CSIEX vs. VTMGX
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
CSIEX vs. VTMGX - Performance Comparison
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CSIEX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -9.53% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, CSIEX achieves a -9.53% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, CSIEX has outperformed VTMGX with an annualized return of 11.57%, while VTMGX has yielded a comparatively lower 9.31% annualized return.
CSIEX
- 1D
- 1.65%
- 1M
- -5.52%
- YTD
- -9.53%
- 6M
- -9.23%
- 1Y
- -2.44%
- 3Y*
- 6.03%
- 5Y*
- 4.91%
- 10Y*
- 11.57%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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CSIEX vs. VTMGX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
CSIEX vs. VTMGX — Risk / Return Rank
CSIEX
VTMGX
CSIEX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| CSIEX | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.16 | 1.79 | -1.94 |
Sortino ratioReturn per unit of downside risk | -0.11 | 2.35 | -2.46 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.35 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.44 | -2.56 |
Martin ratioReturn relative to average drawdown | -0.42 | 9.56 | -9.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSIEX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 1.79 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.55 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.57 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.29 | +0.19 |
Correlation
The correlation between CSIEX and VTMGX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CSIEX vs. VTMGX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 25.39%, more than VTMGX's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 25.39% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
CSIEX vs. VTMGX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for CSIEX and VTMGX.
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Drawdown Indicators
| CSIEX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -60.58% | +9.77% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -11.67% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -29.71% | +4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -35.68% | +5.18% |
Current DrawdownCurrent decline from peak | -11.71% | -9.01% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -14.74% | +8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.97% | +1.35% |
Volatility
CSIEX vs. VTMGX - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 4.59%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.83%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIEX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 7.83% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 11.28% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 16.68% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 15.65% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 16.45% | +0.67% |