PortfoliosLab logoPortfoliosLab logo
CVSB vs. EMNT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVSB vs. EMNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Ultra-Short Investment Grade ETF (CVSB) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CVSB vs. EMNT - Yearly Performance Comparison


2026 (YTD)202520242023
CVSB
Calvert Ultra-Short Investment Grade ETF
0.72%4.92%6.23%5.40%
EMNT
PIMCO Enhanced Short Maturity Active ESG ETF
0.97%4.74%5.79%4.95%

Returns By Period

In the year-to-date period, CVSB achieves a 0.72% return, which is significantly lower than EMNT's 0.97% return.


CVSB

1D
0.04%
1M
0.04%
YTD
0.72%
6M
1.97%
1Y
4.58%
3Y*
5.63%
5Y*
10Y*

EMNT

1D
0.05%
1M
0.24%
YTD
0.97%
6M
2.04%
1Y
4.51%
3Y*
5.31%
5Y*
3.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CVSB vs. EMNT - Expense Ratio Comparison

Both CVSB and EMNT have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

CVSB vs. EMNT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CVSB
CVSB Risk / Return Rank: 9999
Overall Rank
CVSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CVSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
CVSB Omega Ratio Rank: 9999
Omega Ratio Rank
CVSB Calmar Ratio Rank: 9999
Calmar Ratio Rank
CVSB Martin Ratio Rank: 9999
Martin Ratio Rank

EMNT
EMNT Risk / Return Rank: 100100
Overall Rank
EMNT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
EMNT Sortino Ratio Rank: 100100
Sortino Ratio Rank
EMNT Omega Ratio Rank: 100100
Omega Ratio Rank
EMNT Calmar Ratio Rank: 9999
Calmar Ratio Rank
EMNT Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CVSB vs. EMNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Ultra-Short Investment Grade ETF (CVSB) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT). 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.


CVSBEMNTDifference

Sharpe ratio

Return per unit of total volatility

4.09

11.02

-6.93

Sortino ratio

Return per unit of downside risk

6.21

23.01

-16.79

Omega ratio

Gain probability vs. loss probability

2.09

5.88

-3.79

Calmar ratio

Return relative to maximum drawdown

9.64

34.06

-24.42

Martin ratio

Return relative to average drawdown

61.29

226.92

-165.63

CVSB vs. EMNT - Sharpe Ratio Comparison

The current CVSB Sharpe Ratio is 4.09, which is lower than the EMNT Sharpe Ratio of 11.02. The chart below compares the historical Sharpe Ratios of CVSB and EMNT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CVSBEMNTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.09

11.02

-6.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

4.08

Sharpe Ratio (All Time)

Calculated using the full available price history

4.09

3.45

+0.64

Correlation

The correlation between CVSB and EMNT is 0.17, 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

CVSB vs. EMNT - Dividend Comparison

CVSB's dividend yield for the trailing twelve months is around 4.49%, more than EMNT's 4.23% yield.


TTM202520242023202220212020
CVSB
Calvert Ultra-Short Investment Grade ETF
4.49%4.72%5.13%4.95%0.00%0.00%0.00%
EMNT
PIMCO Enhanced Short Maturity Active ESG ETF
4.23%4.46%5.14%4.62%2.79%0.66%1.44%

Drawdowns

CVSB vs. EMNT - Drawdown Comparison

The maximum CVSB drawdown since its inception was -0.63%, smaller than the maximum EMNT drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for CVSB and EMNT.


Loading graphics...

Drawdown Indicators


CVSBEMNTDifference

Max Drawdown

Largest peak-to-trough decline

-0.63%

-2.28%

+1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-0.13%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-1.70%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.24%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.02%

+0.05%

Volatility

CVSB vs. EMNT - Volatility Comparison

Calvert Ultra-Short Investment Grade ETF (CVSB) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) have volatilities of 0.25% and 0.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CVSBEMNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.24%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.61%

0.29%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

1.13%

0.41%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.35%

0.82%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.35%

0.87%

+0.48%