CSDAX vs. THOPX
CSDAX (Calvert Short Duration Income Fund) and THOPX (Thompson Bond Fund) are both Short-Term Bond funds. Over the past 10 years, CSDAX returned 2.60%/yr vs 3.82%/yr for THOPX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. CSDAX charges 0.76%/yr vs 0.71%/yr for THOPX.
Performance
CSDAX vs. THOPX - Performance Comparison
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Returns By Period
In the year-to-date period, CSDAX achieves a 0.59% return, which is significantly lower than THOPX's 1.43% return. Over the past 10 years, CSDAX has underperformed THOPX with an annualized return of 2.60%, while THOPX has yielded a comparatively higher 3.82% annualized return.
CSDAX
- 1D
- 0.13%
- 1M
- -0.38%
- 6M
- 0.23%
- YTD
- 0.59%
- 1Y
- 2.70%
- 3Y*
- 4.93%
- 5Y*
- 2.41%
- 10Y*
- 2.60%
- ALL TIME*
- 3.37%
THOPX
- 1D
- 0.19%
- 1M
- 0.09%
- 6M
- 0.95%
- YTD
- 1.43%
- 1Y
- 4.34%
- 3Y*
- 8.47%
- 5Y*
- 3.92%
- 10Y*
- 3.82%
- ALL TIME*
- 4.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
THOPX Thompson Bond Fund | $0.00 | $0.00 | $0.00 |
CSDAX vs. THOPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSDAX Calvert Short Duration Income Fund | 0.59% | 6.22% | 5.00% | 6.58% | -5.36% | 0.88% | 4.52% | 6.21% | 0.05% | 2.17% |
THOPX Thompson Bond Fund | 1.43% | 7.98% | 11.54% | 6.98% | -7.28% | 5.75% | -1.71% | 5.56% | 1.80% | 4.75% |
Correlation
The correlation between CSDAX and THOPX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2002 | 0.55 |
The correlation between CSDAX and THOPX shifts across timeframes, from 0.55 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSDAX | THOPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.47 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 3.01 | -1.17 |
| Martin ratioReturn relative to average drawdown | 6.64 | 11.60 | -4.96 |
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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% | -1.48% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -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 | -0.38% | -0.09% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -1.85% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.38% | +0.04% |
Volatility
CSDAX vs. THOPX - Volatility Comparison
The current volatility for Calvert Short Duration Income Fund (CSDAX) is 0.46%, while Thompson Bond Fund (THOPX) has a volatility of 0.58%. 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 | 0.46% | 0.58% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 1.59% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 1.95% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.41% | 2.19% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.32% | 2.20% | +0.12% |
CSDAX vs. THOPX - Expense Ratio Comparison
CSDAX has a 0.76% expense ratio, which is higher than THOPX's 0.71% expense ratio.
Dividends
CSDAX vs. THOPX - Dividend Comparison
CSDAX's dividend yield for the trailing twelve months is around 3.98%, less than THOPX's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSDAX Calvert Short Duration Income Fund | 3.98% | 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% |
Frequently Asked Questions
CSDAX and THOPX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THOPX has higher volatility (0.58%) compared to CSDAX (0.46%). In terms of maximum drawdown, CSDAX dropped -9.96% vs THOPX's -19.45%.
THOPX currently has the higher Sharpe Ratio (2.30 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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