CSIBX vs. BCPIX
CSIBX (Calvert Bond Fund) and BCPIX (Brandes Core Plus Fixed Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, CSIBX returned 2.14%/yr vs 1.71%/yr for BCPIX. Their correlation of 0.83 suggests significant overlap in exposure. CSIBX charges 0.73%/yr vs 0.30%/yr for BCPIX.
Performance
CSIBX vs. BCPIX - Performance Comparison
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Returns By Period
In the year-to-date period, CSIBX achieves a -0.11% return, which is significantly lower than BCPIX's -0.08% return. Over the past 10 years, CSIBX has outperformed BCPIX with an annualized return of 2.14%, while BCPIX has yielded a comparatively lower 1.71% annualized return.
CSIBX
- 1D
- -0.27%
- 1M
- 0.69%
- YTD
- -0.11%
- 6M
- 0.31%
- 1Y
- 4.37%
- 3Y*
- 4.58%
- 5Y*
- 0.57%
- 10Y*
- 2.14%
BCPIX
- 1D
- -0.36%
- 1M
- 0.89%
- YTD
- -0.08%
- 6M
- 0.44%
- 1Y
- 3.53%
- 3Y*
- 4.11%
- 5Y*
- 0.73%
- 10Y*
- 1.71%
CSIBX vs. BCPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | -0.11% | 7.93% | 2.45% | 6.55% | -12.85% | 0.11% | 7.39% | 8.44% | -0.16% | 4.19% |
BCPIX Brandes Core Plus Fixed Income Fund | -0.08% | 6.71% | 1.98% | 6.70% | -10.78% | -0.34% | 5.77% | 6.65% | -0.45% | 2.74% |
Correlation
The correlation between CSIBX and BCPIX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2007 | 0.83 |
The correlation between CSIBX and BCPIX shifts across timeframes, from 0.83 (all time) to 0.95 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSIBX vs. BCPIX — Risk / Return Rank
CSIBX
BCPIX
CSIBX vs. BCPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Bond Fund (CSIBX) and Brandes Core Plus Fixed Income Fund (BCPIX). 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.
| CSIBX | BCPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.44 | +0.02 |
| Martin ratioReturn relative to average drawdown | 4.16 | 4.24 | -0.07 |
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Drawdowns
CSIBX vs. BCPIX - Drawdown Comparison
The maximum CSIBX drawdown since its inception was -17.57%, smaller than the maximum BCPIX drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for CSIBX and BCPIX.
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Drawdown Indicators
| CSIBX | BCPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.57% | -22.43% | +4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.63% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -5.95% | -5.44% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -15.19% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -17.57% | -15.19% | -2.38% |
Current DrawdownCurrent decline from peak | -1.86% | -1.29% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -4.25% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.89% | +0.21% |
Volatility
CSIBX vs. BCPIX - Volatility Comparison
Calvert Bond Fund (CSIBX) and Brandes Core Plus Fixed Income Fund (BCPIX) have volatilities of 1.21% and 1.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIBX | BCPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 1.17% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 2.72% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.92% | 3.58% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 5.10% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.56% | 4.18% | +0.38% |
CSIBX vs. BCPIX - Expense Ratio Comparison
CSIBX has a 0.73% expense ratio, which is higher than BCPIX's 0.30% expense ratio.
Dividends
CSIBX vs. BCPIX - Dividend Comparison
CSIBX's dividend yield for the trailing twelve months is around 4.32%, more than BCPIX's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCPIX Brandes Core Plus Fixed Income Fund | 4.23% | 4.32% | 3.67% | 2.91% | 2.54% | 1.89% | 1.76% | 2.77% | 2.90% | 2.49% | 2.84% | 2.72% |
CSIBX Calvert Bond Fund | 4.32% | 4.35% | 4.18% | 3.28% | 2.34% | 3.12% | 3.39% | 3.43% | 2.49% | 2.22% | 2.58% | 2.45% |
Frequently Asked Questions
With a correlation of 0.95, CSIBX and BCPIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CSIBX has higher volatility (1.21%) compared to BCPIX (1.17%). In terms of maximum drawdown, CSIBX dropped -17.57% vs BCPIX's -22.43%.
CSIBX currently has the higher Sharpe Ratio (1.18 vs 1.06), 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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