CSIEX vs. VVIAX
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Vanguard Value Index Fund Admiral Shares (VVIAX).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. VVIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
CSIEX vs. VVIAX - Performance Comparison
Loading graphics...
CSIEX vs. VVIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.63% | 15.27% | 16.00% | 9.22% | -2.07% | 26.51% | 2.29% | 25.81% | -5.45% | 17.13% |
Returns By Period
In the year-to-date period, CSIEX achieves a -11.00% return, which is significantly lower than VVIAX's 1.63% return. Both investments have delivered pretty close results over the past 10 years, with CSIEX having a 11.39% annualized return and VVIAX not far ahead at 11.61%.
CSIEX
- 1D
- 1.14%
- 1M
- -7.71%
- YTD
- -11.00%
- 6M
- -10.10%
- 1Y
- -4.11%
- 3Y*
- 5.46%
- 5Y*
- 4.83%
- 10Y*
- 11.39%
VVIAX
- 1D
- -0.17%
- 1M
- -6.36%
- YTD
- 1.63%
- 6M
- 4.62%
- 1Y
- 14.15%
- 3Y*
- 14.45%
- 5Y*
- 10.62%
- 10Y*
- 11.61%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CSIEX vs. VVIAX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than VVIAX's 0.05% expense ratio.
Return for Risk
CSIEX vs. VVIAX — Risk / Return Rank
CSIEX
VVIAX
CSIEX vs. VVIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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 | VVIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 1.04 | -1.26 |
Sortino ratioReturn per unit of downside risk | -0.19 | 1.50 | -1.69 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.25 | -1.61 |
Martin ratioReturn relative to average drawdown | -1.20 | 5.65 | -6.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CSIEX | VVIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 1.04 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.77 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.70 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.40 | +0.07 |
Correlation
The correlation between CSIEX and VVIAX is 0.87, 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.
Dividends
CSIEX vs. VVIAX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 25.81%, more than VVIAX's 2.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 25.81% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.05% | 2.04% | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% |
Drawdowns
CSIEX vs. VVIAX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for CSIEX and VVIAX.
Loading graphics...
Drawdown Indicators
| CSIEX | VVIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -59.32% | +8.51% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -11.28% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -17.14% | -8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -36.80% | +6.30% |
Current DrawdownCurrent decline from peak | -13.14% | -6.36% | -6.78% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -9.67% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.49% | +1.77% |
Volatility
CSIEX vs. VVIAX - Volatility Comparison
Calvert Equity Fund (CSIEX) has a higher volatility of 4.14% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.26%. This indicates that CSIEX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CSIEX | VVIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 3.26% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 7.52% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 14.82% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 13.90% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 16.74% | +0.38% |