Correlation
The correlation between CSIEX and FIVFX is 0.67, 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.
CSIEX vs. FIVFX
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Fidelity International Capital Appreciation Fund (FIVFX).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSIEX or FIVFX.
Performance
CSIEX vs. FIVFX - Performance Comparison
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Key characteristics
CSIEX:
0.40
FIVFX:
0.74
CSIEX:
0.56
FIVFX:
1.23
CSIEX:
1.08
FIVFX:
1.17
CSIEX:
0.34
FIVFX:
0.97
CSIEX:
1.41
FIVFX:
3.71
CSIEX:
3.58%
FIVFX:
4.25%
CSIEX:
15.70%
FIVFX:
20.02%
CSIEX:
-50.80%
FIVFX:
-66.56%
CSIEX:
-1.52%
FIVFX:
0.00%
Returns By Period
In the year-to-date period, CSIEX achieves a 3.39% return, which is significantly lower than FIVFX's 15.21% return. Over the past 10 years, CSIEX has outperformed FIVFX with an annualized return of 12.36%, while FIVFX has yielded a comparatively lower 9.01% annualized return.
CSIEX
3.39%
6.48%
-0.28%
6.19%
9.04%
11.13%
12.36%
FIVFX
15.21%
8.40%
13.03%
14.71%
14.26%
11.40%
9.01%
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CSIEX vs. FIVFX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is lower than FIVFX's 1.00% expense ratio.
Risk-Adjusted Performance
CSIEX vs. FIVFX — Risk-Adjusted Performance Rank
CSIEX
FIVFX
CSIEX vs. FIVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Fidelity International Capital Appreciation Fund (FIVFX). 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.
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Dividends
CSIEX vs. FIVFX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 8.46%, more than FIVFX's 3.64% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 8.46% | 8.74% | 1.79% | 3.34% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% | 9.99% |
FIVFX Fidelity International Capital Appreciation Fund | 3.64% | 4.19% | 0.38% | 0.05% | 9.08% | 1.28% | 3.29% | 3.01% | 3.31% | 0.68% | 1.57% | 5.53% |
Drawdowns
CSIEX vs. FIVFX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.80%, smaller than the maximum FIVFX drawdown of -66.56%. Use the drawdown chart below to compare losses from any high point for CSIEX and FIVFX.
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Volatility
CSIEX vs. FIVFX - Volatility Comparison
Calvert Equity Fund (CSIEX) has a higher volatility of 4.17% compared to Fidelity International Capital Appreciation Fund (FIVFX) at 2.99%. This indicates that CSIEX's price experiences larger fluctuations and is considered to be riskier than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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