CSIFX vs. CISIX
Compare and contrast key facts about Calvert Balanced Fund (CSIFX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX).
CSIFX is managed by Calvert Research and Management. It was launched on Oct 20, 1982. CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000.
Performance
CSIFX vs. CISIX - Performance Comparison
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CSIFX vs. CISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIFX Calvert Balanced Fund | -6.68% | 11.32% | 18.96% | 16.35% | -15.33% | 14.30% | 15.43% | 23.71% | -2.75% | 10.72% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | -7.68% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
Returns By Period
In the year-to-date period, CSIFX achieves a -6.68% return, which is significantly higher than CISIX's -7.68% return. Over the past 10 years, CSIFX has underperformed CISIX with an annualized return of 8.50%, while CISIX has yielded a comparatively higher 13.49% annualized return.
CSIFX
- 1D
- 0.00%
- 1M
- -6.44%
- YTD
- -6.68%
- 6M
- -4.68%
- 1Y
- 6.76%
- 3Y*
- 11.15%
- 5Y*
- 6.46%
- 10Y*
- 8.50%
CISIX
- 1D
- -0.44%
- 1M
- -8.25%
- YTD
- -7.68%
- 6M
- -4.74%
- 1Y
- 13.68%
- 3Y*
- 16.05%
- 5Y*
- 9.61%
- 10Y*
- 13.49%
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CSIFX vs. CISIX - Expense Ratio Comparison
CSIFX has a 0.91% expense ratio, which is higher than CISIX's 0.24% expense ratio.
Return for Risk
CSIFX vs. CISIX — Risk / Return Rank
CSIFX
CISIX
CSIFX vs. CISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Balanced Fund (CSIFX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX). 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.
| CSIFX | CISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.77 | -0.14 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.22 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.96 | -0.22 |
Martin ratioReturn relative to average drawdown | 2.98 | 4.50 | -1.52 |
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
| CSIFX | CISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.77 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.55 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.73 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.35 | +0.32 |
Correlation
The correlation between CSIFX and CISIX is 0.96, 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
CSIFX vs. CISIX - Dividend Comparison
CSIFX's dividend yield for the trailing twelve months is around 4.79%, less than CISIX's 5.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIFX Calvert Balanced Fund | 4.79% | 4.76% | 5.23% | 2.37% | 2.32% | 7.61% | 2.43% | 3.45% | 5.25% | 7.41% | 2.68% | 12.56% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 5.84% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
Drawdowns
CSIFX vs. CISIX - Drawdown Comparison
The maximum CSIFX drawdown since its inception was -38.68%, smaller than the maximum CISIX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for CSIFX and CISIX.
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Drawdown Indicators
| CSIFX | CISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -59.36% | +20.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -12.40% | +4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -27.37% | +7.42% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -32.82% | +9.05% |
Current DrawdownCurrent decline from peak | -7.98% | -9.72% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -14.38% | +9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.66% | -0.66% |
Volatility
CSIFX vs. CISIX - Volatility Comparison
The current volatility for Calvert Balanced Fund (CSIFX) is 3.40%, while Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a volatility of 4.43%. This indicates that CSIFX experiences smaller price fluctuations and is considered to be less risky than CISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIFX | CISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 4.43% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 9.37% | -3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 18.54% | -7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 17.72% | -6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.01% | 18.52% | -7.51% |