IOEZX vs. CSIFX
Compare and contrast key facts about ICON Equity Income Fund (IOEZX) and Calvert Balanced Fund (CSIFX).
IOEZX is managed by ICON Funds. It was launched on May 9, 2004. CSIFX is managed by Calvert Research and Management. It was launched on Oct 20, 1982.
Performance
IOEZX vs. CSIFX - Performance Comparison
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IOEZX vs. CSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOEZX ICON Equity Income Fund | 8.64% | 14.29% | 6.12% | 3.82% | -13.56% | 24.15% | 3.16% | 27.70% | -10.11% | 13.59% |
CSIFX Calvert Balanced Fund | -6.68% | 11.32% | 18.96% | 16.35% | -15.33% | 14.30% | 15.43% | 23.71% | -2.75% | 10.72% |
Returns By Period
In the year-to-date period, IOEZX achieves a 8.64% return, which is significantly higher than CSIFX's -6.68% return. Both investments have delivered pretty close results over the past 10 years, with IOEZX having a 8.27% annualized return and CSIFX not far ahead at 8.50%.
IOEZX
- 1D
- -0.67%
- 1M
- -4.99%
- YTD
- 8.64%
- 6M
- 12.25%
- 1Y
- 19.34%
- 3Y*
- 11.13%
- 5Y*
- 4.83%
- 10Y*
- 8.27%
CSIFX
- 1D
- 0.00%
- 1M
- -6.44%
- YTD
- -6.68%
- 6M
- -4.68%
- 1Y
- 6.76%
- 3Y*
- 11.15%
- 5Y*
- 6.46%
- 10Y*
- 8.50%
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IOEZX vs. CSIFX - Expense Ratio Comparison
IOEZX has a 1.00% expense ratio, which is higher than CSIFX's 0.91% expense ratio.
Return for Risk
IOEZX vs. CSIFX — Risk / Return Rank
IOEZX
CSIFX
IOEZX vs. CSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ICON Equity Income Fund (IOEZX) and Calvert Balanced Fund (CSIFX). 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.
| IOEZX | CSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.63 | +0.65 |
Sortino ratioReturn per unit of downside risk | 1.84 | 0.96 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.75 | +0.87 |
Martin ratioReturn relative to average drawdown | 6.69 | 2.98 | +3.71 |
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
| IOEZX | CSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.63 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.60 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.77 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.67 | -0.28 |
Correlation
The correlation between IOEZX and CSIFX is 0.80, 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.
Dividends
IOEZX vs. CSIFX - Dividend Comparison
IOEZX's dividend yield for the trailing twelve months is around 2.50%, less than CSIFX's 4.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOEZX ICON Equity Income Fund | 2.50% | 3.56% | 4.32% | 3.75% | 13.63% | 12.92% | 3.68% | 4.74% | 3.80% | 3.13% | 3.32% | 4.24% |
CSIFX Calvert Balanced Fund | 4.79% | 4.76% | 5.23% | 2.37% | 2.32% | 7.61% | 2.43% | 3.45% | 5.25% | 7.41% | 2.68% | 12.56% |
Drawdowns
IOEZX vs. CSIFX - Drawdown Comparison
The maximum IOEZX drawdown since its inception was -56.15%, which is greater than CSIFX's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for IOEZX and CSIFX.
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Drawdown Indicators
| IOEZX | CSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.15% | -38.68% | -17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -7.98% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -19.95% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.12% | -23.77% | -14.35% |
Current DrawdownCurrent decline from peak | -4.99% | -7.98% | +2.99% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -5.32% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.00% | +0.84% |
Volatility
IOEZX vs. CSIFX - Volatility Comparison
ICON Equity Income Fund (IOEZX) has a higher volatility of 4.25% compared to Calvert Balanced Fund (CSIFX) at 3.40%. This indicates that IOEZX's price experiences larger fluctuations and is considered to be riskier than CSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IOEZX | CSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.40% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 6.36% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 11.40% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 10.84% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 11.01% | +5.43% |