CVMIX vs. CFAIX
Compare and contrast key facts about Calvert Emerging Markets Equity Fund (CVMIX) and Calvert Conservative Allocation Fund Class I (CFAIX).
CVMIX is managed by Calvert Research and Management. It was launched on Oct 30, 2012. CFAIX is managed by Calvert Research and Management. It was launched on May 20, 2016.
Performance
CVMIX vs. CFAIX - Performance Comparison
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CVMIX vs. CFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVMIX Calvert Emerging Markets Equity Fund | -0.39% | 36.77% | 6.37% | 4.74% | -22.57% | -7.43% | 24.88% | 22.65% | -15.23% | 43.30% |
CFAIX Calvert Conservative Allocation Fund Class I | -2.69% | 10.50% | 6.65% | 10.34% | -14.13% | 7.92% | 12.51% | 15.89% | -2.54% | 8.20% |
Returns By Period
In the year-to-date period, CVMIX achieves a -0.39% return, which is significantly higher than CFAIX's -2.69% return.
CVMIX
- 1D
- -1.55%
- 1M
- -14.15%
- YTD
- -0.39%
- 6M
- 6.65%
- 1Y
- 32.39%
- 3Y*
- 13.24%
- 5Y*
- 1.21%
- 10Y*
- 7.77%
CFAIX
- 1D
- 0.27%
- 1M
- -4.75%
- YTD
- -2.69%
- 6M
- -0.88%
- 1Y
- 6.39%
- 3Y*
- 6.65%
- 5Y*
- 2.99%
- 10Y*
- —
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CVMIX vs. CFAIX - Expense Ratio Comparison
CVMIX has a 0.99% expense ratio, which is higher than CFAIX's 0.66% expense ratio.
Return for Risk
CVMIX vs. CFAIX — Risk / Return Rank
CVMIX
CFAIX
CVMIX vs. CFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Emerging Markets Equity Fund (CVMIX) and Calvert Conservative Allocation Fund Class I (CFAIX). 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.
| CVMIX | CFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 0.98 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.38 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.22 | +0.72 |
Martin ratioReturn relative to average drawdown | 8.60 | 4.96 | +3.64 |
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
| CVMIX | CFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.98 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.43 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.77 | -0.42 |
Correlation
The correlation between CVMIX and CFAIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CVMIX vs. CFAIX - Dividend Comparison
CVMIX's dividend yield for the trailing twelve months is around 2.26%, less than CFAIX's 3.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVMIX Calvert Emerging Markets Equity Fund | 2.26% | 2.26% | 0.63% | 0.92% | 0.79% | 0.76% | 0.41% | 0.68% | 1.24% | 0.27% | 0.84% | 1.26% |
CFAIX Calvert Conservative Allocation Fund Class I | 3.62% | 3.56% | 3.62% | 3.48% | 2.48% | 5.55% | 4.39% | 4.38% | 5.10% | 2.39% | 0.00% | 0.00% |
Drawdowns
CVMIX vs. CFAIX - Drawdown Comparison
The maximum CVMIX drawdown since its inception was -43.96%, which is greater than CFAIX's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for CVMIX and CFAIX.
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Drawdown Indicators
| CVMIX | CFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.96% | -18.74% | -25.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -5.08% | -9.87% |
Max Drawdown (5Y)Largest decline over 5 years | -40.71% | -18.74% | -21.97% |
Max Drawdown (10Y)Largest decline over 10 years | -43.96% | — | — |
Current DrawdownCurrent decline from peak | -14.95% | -4.75% | -10.20% |
Average DrawdownAverage peak-to-trough decline | -14.38% | -3.30% | -11.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 1.25% | +2.12% |
Volatility
CVMIX vs. CFAIX - Volatility Comparison
Calvert Emerging Markets Equity Fund (CVMIX) has a higher volatility of 9.94% compared to Calvert Conservative Allocation Fund Class I (CFAIX) at 2.54%. This indicates that CVMIX's price experiences larger fluctuations and is considered to be riskier than CFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVMIX | CFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.94% | 2.54% | +7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.78% | 3.99% | +10.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 6.71% | +12.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 7.05% | +10.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 6.90% | +11.22% |