CSIBX vs. CFJIX
Compare and contrast key facts about Calvert Bond Fund (CSIBX) and Calvert US Large-Cap Value Responsible Index Fund (CFJIX).
CSIBX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. CFJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Performance
CSIBX vs. CFJIX - Performance Comparison
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CSIBX vs. CFJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | -0.88% | 7.93% | 2.45% | 6.55% | -12.85% | 0.11% | 7.39% | 8.44% | -0.16% | 4.19% |
CFJIX Calvert US Large-Cap Value Responsible Index Fund | -1.87% | 16.76% | 14.63% | 9.86% | -11.70% | 24.40% | 9.06% | 29.36% | -10.08% | 15.17% |
Returns By Period
In the year-to-date period, CSIBX achieves a -0.88% return, which is significantly higher than CFJIX's -1.87% return. Over the past 10 years, CSIBX has underperformed CFJIX with an annualized return of 2.25%, while CFJIX has yielded a comparatively higher 10.34% 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%
CFJIX
- 1D
- -0.33%
- 1M
- -7.93%
- YTD
- -1.87%
- 6M
- 1.93%
- 1Y
- 13.38%
- 3Y*
- 13.19%
- 5Y*
- 7.28%
- 10Y*
- 10.34%
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CSIBX vs. CFJIX - Expense Ratio Comparison
CSIBX has a 0.73% expense ratio, which is higher than CFJIX's 0.24% expense ratio.
Return for Risk
CSIBX vs. CFJIX — Risk / Return Rank
CSIBX
CFJIX
CSIBX vs. CFJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Bond Fund (CSIBX) and Calvert US Large-Cap Value Responsible Index Fund (CFJIX). 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.
| CSIBX | CFJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.88 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.31 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.09 | +0.57 |
Martin ratioReturn relative to average drawdown | 5.72 | 4.50 | +1.22 |
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
| CSIBX | CFJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.88 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.46 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.58 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.58 | +0.46 |
Correlation
The correlation between CSIBX and CFJIX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CSIBX vs. CFJIX - Dividend Comparison
CSIBX's dividend yield for the trailing twelve months is around 4.03%, less than CFJIX's 9.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 9.33% | 9.16% | 6.31% | 2.07% | 2.02% | 4.17% | 1.88% | 2.17% | 4.87% | 6.79% | 2.28% | 0.00% |
Drawdowns
CSIBX vs. CFJIX - Drawdown Comparison
The maximum CSIBX drawdown since its inception was -17.57%, smaller than the maximum CFJIX drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for CSIBX and CFJIX.
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Drawdown Indicators
| CSIBX | CFJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.57% | -36.91% | +19.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -11.88% | +8.80% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -22.62% | +5.05% |
Max Drawdown (10Y)Largest decline over 10 years | -17.57% | -36.91% | +19.34% |
Current DrawdownCurrent decline from peak | -2.61% | -9.00% | +6.39% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -5.17% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 2.88% | -1.99% |
Volatility
CSIBX vs. CFJIX - Volatility Comparison
The current volatility for Calvert Bond Fund (CSIBX) is 1.66%, while Calvert US Large-Cap Value Responsible Index Fund (CFJIX) has a volatility of 4.18%. This indicates that CSIBX experiences smaller price fluctuations and is considered to be less risky than CFJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIBX | CFJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.66% | 4.18% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 2.61% | 9.15% | -6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 16.63% | -12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.45% | 15.88% | -10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.52% | 17.94% | -13.42% |