CSIEX vs. VEIGX
CSIEX (Calvert Equity Fund) and VEIGX (Vanguard Global ESG Select Stock Fund Investor Shares) are both mutual funds - CSIEX is a Large Cap Growth Equities fund managed by Calvert, while VEIGX is a ESG fund managed by Vanguard. Over the past 5 years, CSIEX returned 3.27%/yr vs 11.18%/yr for VEIGX. Their correlation of 0.82 means they have usually moved in the same direction. CSIEX charges 0.91%/yr vs 0.56%/yr for VEIGX.
Performance
CSIEX vs. VEIGX - 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 VEIGX's 15.30% 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%
VEIGX
- 1D
- 2.86%
- 1M
- 1.19%
- 6M
- 11.46%
- YTD
- 15.30%
- 1Y
- 22.47%
- 3Y*
- 16.38%
- 5Y*
- 11.18%
- 10Y*
- —
- ALL TIME*
- 14.40%
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. VEIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -4.38% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 10.11% |
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares | 15.30% | 12.19% | 16.20% | 19.49% | -10.85% | 22.19% | 19.30% | 11.76% |
Correlation
The correlation between CSIEX and VEIGX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019 | 0.82 |
Over the past year, the correlation between CSIEX and VEIGX has dropped to 0.61 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
CSIEX vs. VEIGX — Risk / Return Rank
CSIEX
VEIGX
CSIEX vs. VEIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX). 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 | VEIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.26 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 1.86 | -2.07 |
| Martin ratioReturn relative to average drawdown | -0.41 | 7.20 | -7.61 |
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Drawdowns
CSIEX vs. VEIGX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, which is greater than VEIGX's maximum drawdown of -30.54%. Use the drawdown chart below to compare losses from any high point for CSIEX and VEIGX.
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Drawdown Indicators
| CSIEX | VEIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -30.54% | -20.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -10.78% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -14.87% | -14.53% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -23.77% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | — | — |
Current DrawdownCurrent decline from peak | -6.68% | 0.00% | -6.68% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -4.04% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.25% | 2.79% | +4.46% |
Volatility
CSIEX vs. VEIGX - Volatility Comparison
Calvert Equity Fund (CSIEX) has a higher volatility of 5.58% compared to Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) at 3.95%. This indicates that CSIEX's price experiences larger fluctuations and is considered to be riskier than VEIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIEX | VEIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 3.95% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 11.25% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 13.70% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 14.76% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 17.27% | -0.05% |
CSIEX vs. VEIGX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than VEIGX's 0.56% expense ratio.
Dividends
CSIEX vs. VEIGX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 24.02%, more than VEIGX's 3.70% 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% |
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares | 3.70% | 4.54% | 4.87% | 1.72% | 2.11% | 2.63% | 0.99% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSIEX and VEIGX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSIEX has higher volatility (5.58%) compared to VEIGX (3.95%). In terms of maximum drawdown, CSIEX dropped -50.81% vs VEIGX's -30.54%.
VEIGX currently has the higher Sharpe Ratio (1.47 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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