CSIBX vs. DODLX
Compare and contrast key facts about Calvert Bond Fund (CSIBX) and Dodge & Cox Global Bond Fund (DODLX).
CSIBX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. DODLX is managed by Dodge & Cox. It was launched on Apr 30, 2014.
Performance
CSIBX vs. DODLX - Performance Comparison
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CSIBX vs. DODLX - 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% |
DODLX Dodge & Cox Global Bond Fund | -0.65% | 11.51% | 0.55% | 12.30% | -8.21% | -0.85% | 11.87% | 12.23% | -1.45% | 8.31% |
Returns By Period
In the year-to-date period, CSIBX achieves a -0.88% return, which is significantly lower than DODLX's -0.65% return. Over the past 10 years, CSIBX has underperformed DODLX with an annualized return of 2.25%, while DODLX has yielded a comparatively higher 4.83% 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%
DODLX
- 1D
- 0.36%
- 1M
- -3.32%
- YTD
- -0.65%
- 6M
- 0.39%
- 1Y
- 6.74%
- 3Y*
- 6.53%
- 5Y*
- 3.13%
- 10Y*
- 4.83%
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CSIBX vs. DODLX - Expense Ratio Comparison
CSIBX has a 0.73% expense ratio, which is higher than DODLX's 0.45% expense ratio.
Return for Risk
CSIBX vs. DODLX — Risk / Return Rank
CSIBX
DODLX
CSIBX vs. DODLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Bond Fund (CSIBX) and Dodge & Cox Global Bond Fund (DODLX). 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 | DODLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.57 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.23 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.00 | -0.34 |
Martin ratioReturn relative to average drawdown | 5.72 | 8.06 | -2.34 |
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 | DODLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.57 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.61 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 1.02 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.77 | +0.27 |
Correlation
The correlation between CSIBX and DODLX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CSIBX vs. DODLX - Dividend Comparison
CSIBX's dividend yield for the trailing twelve months is around 4.03%, less than DODLX's 4.11% 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% |
DODLX Dodge & Cox Global Bond Fund | 4.11% | 4.07% | 4.73% | 3.31% | 5.05% | 3.86% | 2.66% | 3.40% | 5.19% | 2.45% | 1.69% | 0.00% |
Drawdowns
CSIBX vs. DODLX - Drawdown Comparison
The maximum CSIBX drawdown since its inception was -17.57%, which is greater than DODLX's maximum drawdown of -16.30%. Use the drawdown chart below to compare losses from any high point for CSIBX and DODLX.
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Drawdown Indicators
| CSIBX | DODLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.57% | -16.30% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -3.67% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -16.30% | -1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -17.57% | -16.30% | -1.27% |
Current DrawdownCurrent decline from peak | -2.61% | -3.32% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -3.06% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.91% | -0.02% |
Volatility
CSIBX vs. DODLX - Volatility Comparison
The current volatility for Calvert Bond Fund (CSIBX) is 1.66%, while Dodge & Cox Global Bond Fund (DODLX) has a volatility of 1.99%. This indicates that CSIBX experiences smaller price fluctuations and is considered to be less risky than DODLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIBX | DODLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.66% | 1.99% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.61% | 2.77% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 4.45% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.45% | 5.17% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.52% | 4.77% | -0.25% |