CVMIX vs. VWO
Compare and contrast key facts about Calvert Emerging Markets Equity Fund (CVMIX) and Vanguard FTSE Emerging Markets ETF (VWO).
CVMIX is managed by Calvert Research and Management. It was launched on Oct 30, 2012. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVMIX or VWO.
Correlation
The correlation between CVMIX and VWO is 0.87, 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.
Performance
CVMIX vs. VWO - Performance Comparison
Key characteristics
CVMIX:
0.94
VWO:
1.12
CVMIX:
1.39
VWO:
1.64
CVMIX:
1.17
VWO:
1.20
CVMIX:
0.41
VWO:
0.82
CVMIX:
2.65
VWO:
3.41
CVMIX:
5.32%
VWO:
4.78%
CVMIX:
15.11%
VWO:
14.64%
CVMIX:
-43.96%
VWO:
-67.68%
CVMIX:
-24.13%
VWO:
-6.20%
Returns By Period
In the year-to-date period, CVMIX achieves a 6.44% return, which is significantly higher than VWO's 5.36% return. Over the past 10 years, CVMIX has outperformed VWO with an annualized return of 4.28%, while VWO has yielded a comparatively lower 4.04% annualized return.
CVMIX
6.44%
4.80%
4.44%
13.36%
1.90%
4.28%
VWO
5.36%
5.05%
5.75%
15.20%
4.63%
4.04%
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CVMIX vs. VWO - Expense Ratio Comparison
CVMIX has a 0.99% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
CVMIX vs. VWO — Risk-Adjusted Performance Rank
CVMIX
VWO
CVMIX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Emerging Markets Equity Fund (CVMIX) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
CVMIX's dividend yield for the trailing twelve months is around 0.59%, less than VWO's 3.04% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVMIX Calvert Emerging Markets Equity Fund | 0.59% | 0.63% | 0.92% | 0.79% | 0.76% | 0.41% | 0.68% | 1.24% | 0.27% | 0.85% | 1.25% | 0.60% |
VWO Vanguard FTSE Emerging Markets ETF | 3.04% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
CVMIX vs. VWO - Drawdown Comparison
The maximum CVMIX drawdown since its inception was -43.96%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for CVMIX and VWO. For additional features, visit the drawdowns tool.
Volatility
CVMIX vs. VWO - Volatility Comparison
Calvert Emerging Markets Equity Fund (CVMIX) has a higher volatility of 4.35% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.60%. This indicates that CVMIX's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.