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CSIFX vs. MAANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSIFX vs. MAANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Balanced Fund (CSIFX) and Mutual of America Aggressive Allocation Fund (MAANX). The values are adjusted to include any dividend payments, if applicable.

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CSIFX vs. MAANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSIFX
Calvert Balanced Fund
-4.90%11.32%18.96%16.35%-15.33%14.30%14.75%
MAANX
Mutual of America Aggressive Allocation Fund
-3.18%16.23%12.16%12.48%-15.74%14.83%860.00%

Returns By Period

In the year-to-date period, CSIFX achieves a -4.90% return, which is significantly lower than MAANX's -3.18% 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%

MAANX

1D
-1.43%
1M
-7.93%
YTD
-3.18%
6M
-0.71%
1Y
14.13%
3Y*
10.62%
5Y*
5.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSIFX vs. MAANX - Expense Ratio Comparison

CSIFX has a 0.91% expense ratio, which is higher than MAANX's 0.05% expense ratio.


Return for Risk

CSIFX vs. MAANX — Risk / Return Rank

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

CSIFX
CSIFX Risk / Return Rank: 3232
Overall Rank
CSIFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CSIFX Sortino Ratio Rank: 2929
Sortino Ratio Rank
CSIFX Omega Ratio Rank: 2828
Omega Ratio Rank
CSIFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
CSIFX Martin Ratio Rank: 3838
Martin Ratio Rank

MAANX
MAANX Risk / Return Rank: 4444
Overall Rank
MAANX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MAANX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MAANX Omega Ratio Rank: 5656
Omega Ratio Rank
MAANX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MAANX Martin Ratio Rank: 2929
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. MAANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Balanced Fund (CSIFX) and Mutual of America Aggressive Allocation Fund (MAANX). 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.


CSIFXMAANXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.03

-0.27

Sortino ratio

Return per unit of downside risk

1.16

1.57

-0.41

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.16

0.68

+0.47

Martin ratio

Return relative to average drawdown

4.52

3.22

+1.30

CSIFX vs. MAANX - Sharpe Ratio Comparison

The current CSIFX Sharpe Ratio is 0.77, which is comparable to the MAANX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of CSIFX and MAANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSIFXMAANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.03

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.37

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.15

+0.53

Correlation

The correlation between CSIFX and MAANX is 0.76, 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. MAANX - Dividend Comparison

CSIFX's dividend yield for the trailing twelve months is around 4.70%, less than MAANX's 11.04% yield.


TTM20252024202320222021202020192018201720162015
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%
MAANX
Mutual of America Aggressive Allocation Fund
11.04%10.68%7.81%4.21%12.49%7.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSIFX vs. MAANX - Drawdown Comparison

The maximum CSIFX drawdown since its inception was -38.68%, which is greater than MAANX's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for CSIFX and MAANX.


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Drawdown Indicators


CSIFXMAANXDifference

Max Drawdown

Largest peak-to-trough decline

-38.68%

-29.21%

-9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-10.72%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-19.95%

-22.63%

+2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

Current Drawdown

Current decline from peak

-6.23%

-8.10%

+1.87%

Average Drawdown

Average peak-to-trough decline

-5.32%

-5.72%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.78%

-0.74%

Volatility

CSIFX vs. MAANX - Volatility Comparison

Calvert Balanced Fund (CSIFX) has a higher volatility of 4.06% compared to Mutual of America Aggressive Allocation Fund (MAANX) at 3.41%. This indicates that CSIFX's price experiences larger fluctuations and is considered to be riskier than MAANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSIFXMAANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

3.41%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

8.14%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.53%

15.51%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.87%

16.31%

-5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.03%

385.95%

-374.92%