Correlation
The correlation between CSIEX and SPY 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. SPY
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and SPDR S&P 500 ETF (SPY).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSIEX or SPY.
Performance
CSIEX vs. SPY - Performance Comparison
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Key characteristics
CSIEX:
0.29
SPY:
0.57
CSIEX:
0.41
SPY:
0.87
CSIEX:
1.06
SPY:
1.13
CSIEX:
0.22
SPY:
0.55
CSIEX:
0.92
SPY:
2.11
CSIEX:
3.60%
SPY:
4.91%
CSIEX:
15.62%
SPY:
20.35%
CSIEX:
-50.80%
SPY:
-55.19%
CSIEX:
-3.18%
SPY:
-5.23%
Returns By Period
In the year-to-date period, CSIEX achieves a 1.64% return, which is significantly higher than SPY's -0.89% return. Both investments have delivered pretty close results over the past 10 years, with CSIEX having a 12.15% annualized return and SPY not far ahead at 12.57%.
CSIEX
1.64%
4.68%
-1.09%
4.40%
10.35%
11.40%
12.15%
SPY
-0.89%
5.17%
-2.13%
10.77%
15.38%
16.09%
12.57%
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CSIEX vs. SPY - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
CSIEX vs. SPY — Risk-Adjusted Performance Rank
CSIEX
SPY
CSIEX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 8.60%, more than SPY's 1.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 8.60% | 8.74% | 1.79% | 3.34% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% | 9.99% |
SPY SPDR S&P 500 ETF | 1.24% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CSIEX vs. SPY - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.80%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CSIEX and SPY.
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Volatility
CSIEX vs. SPY - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 3.90%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.45%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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