CSIEX vs. FOCPX
CSIEX (Calvert Equity Fund) and FOCPX (Fidelity OTC Portfolio) are both Large Cap Growth Equities funds. Over the past 10 years, CSIEX returned 11.84%/yr vs 20.98%/yr for FOCPX. Their correlation of 0.81 means they have usually moved in the same direction. CSIEX charges 0.91%/yr vs 0.73%/yr for FOCPX.
Performance
CSIEX vs. FOCPX - Performance Comparison
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Returns By Period
In the year-to-date period, CSIEX achieves a -4.38% return, which is significantly lower than FOCPX's 18.16% return. Over the past 10 years, CSIEX has underperformed FOCPX with an annualized return of 11.84%, while FOCPX has yielded a comparatively higher 20.98% annualized return.
CSIEX
- 1D
- -0.83%
- 1M
- 2.53%
- 6M
- -3.13%
- YTD
- -4.38%
- 1Y
- -1.72%
- 3Y*
- 5.38%
- 5Y*
- 3.27%
- 10Y*
- 11.84%
- ALL TIME*
- 8.60%
FOCPX
- 1D
- 2.57%
- 1M
- -5.22%
- 6M
- 15.55%
- YTD
- 18.16%
- 1Y
- 36.11%
- 3Y*
- 28.54%
- 5Y*
- 15.54%
- 10Y*
- 20.98%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CSIEX Calvert Equity Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
CSIEX vs. FOCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -4.38% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
FOCPX Fidelity OTC Portfolio | 18.16% | 22.21% | 38.95% | 42.64% | -32.08% | 24.94% | 46.75% | 39.20% | -3.30% | 38.61% |
Correlation
The correlation between CSIEX and FOCPX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 1987 | 0.81 |
Over the past year, the correlation between CSIEX and FOCPX has dropped to 0.17 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
CSIEX vs. FOCPX — Risk / Return Rank
CSIEX
FOCPX
CSIEX vs. FOCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Fidelity OTC Portfolio (FOCPX). 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.
| CSIEX | FOCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 3.06 | -3.26 |
| Martin ratioReturn relative to average drawdown | -0.41 | 10.51 | -10.92 |
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Drawdowns
CSIEX vs. FOCPX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, smaller than the maximum FOCPX drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for CSIEX and FOCPX.
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Drawdown Indicators
| CSIEX | FOCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -70.25% | +19.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -11.29% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.87% | -24.82% | +9.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -37.05% | +11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -37.05% | +6.55% |
Current DrawdownCurrent decline from peak | -6.68% | -8.83% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -16.96% | +10.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.25% | 3.28% | +3.97% |
Volatility
CSIEX vs. FOCPX - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 5.58%, while Fidelity OTC Portfolio (FOCPX) has a volatility of 6.26%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than FOCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIEX | FOCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 6.26% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 17.25% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 20.90% | -7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 23.14% | -6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 22.59% | -5.37% |
CSIEX vs. FOCPX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than FOCPX's 0.73% expense ratio.
Dividends
CSIEX vs. FOCPX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 24.02%, more than FOCPX's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 24.02% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
FOCPX Fidelity OTC Portfolio | 6.58% | 7.78% | 16.76% | 0.05% | 4.06% | 11.53% | 6.23% | 7.58% | 7.93% | 4.86% | 3.24% | 5.41% |
Frequently Asked Questions
CSIEX and FOCPX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOCPX has higher volatility (6.26%) compared to CSIEX (5.58%). In terms of maximum drawdown, CSIEX dropped -50.81% vs FOCPX's -70.25%.
FOCPX currently has the higher Sharpe Ratio (1.65 vs -0.22), 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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