CSIBX vs. CSIEX
CSIBX (Calvert Bond Fund) and CSIEX (Calvert Equity Fund) are both mutual funds - CSIBX is a Intermediate Core-Plus Bond fund managed by Calvert Research and Management, while CSIEX is a Large Cap Growth Equities fund managed by Calvert Research and Management. Over the past 10 years, CSIBX returned 2.19%/yr vs 11.49%/yr for CSIEX. At a correlation of -0.10, they often move in opposite directions. CSIBX charges 0.73%/yr vs 0.91%/yr for CSIEX.
Performance
CSIBX vs. CSIEX - Performance Comparison
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Returns By Period
In the year-to-date period, CSIBX achieves a 0.02% return, which is significantly higher than CSIEX's -9.67% return. Over the past 10 years, CSIBX has underperformed CSIEX with an annualized return of 2.19%, while CSIEX has yielded a comparatively higher 11.49% annualized return.
CSIBX
- 1D
- -0.21%
- 1M
- 0.14%
- YTD
- 0.02%
- 6M
- 0.25%
- 1Y
- 4.73%
- 3Y*
- 4.60%
- 5Y*
- 0.63%
- 10Y*
- 2.19%
CSIEX
- 1D
- -0.51%
- 1M
- -2.16%
- YTD
- -9.67%
- 6M
- -8.83%
- 1Y
- -7.16%
- 3Y*
- 5.62%
- 5Y*
- 3.82%
- 10Y*
- 11.49%
CSIBX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | 0.02% | 7.93% | 2.45% | 6.55% | -12.85% | 0.11% | 7.39% | 8.44% | -0.16% | 4.19% |
CSIEX Calvert Equity Fund | -9.67% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Correlation
The correlation between CSIBX and CSIEX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 1996 | -0.10 |
The correlation between CSIBX and CSIEX shifts across timeframes, from -0.10 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSIBX vs. CSIEX — Risk / Return Rank
CSIBX
CSIEX
CSIBX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Bond Fund (CSIBX) and Calvert Equity Fund (CSIEX). 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 | CSIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.92 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.49 | +2.21 |
| Martin ratioReturn relative to average drawdown | 5.21 | -1.16 | +6.37 |
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 | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | -0.56 | +1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.24 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.67 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.47 | +0.57 |
Drawdowns
CSIBX vs. CSIEX - Drawdown Comparison
The maximum CSIBX drawdown since its inception was -17.57%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CSIBX and CSIEX.
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Drawdown Indicators
| CSIBX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.57% | -50.81% | +33.24% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -14.12% | +10.98% |
Max Drawdown (3Y)Largest decline over 3 years | -5.95% | -14.87% | +8.92% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -25.71% | +8.14% |
Max Drawdown (10Y)Largest decline over 10 years | -17.57% | -30.50% | +12.93% |
Current DrawdownCurrent decline from peak | -1.73% | -11.84% | +10.11% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -6.23% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 5.98% | -4.94% |
Volatility
CSIBX vs. CSIEX - Volatility Comparison
The current volatility for Calvert Bond Fund (CSIBX) is 1.46%, while Calvert Equity Fund (CSIEX) has a volatility of 3.95%. This indicates that CSIBX experiences smaller price fluctuations and is considered to be less risky than CSIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIBX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 3.95% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 2.93% | 9.54% | -6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 12.38% | -8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 16.24% | -10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.55% | 17.16% | -12.61% |
CSIBX vs. CSIEX - Expense Ratio Comparison
CSIBX has a 0.73% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Dividends
CSIBX vs. CSIEX - Dividend Comparison
CSIBX's dividend yield for the trailing twelve months is around 4.32%, less than CSIEX's 25.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSIEX Calvert Equity Fund | 25.42% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Frequently Asked Questions
CSIBX and CSIEX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSIEX has higher volatility (3.95%) compared to CSIBX (1.46%). In terms of maximum drawdown, CSIBX dropped -17.57% vs CSIEX's -50.81%.
CSIBX currently has the higher Sharpe Ratio (1.36 vs -0.56), 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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