CSIEX vs. CLDAX
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Calvert Core Bond Fund (CLDAX).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. CLDAX is managed by Calvert Research and Management. It was launched on Dec 30, 2004.
Performance
CSIEX vs. CLDAX - Performance Comparison
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CSIEX vs. CLDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
CLDAX Calvert Core Bond Fund | -0.96% | 7.27% | 1.39% | 5.04% | -13.48% | -2.30% | 14.56% | 20.77% | -5.73% | 9.47% |
Returns By Period
In the year-to-date period, CSIEX achieves a -11.00% return, which is significantly lower than CLDAX's -0.96% return. Over the past 10 years, CSIEX has outperformed CLDAX with an annualized return of 11.39%, while CLDAX has yielded a comparatively lower 3.23% annualized return.
CSIEX
- 1D
- 1.14%
- 1M
- -7.71%
- YTD
- -11.00%
- 6M
- -10.10%
- 1Y
- -4.11%
- 3Y*
- 5.46%
- 5Y*
- 4.83%
- 10Y*
- 11.39%
CLDAX
- 1D
- 0.51%
- 1M
- -2.55%
- YTD
- -0.96%
- 6M
- 0.08%
- 1Y
- 3.49%
- 3Y*
- 3.08%
- 5Y*
- -0.14%
- 10Y*
- 3.23%
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CSIEX vs. CLDAX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than CLDAX's 0.74% expense ratio.
Return for Risk
CSIEX vs. CLDAX — Risk / Return Rank
CSIEX
CLDAX
CSIEX vs. CLDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Calvert Core Bond Fund (CLDAX). 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.
| CSIEX | CLDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 0.94 | -1.16 |
Sortino ratioReturn per unit of downside risk | -0.19 | 1.35 | -1.55 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.17 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.47 | -1.83 |
Martin ratioReturn relative to average drawdown | -1.20 | 4.61 | -5.81 |
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
| CSIEX | CLDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.94 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.03 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.47 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.82 | -0.35 |
Correlation
The correlation between CSIEX and CLDAX is -0.15. 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
CSIEX vs. CLDAX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 25.81%, more than CLDAX's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 25.81% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
CLDAX Calvert Core Bond Fund | 3.91% | 4.24% | 4.16% | 3.17% | 1.80% | 6.08% | 5.22% | 3.04% | 3.63% | 3.02% | 7.02% | 2.85% |
Drawdowns
CSIEX vs. CLDAX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, which is greater than CLDAX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for CSIEX and CLDAX.
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Drawdown Indicators
| CSIEX | CLDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -18.88% | -31.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -3.04% | -11.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -18.21% | -7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -18.88% | -11.62% |
Current DrawdownCurrent decline from peak | -13.14% | -4.35% | -8.79% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -3.92% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 0.97% | +3.29% |
Volatility
CSIEX vs. CLDAX - Volatility Comparison
Calvert Equity Fund (CSIEX) has a higher volatility of 4.14% compared to Calvert Core Bond Fund (CLDAX) at 1.61%. This indicates that CSIEX's price experiences larger fluctuations and is considered to be riskier than CLDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIEX | CLDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 1.61% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 2.56% | +6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 4.27% | +11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 5.59% | +10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 6.85% | +10.27% |