CSIFX vs. CSIEX
CSIFX (Calvert Balanced Fund) and CSIEX (Calvert Equity Fund) are both mutual funds - CSIFX is a Diversified Portfolio fund managed by Calvert, while CSIEX is a Large Cap Growth Equities fund managed by Calvert. Over the past 10 years, CSIFX returned 9.13%/yr vs 11.84%/yr for CSIEX. Their correlation of 0.89 means they have usually moved in the same direction. Both charge a 0.91% expense ratio.
Performance
CSIFX vs. CSIEX - Performance Comparison
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Returns By Period
In the year-to-date period, CSIFX achieves a 2.66% return, which is significantly higher than CSIEX's -4.38% return. Over the past 10 years, CSIFX has underperformed CSIEX with an annualized return of 9.13%, while CSIEX has yielded a comparatively higher 11.84% 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%
CSIEX
- 1D
- -0.83%
- 1M
- 2.53%
- 6M
- -3.13%
- YTD
- -4.38%
- 1Y
- -1.72%
- 3Y*
- 5.38%
- 5Y*
- 3.27%
- 10Y*
- 11.84%
- ALL TIME*
- 8.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CSIEX Calvert Equity Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
CSIFX vs. CSIEX - 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% |
CSIEX Calvert Equity Fund | -4.38% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Correlation
The correlation between CSIFX and CSIEX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 1987 | 0.89 |
Over the past year, the correlation between CSIFX and CSIEX has dropped to 0.48 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
CSIFX vs. CSIEX — Risk / Return Rank
CSIFX
CSIEX
CSIFX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Balanced Fund (CSIFX) and Calvert Equity Fund (CSIEX). 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 | CSIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.98 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | -0.21 | +1.16 |
| Martin ratioReturn relative to average drawdown | 3.95 | -0.41 | +4.36 |
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Drawdowns
CSIFX vs. CSIEX - Drawdown Comparison
The maximum CSIFX drawdown since its inception was -38.68%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CSIFX and CSIEX.
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Drawdown Indicators
| CSIFX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -50.81% | +12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -14.28% | +6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -14.87% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -25.71% | +5.76% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -30.50% | +6.73% |
Current DrawdownCurrent decline from peak | -1.40% | -6.68% | +5.28% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -6.25% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 7.25% | -5.32% |
Volatility
CSIFX vs. CSIEX - Volatility Comparison
The current volatility for Calvert Balanced Fund (CSIFX) is 2.87%, while Calvert Equity Fund (CSIEX) has a volatility of 5.58%. This indicates that CSIFX experiences smaller price fluctuations and is considered to be less risky than CSIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIFX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 5.58% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 11.19% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 13.72% | -4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 16.46% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.10% | 17.22% | -6.12% |
CSIFX vs. CSIEX - Expense Ratio Comparison
Both CSIFX and CSIEX have an expense ratio of 0.91%.
Dividends
CSIFX vs. CSIEX - Dividend Comparison
CSIFX's dividend yield for the trailing twelve months is around 4.37%, less than CSIEX's 24.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 24.02% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
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 CSIEX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSIEX has higher volatility (5.58%) compared to CSIFX (2.87%). In terms of maximum drawdown, CSIFX dropped -38.68% vs CSIEX's -50.81%.
CSIFX currently has the higher Sharpe Ratio (0.82 vs -0.22), 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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