CSIFX vs. CSIEX
Compare and contrast key facts about Calvert Balanced Fund (CSIFX) and Calvert Equity Fund (CSIEX).
CSIFX is managed by Calvert Research and Management. It was launched on Oct 20, 1982. CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987.
Performance
CSIFX vs. CSIEX - Performance Comparison
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CSIFX vs. CSIEX - 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% |
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Returns By Period
In the year-to-date period, CSIFX achieves a -6.68% return, which is significantly higher than CSIEX's -11.00% return. Over the past 10 years, CSIFX has underperformed CSIEX with an annualized return of 8.50%, while CSIEX has yielded a comparatively higher 11.39% 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%
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%
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CSIFX vs. CSIEX - Expense Ratio Comparison
Both CSIFX and CSIEX have an expense ratio of 0.91%.
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.
| CSIFX | CSIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | -0.21 | +0.85 |
Sortino ratioReturn per unit of downside risk | 0.96 | -0.19 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.98 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | -0.36 | +1.11 |
Martin ratioReturn relative to average drawdown | 2.98 | -1.20 | +4.19 |
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 | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | -0.21 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.30 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.67 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.47 | +0.20 |
Correlation
The correlation between CSIFX and CSIEX is 0.90, 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. CSIEX - Dividend Comparison
CSIFX's dividend yield for the trailing twelve months is around 4.79%, less than CSIEX's 25.81% 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% |
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% |
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% | -14.12% | +6.14% |
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 | -7.98% | -13.14% | +5.16% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -6.21% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 4.26% | -2.26% |
Volatility
CSIFX vs. CSIEX - Volatility Comparison
The current volatility for Calvert Balanced Fund (CSIFX) is 3.40%, while Calvert Equity Fund (CSIEX) has a volatility of 4.14%. 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 | 3.40% | 4.14% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 9.14% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 16.11% | -4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 16.19% | -5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.01% | 17.12% | -6.11% |