CSIFX vs. IVV
Compare and contrast key facts about Calvert Balanced Fund (CSIFX) and iShares Core S&P 500 ETF (IVV).
CSIFX is managed by Calvert Research and Management. It was launched on Oct 20, 1982. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
CSIFX vs. IVV - Performance Comparison
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CSIFX vs. IVV - 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% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, CSIFX achieves a -6.68% return, which is significantly lower than IVV's -4.38% return. Over the past 10 years, CSIFX has underperformed IVV with an annualized return of 8.50%, while IVV has yielded a comparatively higher 14.02% 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%
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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CSIFX vs. IVV - Expense Ratio Comparison
CSIFX has a 0.91% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
CSIFX vs. IVV — Risk / Return Rank
CSIFX
IVV
CSIFX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Balanced Fund (CSIFX) and iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.97 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.49 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.53 | -0.79 |
Martin ratioReturn relative to average drawdown | 2.98 | 7.32 | -4.34 |
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 | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.97 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.70 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.78 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.42 | +0.25 |
Correlation
The correlation between CSIFX and IVV is 0.94, 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. IVV - Dividend Comparison
CSIFX's dividend yield for the trailing twelve months is around 4.79%, more than IVV's 1.23% 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% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
CSIFX vs. IVV - Drawdown Comparison
The maximum CSIFX drawdown since its inception was -38.68%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CSIFX and IVV.
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Drawdown Indicators
| CSIFX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -55.25% | +16.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -12.06% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -24.53% | +4.58% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -33.90% | +10.13% |
Current DrawdownCurrent decline from peak | -7.98% | -6.26% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -10.85% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.53% | -0.53% |
Volatility
CSIFX vs. IVV - Volatility Comparison
The current volatility for Calvert Balanced Fund (CSIFX) is 3.40%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that CSIFX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIFX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 5.30% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 9.45% | -3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 18.31% | -6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 16.89% | -6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.01% | 18.04% | -7.03% |