Correlation
The correlation between CYBIX and BND is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
CYBIX vs. BND
Compare and contrast key facts about Calvert High Yield Bond Fund (CYBIX) and Vanguard Total Bond Market ETF (BND).
CYBIX is managed by Calvert Research and Management. It was launched on Jul 9, 2001. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CYBIX or BND.
Performance
CYBIX vs. BND - Performance Comparison
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Key characteristics
CYBIX:
2.56
BND:
1.10
CYBIX:
3.71
BND:
1.60
CYBIX:
1.56
BND:
1.19
CYBIX:
2.52
BND:
0.47
CYBIX:
11.95
BND:
2.79
CYBIX:
0.69%
BND:
2.11%
CYBIX:
3.32%
BND:
5.32%
CYBIX:
-30.12%
BND:
-18.84%
CYBIX:
-0.08%
BND:
-7.09%
Returns By Period
The year-to-date returns for both investments are quite close, with CYBIX having a 2.46% return and BND slightly higher at 2.49%. Over the past 10 years, CYBIX has outperformed BND with an annualized return of 3.95%, while BND has yielded a comparatively lower 1.54% annualized return.
CYBIX
2.46%
0.62%
2.10%
7.73%
5.82%
4.35%
3.95%
BND
2.49%
-0.40%
0.77%
5.44%
1.52%
-1.00%
1.54%
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CYBIX vs. BND - Expense Ratio Comparison
CYBIX has a 0.76% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
CYBIX vs. BND — Risk-Adjusted Performance Rank
CYBIX
BND
CYBIX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert High Yield Bond Fund (CYBIX) and Vanguard Total Bond Market ETF (BND). 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.
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Dividends
CYBIX vs. BND - Dividend Comparison
CYBIX's dividend yield for the trailing twelve months is around 5.32%, more than BND's 3.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CYBIX Calvert High Yield Bond Fund | 5.32% | 5.70% | 5.38% | 4.97% | 4.22% | 4.49% | 5.00% | 5.20% | 4.92% | 5.52% | 5.79% | 8.57% |
BND Vanguard Total Bond Market ETF | 3.74% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
Drawdowns
CYBIX vs. BND - Drawdown Comparison
The maximum CYBIX drawdown since its inception was -30.12%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for CYBIX and BND.
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Volatility
CYBIX vs. BND - Volatility Comparison
The current volatility for Calvert High Yield Bond Fund (CYBIX) is 0.81%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.52%. This indicates that CYBIX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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