CSIFX vs. ACV
CSIFX (Calvert Balanced Fund) and ACV (Virtus Diversified Income & Convertible Fund) are both Diversified Portfolio funds. Over the past 10 years, CSIFX returned 9.13%/yr vs 15.77%/yr for ACV. Their 0.58 correlation means they have sometimes moved together and sometimes differently. CSIFX charges 0.91%/yr vs 2.69%/yr for ACV.
Performance
CSIFX vs. ACV - Performance Comparison
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Returns By Period
In the year-to-date period, CSIFX achieves a 2.66% return, which is significantly lower than ACV's 6.59% return. Over the past 10 years, CSIFX has underperformed ACV with an annualized return of 9.13%, while ACV has yielded a comparatively higher 15.77% annualized return.
CSIFX
- 1D
- 1.60%
- 1M
- -0.21%
- 6M
- 2.51%
- YTD
- 2.66%
- 1Y
- 8.55%
- 3Y*
- 12.49%
- 5Y*
- 6.84%
- 10Y*
- 9.13%
- ALL TIME*
- 7.29%
ACV
- 1D
- 0.34%
- 1M
- -3.99%
- 6M
- -0.18%
- YTD
- 6.59%
- 1Y
- 32.05%
- 3Y*
- 20.43%
- 5Y*
- 8.76%
- 10Y*
- 15.77%
- ALL TIME*
- 12.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $695.16K | $621.52K | $614.41K | |
| $0.00 | $0.00 | $0.00 |
CSIFX vs. ACV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIFX Calvert Balanced Fund | 2.66% | 11.32% | 18.96% | 16.35% | -15.33% | 14.30% | 15.43% | 23.71% | -2.75% | 10.72% |
ACV Virtus Diversified Income & Convertible Fund | 6.59% | 33.70% | 15.39% | 25.96% | -35.98% | 24.45% | 45.80% | 44.15% | -7.01% | 27.95% |
Correlation
The correlation between CSIFX and ACV is 0.60, 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. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.58 |
The correlation between CSIFX and ACV has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
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Return for Risk
CSIFX vs. ACV — Risk / Return Rank
CSIFX
ACV
CSIFX vs. ACV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Balanced Fund (CSIFX) and Virtus Diversified Income & Convertible Fund (ACV). 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.
| CSIFX | ACV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 2.05 | -1.09 |
| Martin ratioReturn relative to average drawdown | 3.95 | 7.55 | -3.60 |
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Drawdowns
CSIFX vs. ACV - Drawdown Comparison
The maximum CSIFX drawdown since its inception was -38.68%, smaller than the maximum ACV drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for CSIFX and ACV.
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Drawdown Indicators
| CSIFX | ACV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -53.64% | +14.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -14.81% | +6.83% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -23.46% | +11.60% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -48.80% | +28.85% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -53.64% | +29.87% |
Current DrawdownCurrent decline from peak | -1.40% | -5.24% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -14.69% | +9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 4.01% | -2.08% |
Volatility
CSIFX vs. ACV - Volatility Comparison
The current volatility for Calvert Balanced Fund (CSIFX) is 2.87%, while Virtus Diversified Income & Convertible Fund (ACV) has a volatility of 5.63%. This indicates that CSIFX experiences smaller price fluctuations and is considered to be less risky than ACV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIFX | ACV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 5.63% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 15.43% | -7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 18.24% | -8.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 23.64% | -12.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.10% | 25.89% | -14.79% |
CSIFX vs. ACV - Expense Ratio Comparison
CSIFX has a 0.91% expense ratio, which is lower than ACV's 2.69% expense ratio.
Dividends
CSIFX vs. ACV - Dividend Comparison
CSIFX's dividend yield for the trailing twelve months is around 4.37%, less than ACV's 9.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACV Virtus Diversified Income & Convertible Fund | 9.51% | 9.68% | 9.84% | 10.30% | 12.69% | 24.19% | 7.28% | 8.15% | 10.76% | 9.18% | 10.67% | 5.52% |
CSIFX Calvert Balanced Fund | 4.37% | 4.76% | 5.23% | 2.37% | 2.32% | 7.61% | 2.43% | 3.45% | 5.25% | 7.41% | 2.68% | 12.56% |
Frequently Asked Questions
CSIFX and ACV have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACV has higher volatility (5.63%) compared to CSIFX (2.87%). In terms of maximum drawdown, CSIFX dropped -38.68% vs ACV's -53.64%.
ACV currently has the higher Sharpe Ratio (1.66 vs 0.82), 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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