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, while CSIEX is a Large Cap Growth Equities fund managed by Calvert. Over the past 10 years, CSIBX returned 1.90%/yr vs 11.84%/yr for CSIEX. Their -0.09 correlation means they have often moved in opposite directions in the past. CSIBX charges 0.73%/yr vs 0.91%/yr for CSIEX.
Performance
CSIBX vs. CSIEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSIBX achieves a -0.87% return, which is significantly higher than CSIEX's -4.38% return. Over the past 10 years, CSIBX has underperformed CSIEX with an annualized return of 1.90%, while CSIEX has yielded a comparatively higher 11.84% annualized return.
CSIBX
- 1D
- 0.00%
- 1M
- -1.24%
- 6M
- -1.22%
- YTD
- -0.87%
- 1Y
- 1.83%
- 3Y*
- 4.23%
- 5Y*
- 0.16%
- 10Y*
- 1.90%
- ALL TIME*
- 4.26%
CSIEX
- 1D
- -0.83%
- 1M
- 2.53%
- 6M
- -3.13%
- YTD
- -4.38%
- 1Y
- -1.72%
- 3Y*
- 5.38%
- 5Y*
- 3.27%
- 10Y*
- 11.84%
- ALL TIME*
- 8.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CSIBX Calvert Bond Fund | $0.00 | $0.00 | $0.00 |
CSIEX Calvert Equity Fund | $0.00 | $0.00 | $0.00 |
CSIBX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | -0.87% | 7.93% | 2.45% | 6.55% | -12.85% | 0.11% | 7.39% | 8.44% | -0.16% | 4.19% |
CSIEX Calvert Equity Fund | -4.38% | 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 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996 | -0.09 |
The correlation between CSIBX and CSIEX shifts across timeframes, from -0.09 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 | CSIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.98 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | -0.21 | +1.16 |
| Martin ratioReturn relative to average drawdown | 2.37 | -0.41 | +2.78 |
Loading charts...
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.
Loading charts...
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% | -14.28% | +11.14% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -14.87% | +9.72% |
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 | -2.60% | -6.68% | +4.08% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -6.25% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 7.25% | -5.99% |
Volatility
CSIBX vs. CSIEX - Volatility Comparison
The current volatility for Calvert Bond Fund (CSIBX) is 0.98%, while Calvert Equity Fund (CSIEX) has a volatility of 5.58%. 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.
Loading charts...
Volatility by Period
| CSIBX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 5.58% | -4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 11.19% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.88% | 13.72% | -9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.52% | 16.46% | -10.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.56% | 17.22% | -12.66% |
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 3.97%, less than CSIEX's 24.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | 3.97% | 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 | 24.02% | 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 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSIEX has higher volatility (5.58%) compared to CSIBX (0.98%). In terms of maximum drawdown, CSIBX dropped -17.57% vs CSIEX's -50.81%.
CSIBX currently has the higher Sharpe Ratio (0.77 vs -0.22), 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.
Find the right allocation for CSIBX and CSIEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer