CSIEX vs. CULAX
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Calvert Ultra-Short Duration Income Fund (CULAX).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. CULAX is managed by Calvert Research and Management. It was launched on Oct 31, 2006.
Performance
CSIEX vs. CULAX - Performance Comparison
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CSIEX vs. CULAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -9.53% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
CULAX Calvert Ultra-Short Duration Income Fund | 0.41% | 4.55% | 5.69% | 6.07% | -0.56% | 0.43% | 0.66% | 3.30% | 1.15% | 1.27% |
Returns By Period
In the year-to-date period, CSIEX achieves a -9.53% return, which is significantly lower than CULAX's 0.41% return. Over the past 10 years, CSIEX has outperformed CULAX with an annualized return of 11.57%, while CULAX has yielded a comparatively lower 2.44% annualized return.
CSIEX
- 1D
- 1.65%
- 1M
- -5.52%
- YTD
- -9.53%
- 6M
- -9.23%
- 1Y
- -2.44%
- 3Y*
- 6.03%
- 5Y*
- 4.91%
- 10Y*
- 11.57%
CULAX
- 1D
- 0.10%
- 1M
- -0.20%
- YTD
- 0.41%
- 6M
- 1.51%
- 1Y
- 3.81%
- 3Y*
- 5.11%
- 5Y*
- 3.24%
- 10Y*
- 2.44%
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CSIEX vs. CULAX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than CULAX's 0.72% expense ratio.
Return for Risk
CSIEX vs. CULAX — Risk / Return Rank
CSIEX
CULAX
CSIEX vs. CULAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Calvert Ultra-Short Duration Income Fund (CULAX). 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 | CULAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.16 | 2.84 | -3.00 |
Sortino ratioReturn per unit of downside risk | -0.11 | 8.78 | -8.89 |
Omega ratioGain probability vs. loss probability | 0.99 | 3.07 | -2.08 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 13.90 | -14.03 |
Martin ratioReturn relative to average drawdown | -0.42 | 46.18 | -46.60 |
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 | CULAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 2.84 | -3.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 2.46 | -2.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 1.74 | -1.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 2.05 | -1.58 |
Correlation
The correlation between CSIEX and CULAX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CSIEX vs. CULAX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 25.39%, more than CULAX's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 25.39% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
CULAX Calvert Ultra-Short Duration Income Fund | 3.63% | 4.13% | 4.90% | 4.52% | 1.47% | 0.64% | 1.25% | 2.44% | 2.10% | 1.13% | 1.10% | 0.66% |
Drawdowns
CSIEX vs. CULAX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, which is greater than CULAX's maximum drawdown of -7.40%. Use the drawdown chart below to compare losses from any high point for CSIEX and CULAX.
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Drawdown Indicators
| CSIEX | CULAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -7.40% | -43.41% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -0.30% | -13.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -2.19% | -23.52% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -7.40% | -23.10% |
Current DrawdownCurrent decline from peak | -11.71% | -0.20% | -11.51% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -0.21% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 0.09% | +4.23% |
Volatility
CSIEX vs. CULAX - Volatility Comparison
Calvert Equity Fund (CSIEX) has a higher volatility of 4.59% compared to Calvert Ultra-Short Duration Income Fund (CULAX) at 0.20%. This indicates that CSIEX's price experiences larger fluctuations and is considered to be riskier than CULAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIEX | CULAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 0.20% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 0.87% | +8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 1.39% | +14.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 1.32% | +14.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 1.41% | +15.71% |