CVMIX vs. CSIFX
Compare and contrast key facts about Calvert Emerging Markets Equity Fund (CVMIX) and Calvert Balanced Fund (CSIFX).
CVMIX is managed by Calvert Research and Management. It was launched on Oct 30, 2012. CSIFX is managed by Calvert Research and Management. It was launched on Oct 20, 1982.
Performance
CVMIX vs. CSIFX - Performance Comparison
Loading graphics...
CVMIX vs. CSIFX - 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% | 44.71% |
CSIFX Calvert Balanced Fund | -6.68% | 11.32% | 18.96% | 16.35% | -15.33% | 14.30% | 15.43% | 23.71% | -2.75% | 10.72% |
Returns By Period
In the year-to-date period, CVMIX achieves a -0.39% return, which is significantly higher than CSIFX's -6.68% return. Over the past 10 years, CVMIX has underperformed CSIFX with an annualized return of 7.77%, while CSIFX has yielded a comparatively higher 8.50% annualized 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%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CVMIX vs. CSIFX - Expense Ratio Comparison
CVMIX has a 0.99% expense ratio, which is higher than CSIFX's 0.91% expense ratio.
Return for Risk
CVMIX vs. CSIFX — Risk / Return Rank
CVMIX
CSIFX
CVMIX vs. CSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Emerging Markets Equity Fund (CVMIX) and Calvert Balanced Fund (CSIFX). 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 | CSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 0.63 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.18 | 0.96 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.14 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 0.75 | +1.19 |
Martin ratioReturn relative to average drawdown | 8.60 | 2.98 | +5.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CVMIX | CSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.63 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.60 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.77 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.67 | -0.32 |
Correlation
The correlation between CVMIX and CSIFX is 0.62, 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. CSIFX - Dividend Comparison
CVMIX's dividend yield for the trailing twelve months is around 2.26%, less than CSIFX's 4.79% 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% |
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% |
Drawdowns
CVMIX vs. CSIFX - Drawdown Comparison
The maximum CVMIX drawdown since its inception was -43.96%, which is greater than CSIFX's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for CVMIX and CSIFX.
Loading graphics...
Drawdown Indicators
| CVMIX | CSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.96% | -38.68% | -5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -7.98% | -6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -40.71% | -19.95% | -20.76% |
Max Drawdown (10Y)Largest decline over 10 years | -43.96% | -23.77% | -20.19% |
Current DrawdownCurrent decline from peak | -14.95% | -7.98% | -6.97% |
Average DrawdownAverage peak-to-trough decline | -14.38% | -5.32% | -9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.00% | +1.37% |
Volatility
CVMIX vs. CSIFX - Volatility Comparison
Calvert Emerging Markets Equity Fund (CVMIX) has a higher volatility of 9.94% compared to Calvert Balanced Fund (CSIFX) at 3.40%. This indicates that CVMIX's price experiences larger fluctuations and is considered to be riskier than CSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CVMIX | CSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.94% | 3.40% | +6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 14.78% | 6.36% | +8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 11.40% | +8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 10.84% | +6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 11.01% | +7.11% |