CSIEX vs. FITLX

In the year-to-date period, CSIEX achieves a -1.63% return, which is significantly higher than FITLX's -6.67% return.

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CSIEX has a 0.91% expense ratio, which is higher than FITLX's 0.11% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Fidelity US Sustainability Index Fund (FITLX). 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.

The current CSIEX Sharpe Ratio is -0.18, which is lower than the FITLX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of CSIEX and FITLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CSIEX's dividend yield for the trailing twelve months is around 0.18%, less than FITLX's 1.38% yield.

The maximum CSIEX drawdown since its inception was -57.51%, which is greater than FITLX's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for CSIEX and FITLX. For additional features, visit the drawdowns tool.

The current volatility for Calvert Equity Fund (CSIEX) is 11.17%, while Fidelity US Sustainability Index Fund (FITLX) has a volatility of 13.71%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.