CVMIX vs. KOMP
Compare and contrast key facts about Calvert Emerging Markets Equity Fund (CVMIX) and SPDR S&P Kensho New Economies Composite ETF (KOMP).
CVMIX is managed by Calvert Research and Management. It was launched on Oct 30, 2012. KOMP is a passively managed fund by State Street that tracks the performance of the S&P Kensho New Economies Composite Index. It was launched on Oct 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVMIX or KOMP.
Correlation
The correlation between CVMIX and KOMP is 0.69, 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.
Performance
CVMIX vs. KOMP - Performance Comparison
Key characteristics
CVMIX:
0.79
KOMP:
1.17
CVMIX:
1.20
KOMP:
1.67
CVMIX:
1.15
KOMP:
1.20
CVMIX:
0.35
KOMP:
0.59
CVMIX:
2.28
KOMP:
5.61
CVMIX:
5.24%
KOMP:
4.20%
CVMIX:
15.14%
KOMP:
20.17%
CVMIX:
-43.96%
KOMP:
-50.06%
CVMIX:
-25.83%
KOMP:
-24.61%
Returns By Period
In the year-to-date period, CVMIX achieves a 4.06% return, which is significantly lower than KOMP's 6.47% return.
CVMIX
4.06%
5.47%
4.65%
11.92%
0.84%
4.02%
KOMP
6.47%
6.83%
19.87%
19.92%
8.17%
N/A
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CVMIX vs. KOMP - Expense Ratio Comparison
CVMIX has a 0.99% expense ratio, which is higher than KOMP's 0.20% expense ratio.
Risk-Adjusted Performance
CVMIX vs. KOMP — Risk-Adjusted Performance Rank
CVMIX
KOMP
CVMIX vs. KOMP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Emerging Markets Equity Fund (CVMIX) and SPDR S&P Kensho New Economies Composite ETF (KOMP). 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.
Dividends
CVMIX vs. KOMP - Dividend Comparison
CVMIX's dividend yield for the trailing twelve months is around 0.61%, less than KOMP's 0.98% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVMIX Calvert Emerging Markets Equity Fund | 0.61% | 0.63% | 0.92% | 0.79% | 0.76% | 0.41% | 0.68% | 1.24% | 0.27% | 0.85% | 1.25% | 0.60% |
KOMP SPDR S&P Kensho New Economies Composite ETF | 0.98% | 1.04% | 1.27% | 1.47% | 1.44% | 0.69% | 0.81% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CVMIX vs. KOMP - Drawdown Comparison
The maximum CVMIX drawdown since its inception was -43.96%, smaller than the maximum KOMP drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for CVMIX and KOMP. For additional features, visit the drawdowns tool.
Volatility
CVMIX vs. KOMP - Volatility Comparison
The current volatility for Calvert Emerging Markets Equity Fund (CVMIX) is 4.93%, while SPDR S&P Kensho New Economies Composite ETF (KOMP) has a volatility of 5.41%. This indicates that CVMIX experiences smaller price fluctuations and is considered to be less risky than KOMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.