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CSIFX vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSIFX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Balanced Fund (CSIFX) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSIFX achieves a 3.60% return, which is significantly lower than IVV's 9.76% return. Over the past 10 years, CSIFX has underperformed IVV with an annualized return of 9.53%, while IVV has yielded a comparatively higher 15.75% annualized return.


CSIFX

1D
0.89%
1M
0.51%
YTD
3.60%
6M
3.60%
1Y
13.79%
3Y*
13.82%
5Y*
7.76%
10Y*
9.53%

IVV

1D
-0.31%
1M
0.09%
YTD
9.76%
6M
9.30%
1Y
26.83%
3Y*
21.37%
5Y*
13.58%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSIFX vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSIFX
Calvert Balanced Fund
3.60%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
9.76%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between CSIFX and IVV is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.94

The correlation between CSIFX and IVV has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

CSIFX vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSIFX
CSIFX Risk / Return Rank: 3131
Overall Rank
CSIFX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CSIFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CSIFX Omega Ratio Rank: 3232
Omega Ratio Rank
CSIFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
CSIFX Martin Ratio Rank: 3535
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6969
Overall Rank
IVV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6767
Sortino Ratio Rank
IVV Omega Ratio Rank: 6969
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

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.


CSIFXIVVDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.28

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

1.71

3.03

-1.32

Martin ratioReturn relative to average drawdown

7.31

13.61

-6.30

CSIFX vs. IVV - Sharpe Ratio Comparison

The current CSIFX Sharpe Ratio is 1.53, which is comparable to the IVV Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CSIFX and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


CSIFXIVVDifference

Max Drawdown

Largest peak-to-trough decline

-38.68%

-55.25%

+16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-8.89%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-18.75%

+6.89%

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 Drawdown

Current decline from peak

-0.49%

-1.74%

+1.25%

Average Drawdown

Average peak-to-trough decline

-5.30%

-10.76%

+5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.98%

-0.12%

Volatility

CSIFX vs. IVV - Volatility Comparison

The current volatility for Calvert Balanced Fund (CSIFX) is 3.48%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.67%. 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


CSIFXIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

4.67%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

9.75%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

12.41%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

16.97%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.10%

18.10%

-7.00%

CSIFX vs. IVV - Expense Ratio Comparison

CSIFX has a 0.91% expense ratio, which is higher than IVV's 0.03% expense ratio.


Dividends

CSIFX vs. IVV - Dividend Comparison

CSIFX's dividend yield for the trailing twelve months is around 4.31%, more than IVV's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
CSIFX
Calvert Balanced Fund
4.31%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
1.09%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


With a correlation of 0.96, CSIFX and IVV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IVV has higher volatility (4.67%) compared to CSIFX (3.48%). In terms of maximum drawdown, CSIFX dropped -38.68% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.18 vs 1.53), 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.

Portfolio Optimizer

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