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CSIBX vs. CDHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSIBX vs. CDHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Bond Fund (CSIBX) and Calvert International Responsible Index Fund (CDHIX). The values are adjusted to include any dividend payments, if applicable.

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CSIBX vs. CDHIX - 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%
CDHIX
Calvert International Responsible Index Fund
-1.74%33.29%5.04%20.03%-19.22%12.57%15.33%24.38%-13.67%25.31%

Returns By Period

In the year-to-date period, CSIBX achieves a -0.88% return, which is significantly higher than CDHIX's -1.74% return. Over the past 10 years, CSIBX has underperformed CDHIX with an annualized return of 2.25%, while CDHIX has yielded a comparatively higher 9.26% 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%

CDHIX

1D
-0.11%
1M
-12.55%
YTD
-1.74%
6M
3.84%
1Y
24.21%
3Y*
14.65%
5Y*
7.80%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSIBX vs. CDHIX - Expense Ratio Comparison

CSIBX has a 0.73% expense ratio, which is higher than CDHIX's 0.29% expense ratio.


Return for Risk

CSIBX vs. CDHIX — 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

CDHIX
CDHIX Risk / Return Rank: 7474
Overall Rank
CDHIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CDHIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CDHIX Omega Ratio Rank: 7171
Omega Ratio Rank
CDHIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
CDHIX Martin Ratio Rank: 7474
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. CDHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Bond Fund (CSIBX) and Calvert International Responsible Index Fund (CDHIX). 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.


CSIBXCDHIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.34

-0.25

Sortino ratio

Return per unit of downside risk

1.57

1.84

-0.27

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.66

1.73

-0.07

Martin ratio

Return relative to average drawdown

5.72

7.06

-1.34

CSIBX vs. CDHIX - Sharpe Ratio Comparison

The current CSIBX Sharpe Ratio is 1.09, which is comparable to the CDHIX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CSIBX and CDHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSIBXCDHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.34

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.49

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.57

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.54

+0.50

Correlation

The correlation between CSIBX and CDHIX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSIBX vs. CDHIX - Dividend Comparison

CSIBX's dividend yield for the trailing twelve months is around 4.03%, more than CDHIX's 3.45% 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%
CDHIX
Calvert International Responsible Index Fund
3.45%3.39%2.87%2.00%1.92%2.00%1.25%1.72%2.25%1.35%2.01%0.00%

Drawdowns

CSIBX vs. CDHIX - Drawdown Comparison

The maximum CSIBX drawdown since its inception was -17.57%, smaller than the maximum CDHIX drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for CSIBX and CDHIX.


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Drawdown Indicators


CSIBXCDHIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.57%

-32.32%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-12.61%

+9.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.57%

-32.01%

+14.44%

Max Drawdown (10Y)

Largest decline over 10 years

-17.57%

-32.32%

+14.75%

Current Drawdown

Current decline from peak

-2.61%

-12.61%

+10.00%

Average Drawdown

Average peak-to-trough decline

-2.05%

-6.39%

+4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

3.08%

-2.19%

Volatility

CSIBX vs. CDHIX - Volatility Comparison

The current volatility for Calvert Bond Fund (CSIBX) is 1.66%, while Calvert International Responsible Index Fund (CDHIX) has a volatility of 7.69%. This indicates that CSIBX experiences smaller price fluctuations and is considered to be less risky than CDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSIBXCDHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

7.69%

-6.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

11.75%

-9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

17.36%

-13.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

15.93%

-10.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

16.39%

-11.87%