PortfoliosLab logoPortfoliosLab logo
CSIBX vs. BCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSIBX vs. BCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Bond Fund (CSIBX) and Brandes Core Plus Fixed Income Fund (BCPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CSIBX vs. BCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSIBX
Calvert Bond Fund
-0.88%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
-0.55%6.71%1.98%6.70%-10.78%-0.34%5.77%6.65%-0.45%2.74%

Returns By Period

In the year-to-date period, CSIBX achieves a -0.88% return, which is significantly lower than BCPIX's -0.55% return. Over the past 10 years, CSIBX has outperformed BCPIX with an annualized return of 2.25%, while BCPIX has yielded a comparatively lower 1.90% annualized return.


CSIBX

1D
0.48%
1M
-2.61%
YTD
-0.88%
6M
0.26%
1Y
4.14%
3Y*
4.10%
5Y*
0.72%
10Y*
2.25%

BCPIX

1D
0.48%
1M
-2.11%
YTD
-0.55%
6M
0.36%
1Y
3.41%
3Y*
3.73%
5Y*
0.90%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSIBX vs. BCPIX - Expense Ratio Comparison

CSIBX has a 0.73% expense ratio, which is higher than BCPIX's 0.30% expense ratio.


Return for Risk

CSIBX vs. BCPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSIBX
CSIBX Risk / Return Rank: 5959
Overall Rank
CSIBX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CSIBX Sortino Ratio Rank: 6060
Sortino Ratio Rank
CSIBX Omega Ratio Rank: 4343
Omega Ratio Rank
CSIBX Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSIBX Martin Ratio Rank: 6060
Martin Ratio Rank

BCPIX
BCPIX Risk / Return Rank: 5353
Overall Rank
BCPIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BCPIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BCPIX Omega Ratio Rank: 3636
Omega Ratio Rank
BCPIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BCPIX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CSIBXBCPIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.99

+0.10

Sortino ratio

Return per unit of downside risk

1.57

1.44

+0.13

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.66

1.71

-0.05

Martin ratio

Return relative to average drawdown

5.72

5.12

+0.60

CSIBX vs. BCPIX - Sharpe Ratio Comparison

The current CSIBX Sharpe Ratio is 1.09, which is comparable to the BCPIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CSIBX and BCPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CSIBXBCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.99

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.18

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.46

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.33

+0.71

Correlation

The correlation between CSIBX and BCPIX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CSIBX vs. BCPIX - Dividend Comparison

CSIBX's dividend yield for the trailing twelve months is around 4.03%, less than BCPIX's 4.10% yield.


TTM20252024202320222021202020192018201720162015
CSIBX
Calvert Bond Fund
4.03%4.35%4.18%3.28%2.34%3.12%3.39%3.43%2.49%2.22%2.58%2.45%
BCPIX
Brandes Core Plus Fixed Income Fund
4.10%4.32%3.67%2.91%2.54%1.89%1.76%2.77%2.90%2.49%2.84%2.72%

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.


Loading graphics...

Drawdown Indicators


CSIBXBCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.57%

-22.43%

+4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-2.58%

-0.50%

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 Drawdown

Current decline from peak

-2.61%

-2.11%

-0.50%

Average Drawdown

Average peak-to-trough decline

-2.05%

-4.28%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.86%

+0.03%

Volatility

CSIBX vs. BCPIX - Volatility Comparison

Calvert Bond Fund (CSIBX) has a higher volatility of 1.66% compared to Brandes Core Plus Fixed Income Fund (BCPIX) at 1.42%. This indicates that CSIBX's price experiences larger fluctuations and is considered to be riskier than BCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CSIBXBCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.42%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

2.36%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

3.97%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

5.06%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

4.16%

+0.36%