Correlation
The correlation between CSIEX and VOO 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. VOO
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Vanguard S&P 500 ETF (VOO).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSIEX or VOO.
Performance
CSIEX vs. VOO - Performance Comparison
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Key characteristics
CSIEX:
0.29
VOO:
0.60
CSIEX:
0.41
VOO:
0.88
CSIEX:
1.06
VOO:
1.13
CSIEX:
0.22
VOO:
0.56
CSIEX:
0.92
VOO:
2.13
CSIEX:
3.60%
VOO:
4.91%
CSIEX:
15.62%
VOO:
19.46%
CSIEX:
-50.80%
VOO:
-33.99%
CSIEX:
-3.18%
VOO:
-5.22%
Returns By Period
In the year-to-date period, CSIEX achieves a 1.64% return, which is significantly higher than VOO's -0.85% return. Both investments have delivered pretty close results over the past 10 years, with CSIEX having a 12.15% annualized return and VOO not far ahead at 12.64%.
CSIEX
1.64%
4.96%
-1.09%
4.40%
10.35%
11.40%
12.15%
VOO
-0.85%
5.97%
-2.10%
10.85%
15.45%
16.18%
12.64%
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CSIEX vs. VOO - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
CSIEX vs. VOO — Risk-Adjusted Performance Rank
CSIEX
VOO
CSIEX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 8.60%, more than VOO's 1.31% 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% |
VOO Vanguard S&P 500 ETF | 1.31% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
CSIEX vs. VOO - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CSIEX and VOO.
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Volatility
CSIEX vs. VOO - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 3.90%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.44%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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