CSDAX vs. THOPX
Compare and contrast key facts about Calvert Short Duration Income Fund (CSDAX) and Thompson Bond Fund (THOPX).
CSDAX is managed by Calvert Research and Management. It was launched on Jan 31, 2002. THOPX is managed by Thompson IM. It was launched on Feb 10, 1992.
Performance
CSDAX vs. THOPX - Performance Comparison
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CSDAX vs. THOPX - 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% |
THOPX Thompson Bond Fund | 0.09% | 7.98% | 11.54% | 6.98% | -7.28% | 5.75% | -1.71% | 5.56% | 1.80% | 4.75% |
Returns By Period
In the year-to-date period, CSDAX achieves a -0.37% return, which is significantly lower than THOPX's 0.09% return. Over the past 10 years, CSDAX has underperformed THOPX with an annualized return of 2.73%, while THOPX has yielded a comparatively higher 4.39% 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%
THOPX
- 1D
- 0.29%
- 1M
- -1.20%
- YTD
- 0.09%
- 6M
- 1.68%
- 1Y
- 5.54%
- 3Y*
- 8.48%
- 5Y*
- 4.13%
- 10Y*
- 4.39%
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CSDAX vs. THOPX - Expense Ratio Comparison
CSDAX has a 0.76% expense ratio, which is higher than THOPX's 0.71% expense ratio.
Return for Risk
CSDAX vs. THOPX — Risk / Return Rank
CSDAX
THOPX
CSDAX vs. THOPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Short Duration Income Fund (CSDAX) and Thompson Bond Fund (THOPX). 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 | THOPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 2.67 | -0.56 |
Sortino ratioReturn per unit of downside risk | 3.64 | 3.79 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.58 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.56 | -0.57 |
Martin ratioReturn relative to average drawdown | 12.30 | 14.40 | -2.10 |
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 | THOPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.67 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 1.95 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.20 | 2.00 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.69 | 1.25 | +0.44 |
Correlation
The correlation between CSDAX and THOPX is 0.55, 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. THOPX - Dividend Comparison
CSDAX's dividend yield for the trailing twelve months is around 4.07%, less than THOPX's 5.15% 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% |
THOPX Thompson Bond Fund | 5.15% | 4.90% | 5.34% | 5.88% | 3.93% | 3.59% | 5.16% | 3.48% | 3.07% | 3.06% | 4.24% | 4.58% |
Drawdowns
CSDAX vs. THOPX - Drawdown Comparison
The maximum CSDAX drawdown since its inception was -9.96%, smaller than the maximum THOPX drawdown of -19.45%. Use the drawdown chart below to compare losses from any high point for CSDAX and THOPX.
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Drawdown Indicators
| CSDAX | THOPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.96% | -19.45% | +9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -1.51% | -1.61% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -8.14% | -8.00% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -9.96% | -11.74% | +1.78% |
Current DrawdownCurrent decline from peak | -1.32% | -1.20% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -1.87% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.40% | -0.03% |
Volatility
CSDAX vs. THOPX - Volatility Comparison
The current volatility for Calvert Short Duration Income Fund (CSDAX) is 0.64%, while Thompson Bond Fund (THOPX) has a volatility of 0.83%. This indicates that CSDAX experiences smaller price fluctuations and is considered to be less risky than THOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSDAX | THOPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 0.83% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 1.30% | 1.36% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 2.09% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.34% | 2.12% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.29% | 2.20% | +0.09% |