CULAX vs. CSIEX
Compare and contrast key facts about Calvert Ultra-Short Duration Income Fund (CULAX) and Calvert Equity Fund (CSIEX).
CULAX is managed by Calvert Research and Management. It was launched on Oct 31, 2006. CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987.
Performance
CULAX vs. CSIEX - Performance Comparison
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CULAX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CULAX Calvert Ultra-Short Duration Income Fund | 0.31% | 4.55% | 5.69% | 6.07% | -0.56% | 0.43% | 0.66% | 3.30% | 1.15% | 1.27% |
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Returns By Period
In the year-to-date period, CULAX achieves a 0.31% return, which is significantly higher than CSIEX's -11.00% return. Over the past 10 years, CULAX has underperformed CSIEX with an annualized return of 2.43%, while CSIEX has yielded a comparatively higher 11.39% annualized return.
CULAX
- 1D
- 0.00%
- 1M
- -0.30%
- YTD
- 0.31%
- 6M
- 1.41%
- 1Y
- 3.71%
- 3Y*
- 5.07%
- 5Y*
- 3.22%
- 10Y*
- 2.43%
CSIEX
- 1D
- 1.14%
- 1M
- -7.71%
- YTD
- -11.00%
- 6M
- -10.10%
- 1Y
- -4.11%
- 3Y*
- 5.46%
- 5Y*
- 4.83%
- 10Y*
- 11.39%
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CULAX vs. CSIEX - Expense Ratio Comparison
CULAX has a 0.72% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Return for Risk
CULAX vs. CSIEX — Risk / Return Rank
CULAX
CSIEX
CULAX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Ultra-Short Duration Income Fund (CULAX) and Calvert Equity Fund (CSIEX). 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.
| CULAX | CSIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.95 | -0.21 | +3.17 |
Sortino ratioReturn per unit of downside risk | 9.42 | -0.19 | +9.61 |
Omega ratioGain probability vs. loss probability | 3.22 | 0.98 | +2.24 |
Calmar ratioReturn relative to maximum drawdown | 13.55 | -0.36 | +13.92 |
Martin ratioReturn relative to average drawdown | 45.47 | -1.20 | +46.67 |
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
| CULAX | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.95 | -0.21 | +3.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.45 | 0.30 | +2.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.74 | 0.67 | +1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.05 | 0.47 | +1.58 |
Correlation
The correlation between CULAX and CSIEX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CULAX vs. CSIEX - Dividend Comparison
CULAX's dividend yield for the trailing twelve months is around 3.64%, less than CSIEX's 25.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CULAX Calvert Ultra-Short Duration Income Fund | 3.64% | 4.13% | 4.90% | 4.52% | 1.47% | 0.64% | 1.25% | 2.44% | 2.10% | 1.13% | 1.10% | 0.66% |
CSIEX Calvert Equity Fund | 25.81% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Drawdowns
CULAX vs. CSIEX - Drawdown Comparison
The maximum CULAX drawdown since its inception was -7.40%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CULAX and CSIEX.
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Drawdown Indicators
| CULAX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.40% | -50.81% | +43.41% |
Max Drawdown (1Y)Largest decline over 1 year | -0.30% | -14.12% | +13.82% |
Max Drawdown (5Y)Largest decline over 5 years | -2.19% | -25.71% | +23.52% |
Max Drawdown (10Y)Largest decline over 10 years | -7.40% | -30.50% | +23.10% |
Current DrawdownCurrent decline from peak | -0.30% | -13.14% | +12.84% |
Average DrawdownAverage peak-to-trough decline | -0.21% | -6.21% | +6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.09% | 4.26% | -4.17% |
Volatility
CULAX vs. CSIEX - Volatility Comparison
The current volatility for Calvert Ultra-Short Duration Income Fund (CULAX) is 0.17%, while Calvert Equity Fund (CSIEX) has a volatility of 4.14%. This indicates that CULAX experiences smaller price fluctuations and is considered to be less risky than CSIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CULAX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.17% | 4.14% | -3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 0.87% | 9.14% | -8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.39% | 16.11% | -14.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.32% | 16.19% | -14.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.41% | 17.12% | -15.71% |