CYBIX vs. CLDAX
Compare and contrast key facts about Calvert High Yield Bond Fund (CYBIX) and Calvert Core Bond Fund (CLDAX).
CYBIX is managed by Calvert Research and Management. It was launched on Jul 9, 2001. CLDAX is managed by Calvert Research and Management. It was launched on Dec 30, 2004.
Performance
CYBIX vs. CLDAX - Performance Comparison
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CYBIX vs. CLDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CYBIX Calvert High Yield Bond Fund | -1.51% | 7.73% | 6.70% | 10.02% | -11.50% | 3.66% | 5.46% | 12.82% | -2.53% | 6.09% |
CLDAX Calvert Core Bond Fund | -0.71% | 7.27% | 1.39% | 5.04% | -13.48% | -2.30% | 14.56% | 20.77% | -5.73% | 9.47% |
Returns By Period
In the year-to-date period, CYBIX achieves a -1.51% return, which is significantly lower than CLDAX's -0.71% return. Over the past 10 years, CYBIX has outperformed CLDAX with an annualized return of 4.37%, while CLDAX has yielded a comparatively lower 3.26% annualized 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%
CLDAX
- 1D
- 0.25%
- 1M
- -1.81%
- YTD
- -0.71%
- 6M
- 0.09%
- 1Y
- 3.42%
- 3Y*
- 3.17%
- 5Y*
- -0.16%
- 10Y*
- 3.26%
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CYBIX vs. CLDAX - Expense Ratio Comparison
CYBIX has a 0.76% expense ratio, which is higher than CLDAX's 0.74% expense ratio.
Return for Risk
CYBIX vs. CLDAX — Risk / Return Rank
CYBIX
CLDAX
CYBIX vs. CLDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert High Yield Bond Fund (CYBIX) and Calvert Core Bond Fund (CLDAX). 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 | CLDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 0.89 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.27 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.40 | +0.77 |
Martin ratioReturn relative to average drawdown | 9.45 | 4.35 | +5.09 |
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 | CLDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 0.89 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | -0.03 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.48 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.82 | +0.23 |
Correlation
The correlation between CYBIX and CLDAX is 0.15, 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
CYBIX vs. CLDAX - Dividend Comparison
CYBIX's dividend yield for the trailing twelve months is around 5.10%, more than CLDAX's 3.90% 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% |
CLDAX Calvert Core Bond Fund | 3.90% | 4.24% | 4.16% | 3.17% | 1.80% | 6.08% | 5.22% | 3.04% | 3.63% | 3.02% | 7.02% | 2.85% |
Drawdowns
CYBIX vs. CLDAX - Drawdown Comparison
The maximum CYBIX drawdown since its inception was -32.13%, which is greater than CLDAX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for CYBIX and CLDAX.
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Drawdown Indicators
| CYBIX | CLDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.13% | -18.88% | -13.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -3.04% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | -18.21% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -17.55% | -18.88% | +1.33% |
Current DrawdownCurrent decline from peak | -1.83% | -4.11% | +2.28% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -3.92% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.98% | -0.38% |
Volatility
CYBIX vs. CLDAX - Volatility Comparison
The current volatility for Calvert High Yield Bond Fund (CYBIX) is 1.46%, while Calvert Core Bond Fund (CLDAX) has a volatility of 1.60%. This indicates that CYBIX experiences smaller price fluctuations and is considered to be less risky than CLDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CYBIX | CLDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 1.60% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 2.56% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 4.27% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.51% | 5.59% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.59% | 6.85% | -2.26% |