CSIBX vs. TNUIX
CSIBX (Calvert Bond Fund) and TNUIX (1290 Diversified Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, CSIBX returned 2.14%/yr vs 2.92%/yr for TNUIX. A 0.57 correlation means they provide meaningful diversification when combined. CSIBX charges 0.73%/yr vs 0.50%/yr for TNUIX.
Performance
CSIBX vs. TNUIX - Performance Comparison
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Returns By Period
In the year-to-date period, CSIBX achieves a -0.11% return, which is significantly lower than TNUIX's 2.68% return. Over the past 10 years, CSIBX has underperformed TNUIX with an annualized return of 2.14%, while TNUIX has yielded a comparatively higher 2.92% annualized return.
CSIBX
- 1D
- -0.27%
- 1M
- 0.69%
- YTD
- -0.11%
- 6M
- 0.31%
- 1Y
- 4.37%
- 3Y*
- 4.58%
- 5Y*
- 0.57%
- 10Y*
- 2.14%
TNUIX
- 1D
- -0.35%
- 1M
- 1.95%
- YTD
- 2.68%
- 6M
- 2.80%
- 1Y
- 6.50%
- 3Y*
- 3.78%
- 5Y*
- -1.11%
- 10Y*
- 2.92%
CSIBX vs. TNUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIBX Calvert Bond Fund | -0.11% | 7.93% | 2.45% | 6.55% | -12.85% | 0.11% | 7.39% | 8.44% | -0.16% | 4.19% |
TNUIX 1290 Diversified Bond Fund | 2.68% | 10.61% | -3.72% | 3.21% | -12.54% | -2.46% | 17.14% | 10.28% | 2.30% | 3.47% |
Correlation
The correlation between CSIBX and TNUIX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.57 |
The correlation between CSIBX and TNUIX shifts across timeframes, from 0.54 (1 year) to 0.79 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSIBX vs. TNUIX — Risk / Return Rank
CSIBX
TNUIX
CSIBX vs. TNUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Bond Fund (CSIBX) and 1290 Diversified Bond Fund (TNUIX). 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 | TNUIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.46 | -0.99 |
| Martin ratioReturn relative to average drawdown | 4.16 | 6.32 | -2.15 |
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Drawdowns
CSIBX vs. TNUIX - Drawdown Comparison
The maximum CSIBX drawdown since its inception was -17.57%, smaller than the maximum TNUIX drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for CSIBX and TNUIX.
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Drawdown Indicators
| CSIBX | TNUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.57% | -26.30% | +8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.71% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -5.95% | -14.40% | +8.45% |
Max Drawdown (5Y)Largest decline over 5 years | -17.57% | -26.17% | +8.60% |
Max Drawdown (10Y)Largest decline over 10 years | -17.57% | -26.30% | +8.73% |
Current DrawdownCurrent decline from peak | -1.86% | -6.09% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -6.29% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 1.05% | +0.05% |
Volatility
CSIBX vs. TNUIX - Volatility Comparison
The current volatility for Calvert Bond Fund (CSIBX) is 1.21%, while 1290 Diversified Bond Fund (TNUIX) has a volatility of 1.36%. This indicates that CSIBX experiences smaller price fluctuations and is considered to be less risky than TNUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIBX | TNUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 1.36% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 4.12% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.92% | 5.86% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.51% | 9.50% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.56% | 7.74% | -3.18% |
CSIBX vs. TNUIX - Expense Ratio Comparison
CSIBX has a 0.73% expense ratio, which is higher than TNUIX's 0.50% expense ratio.
Dividends
CSIBX vs. TNUIX - Dividend Comparison
CSIBX's dividend yield for the trailing twelve months is around 4.32%, more than TNUIX's 3.28% 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% |
TNUIX 1290 Diversified Bond Fund | 3.28% | 7.28% | 6.39% | 3.71% | 3.51% | 4.61% | 2.68% | 8.07% | 3.67% | 2.94% | 0.12% | 0.00% |
Frequently Asked Questions
CSIBX and TNUIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TNUIX has higher volatility (1.36%) compared to CSIBX (1.21%). In terms of maximum drawdown, CSIBX dropped -17.57% vs TNUIX's -26.30%.
CSIBX currently has the higher Sharpe Ratio (1.18 vs 1.14), 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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