CSIFX vs. VOO
Compare and contrast key facts about Calvert Balanced Fund (CSIFX) and Vanguard S&P 500 ETF (VOO).
CSIFX is managed by Calvert Research and Management. It was launched on Oct 20, 1982. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
CSIFX vs. VOO - Performance Comparison
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CSIFX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, CSIFX achieves a -6.68% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, CSIFX has underperformed VOO with an annualized return of 8.50%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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CSIFX vs. VOO - Expense Ratio Comparison
CSIFX has a 0.91% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
CSIFX vs. VOO — Risk / Return Rank
CSIFX
VOO
CSIFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Balanced Fund (CSIFX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.98 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.50 | -0.53 |
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 | 7.29 | -4.31 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.98 | -0.35 |
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 | 0.83 | -0.16 |
Correlation
The correlation between CSIFX and VOO is 0.95, 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. VOO - Dividend Comparison
CSIFX's dividend yield for the trailing twelve months is around 4.79%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
CSIFX vs. VOO - Drawdown Comparison
The maximum CSIFX drawdown since its inception was -38.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CSIFX and VOO.
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Drawdown Indicators
| CSIFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -33.99% | -4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -11.98% | +4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -24.52% | +4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -33.99% | +10.22% |
Current DrawdownCurrent decline from peak | -7.98% | -6.29% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -3.72% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.52% | -0.52% |
Volatility
CSIFX vs. VOO - Volatility Comparison
The current volatility for Calvert Balanced Fund (CSIFX) is 3.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that CSIFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 5.29% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 9.44% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 18.10% | -6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 16.82% | -5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.01% | 17.99% | -6.98% |