.68% | 0.98% | 0.82% | 2.53% | 2.72% | 1.71% | 1.41% | 1.29% |
Drawdowns
CSDAX vs. DFAIX - Drawdown Comparison
The maximum CSDAX drawdown since its inception was -9.96%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for CSDAX and DFAIX.
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Drawdown Indicators
| CSDAX | DFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.96% | -5.63% | -4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -1.51% | -0.47% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -8.14% | -5.46% | -2.68% |
Max Drawdown (10Y)Largest decline over 10 years | -9.96% | -5.63% | -4.33% |
Current DrawdownCurrent decline from peak | -1.32% | -0.28% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -0.95% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.12% | +0.25% |
Volatility
CSDAX vs. DFAIX - Volatility Comparison
Calvert Short Duration Income Fund (CSDAX) has a higher volatility of 0.64% compared to DFA Short-Duration Real Return Portfolio (DFAIX) at 0.50%. This indicates that CSDAX's price experiences larger fluctuations and is considered to be riskier than DFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSDAX | DFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 0.50% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 1.30% | 0.75% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 1.07% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.34% | 3.18% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.29% | 2.56% | -0.27% |