Correlation
The correlation between CSIEX and FXAIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
CSIEX vs. FXAIX
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Fidelity 500 Index Fund (FXAIX).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSIEX or FXAIX.
Performance
CSIEX vs. FXAIX - Performance Comparison
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Key characteristics
CSIEX:
0.40
FXAIX:
0.68
CSIEX:
0.56
FXAIX:
1.08
CSIEX:
1.08
FXAIX:
1.16
CSIEX:
0.34
FXAIX:
0.72
CSIEX:
1.41
FXAIX:
2.77
CSIEX:
3.58%
FXAIX:
4.84%
CSIEX:
15.70%
FXAIX:
19.83%
CSIEX:
-50.80%
FXAIX:
-33.79%
CSIEX:
-1.52%
FXAIX:
-2.99%
Returns By Period
In the year-to-date period, CSIEX achieves a 3.39% return, which is significantly higher than FXAIX's 1.50% return. Both investments have delivered pretty close results over the past 10 years, with CSIEX having a 12.36% annualized return and FXAIX not far ahead at 12.71%.
CSIEX
3.39%
6.48%
-0.28%
6.19%
9.04%
11.13%
12.36%
FXAIX
1.50%
7.32%
-0.72%
13.45%
14.33%
16.15%
12.71%
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CSIEX vs. FXAIX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
CSIEX vs. FXAIX — Risk-Adjusted Performance Rank
CSIEX
FXAIX
CSIEX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 8.46%, more than FXAIX's 1.55% 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% |
FXAIX Fidelity 500 Index Fund | 1.55% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.08% |
Drawdowns
CSIEX vs. FXAIX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.80%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CSIEX and FXAIX.
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Volatility
CSIEX vs. FXAIX - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 4.17%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.70%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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