CSIFX vs. IVV

In the year-to-date period, CSIFX achieves a 1.00% return, which is significantly lower than IVV's 1.49% return. Over the past 10 years, CSIFX has underperformed IVV with an annualized return of 7.97%, while IVV has yielded a comparatively higher 12.94% annualized return.

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

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.

The current CSIFX Sharpe Ratio is 0.86, which is comparable to the IVV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of CSIFX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CSIFX's dividend yield for the trailing twelve months is around 5.18%, more than IVV's 1.30% yield.

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.

The current volatility for Calvert Balanced Fund (CSIFX) is 2.87%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.83%. 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.