CSIFX vs. CVMIX
Compare and contrast key facts about Calvert Balanced Fund (CSIFX) and Calvert Emerging Markets Equity Fund (CVMIX).
CSIFX is managed by Calvert Research and Management. It was launched on Oct 20, 1982. CVMIX is managed by Calvert Research and Management. It was launched on Oct 30, 2012.
Performance
CSIFX vs. CVMIX - Performance Comparison
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CSIFX vs. CVMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIFX Calvert Balanced Fund | -4.90% | 11.32% | 18.96% | 16.35% | -15.33% | 14.30% | 15.43% | 23.71% | -2.75% | 10.72% |
CVMIX Calvert Emerging Markets Equity Fund | 2.82% | 36.77% | 6.37% | 4.74% | -22.57% | -7.43% | 24.88% | 22.65% | -15.23% | 44.71% |
Returns By Period
In the year-to-date period, CSIFX achieves a -4.90% return, which is significantly lower than CVMIX's 2.82% return. Over the past 10 years, CSIFX has outperformed CVMIX with an annualized return of 8.70%, while CVMIX has yielded a comparatively lower 8.11% annualized return.
CSIFX
- 1D
- 1.91%
- 1M
- -4.35%
- YTD
- -4.90%
- 6M
- -3.18%
- 1Y
- 8.27%
- 3Y*
- 11.85%
- 5Y*
- 6.67%
- 10Y*
- 8.70%
CVMIX
- 1D
- 3.23%
- 1M
- -10.51%
- YTD
- 2.82%
- 6M
- 9.44%
- 1Y
- 36.12%
- 3Y*
- 14.45%
- 5Y*
- 1.57%
- 10Y*
- 8.11%
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CSIFX vs. CVMIX - Expense Ratio Comparison
CSIFX has a 0.91% expense ratio, which is lower than CVMIX's 0.99% expense ratio.
Return for Risk
CSIFX vs. CVMIX — Risk / Return Rank
CSIFX
CVMIX
CSIFX vs. CVMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Balanced Fund (CSIFX) and Calvert Emerging Markets Equity Fund (CVMIX). 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 | CVMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.88 | -1.11 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.46 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.37 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.40 | -1.25 |
Martin ratioReturn relative to average drawdown | 4.52 | 10.41 | -5.89 |
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 | CVMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.88 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.09 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.45 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.37 | +0.31 |
Correlation
The correlation between CSIFX and CVMIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CSIFX vs. CVMIX - Dividend Comparison
CSIFX's dividend yield for the trailing twelve months is around 4.70%, more than CVMIX's 2.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIFX Calvert Balanced Fund | 4.70% | 4.76% | 5.23% | 2.37% | 2.32% | 7.61% | 2.43% | 3.45% | 5.25% | 7.41% | 2.68% | 12.56% |
CVMIX Calvert Emerging Markets Equity Fund | 2.19% | 2.26% | 0.63% | 0.92% | 0.79% | 0.76% | 0.41% | 0.68% | 1.24% | 0.27% | 0.84% | 1.26% |
Drawdowns
CSIFX vs. CVMIX - Drawdown Comparison
The maximum CSIFX drawdown since its inception was -38.68%, smaller than the maximum CVMIX drawdown of -43.96%. Use the drawdown chart below to compare losses from any high point for CSIFX and CVMIX.
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Drawdown Indicators
| CSIFX | CVMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -43.96% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -14.95% | +6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -40.71% | +20.76% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -43.96% | +20.19% |
Current DrawdownCurrent decline from peak | -6.23% | -12.20% | +5.97% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -14.38% | +9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 3.45% | -1.41% |
Volatility
CSIFX vs. CVMIX - Volatility Comparison
The current volatility for Calvert Balanced Fund (CSIFX) is 4.06%, while Calvert Emerging Markets Equity Fund (CVMIX) has a volatility of 10.67%. This indicates that CSIFX experiences smaller price fluctuations and is considered to be less risky than CVMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIFX | CVMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 10.67% | -6.61% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 15.07% | -8.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 19.62% | -8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.87% | 17.86% | -6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.03% | 18.15% | -7.12% |