CYBIX vs. CDSRX
Compare and contrast key facts about Calvert High Yield Bond Fund (CYBIX) and Calvert Short Duration Income Fund Class R6 (CDSRX).
CYBIX is managed by Calvert Research and Management. It was launched on Jul 9, 2001. CDSRX is managed by Calvert Research and Management. It was launched on Feb 1, 2019.
Performance
CYBIX vs. CDSRX - Performance Comparison
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CYBIX vs. CDSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CYBIX Calvert High Yield Bond Fund | -1.51% | 7.73% | 6.70% | 10.02% | -11.50% | 3.66% | 5.46% | 8.62% |
CDSRX Calvert Short Duration Income Fund Class R6 | -0.18% | 6.35% | 5.74% | 6.87% | -5.07% | 1.20% | 4.82% | 4.87% |
Returns By Period
In the year-to-date period, CYBIX achieves a -1.51% return, which is significantly lower than CDSRX's -0.18% return.
CYBIX
- 1D
- 0.58%
- 1M
- -1.58%
- YTD
- -1.51%
- 6M
- -0.00%
- 1Y
- 5.09%
- 3Y*
- 6.39%
- 5Y*
- 2.60%
- 10Y*
- 4.37%
CDSRX
- 1D
- 0.13%
- 1M
- -0.94%
- YTD
- -0.18%
- 6M
- 0.93%
- 1Y
- 4.17%
- 3Y*
- 5.47%
- 5Y*
- 2.77%
- 10Y*
- —
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CYBIX vs. CDSRX - Expense Ratio Comparison
CYBIX has a 0.76% expense ratio, which is higher than CDSRX's 0.45% expense ratio.
Return for Risk
CYBIX vs. CDSRX — Risk / Return Rank
CYBIX
CDSRX
CYBIX vs. CDSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert High Yield Bond Fund (CYBIX) and Calvert Short Duration Income Fund Class R6 (CDSRX). 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.
| CYBIX | CDSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.97 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.35 | 3.42 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.98 | -0.81 |
Martin ratioReturn relative to average drawdown | 9.45 | 12.25 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CYBIX | CDSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.97 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 1.17 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 1.27 | -0.21 |
Correlation
The correlation between CYBIX and CDSRX is 0.51, 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
CYBIX vs. CDSRX - Dividend Comparison
CYBIX's dividend yield for the trailing twelve months is around 5.10%, more than CDSRX's 4.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CYBIX Calvert High Yield Bond Fund | 5.10% | 5.44% | 5.25% | 4.47% | 4.12% | 4.22% | 4.49% | 4.98% | 5.20% | 4.92% | 5.51% | 5.78% |
CDSRX Calvert Short Duration Income Fund Class R6 | 4.17% | 4.55% | 4.98% | 3.52% | 2.21% | 2.56% | 2.88% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CYBIX vs. CDSRX - Drawdown Comparison
The maximum CYBIX drawdown since its inception was -32.13%, which is greater than CDSRX's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for CYBIX and CDSRX.
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Drawdown Indicators
| CYBIX | CDSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.13% | -9.96% | -22.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -1.56% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | -7.91% | -7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -17.55% | — | — |
Current DrawdownCurrent decline from peak | -1.83% | -1.19% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -1.39% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.38% | +0.22% |
Volatility
CYBIX vs. CDSRX - Volatility Comparison
Calvert High Yield Bond Fund (CYBIX) has a higher volatility of 1.46% compared to Calvert Short Duration Income Fund Class R6 (CDSRX) at 0.67%. This indicates that CYBIX's price experiences larger fluctuations and is considered to be riskier than CDSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CYBIX | CDSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 0.67% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 1.42% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 2.19% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.51% | 2.38% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.59% | 2.66% | +1.93% |