CSIEX vs. FUMIX
CSIEX (Calvert Equity Fund) and FUMIX (Fidelity SAI U.S. Momentum Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, CSIEX returned 3.27%/yr vs 14.32%/yr for FUMIX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. CSIEX charges 0.91%/yr vs 0.11%/yr for FUMIX.
Performance
CSIEX vs. FUMIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSIEX achieves a -4.38% return, which is significantly lower than FUMIX's 20.70% 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%
FUMIX
- 1D
- 4.41%
- 1M
- -3.93%
- 6M
- 18.40%
- YTD
- 20.70%
- 1Y
- 26.41%
- 3Y*
- 27.49%
- 5Y*
- 14.32%
- 10Y*
- —
- ALL TIME*
- 16.80%
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. FUMIX - 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% | 22.07% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 20.70% | 17.01% | 33.39% | 14.67% | -15.79% | 22.56% | 29.92% | 24.16% | -1.41% | 22.71% |
Correlation
The correlation between CSIEX and FUMIX is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2017 | 0.73 |
Over the past year, the correlation between CSIEX and FUMIX has dropped to 0.14 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSIEX vs. FUMIX — Risk / Return Rank
CSIEX
FUMIX
CSIEX vs. FUMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Fidelity SAI U.S. Momentum Index Fund (FUMIX). 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 | FUMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 1.92 | -2.13 |
| Martin ratioReturn relative to average drawdown | -0.41 | 7.85 | -8.26 |
Loading charts...
Drawdowns
CSIEX vs. FUMIX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, which is greater than FUMIX's maximum drawdown of -33.36%. Use the drawdown chart below to compare losses from any high point for CSIEX and FUMIX.
Loading charts...
Drawdown Indicators
| CSIEX | FUMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -33.36% | -17.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -12.87% | -1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.87% | -19.90% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -27.66% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | — | — |
Current DrawdownCurrent decline from peak | -6.68% | -9.03% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -6.28% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.25% | 3.14% | +4.11% |
Volatility
CSIEX vs. FUMIX - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 5.58%, while Fidelity SAI U.S. Momentum Index Fund (FUMIX) has a volatility of 8.78%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than FUMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSIEX | FUMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 8.78% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 18.87% | -7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 21.08% | -7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 21.82% | -5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 21.99% | -4.77% |
CSIEX vs. FUMIX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than FUMIX's 0.11% expense ratio.
Dividends
CSIEX vs. FUMIX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 24.02%, more than FUMIX's 2.30% 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% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 2.30% | 2.77% | 5.89% | 18.09% | 2.10% | 20.67% | 8.68% | 2.09% | 3.84% | 0.88% | 0.00% | 0.00% |
Frequently Asked Questions
CSIEX and FUMIX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUMIX has higher volatility (8.78%) compared to CSIEX (5.58%). In terms of maximum drawdown, CSIEX dropped -50.81% vs FUMIX's -33.36%.
FUMIX currently has the higher Sharpe Ratio (1.18 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.
Find the right allocation for CSIEX and FUMIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer