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MAIIX vs. CDHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAIIX vs. CDHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (MAIIX) and Calvert International Responsible Index Fund (CDHIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAIIX achieves a 9.66% return, which is significantly lower than CDHIX's 19.91% return. Over the past 10 years, MAIIX has underperformed CDHIX with an annualized return of 9.36%, while CDHIX has yielded a comparatively higher 11.02% annualized return.


MAIIX

1D
0.38%
1M
4.17%
YTD
9.66%
6M
12.02%
1Y
22.42%
3Y*
17.16%
5Y*
8.87%
10Y*
9.36%

CDHIX

1D
0.49%
1M
8.77%
YTD
19.91%
6M
23.24%
1Y
37.84%
3Y*
21.74%
5Y*
10.70%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAIIX vs. CDHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAIIX
iShares MSCI EAFE International Index Fund
9.66%31.62%3.65%18.35%-14.15%11.25%8.03%21.82%-13.43%25.24%
CDHIX
Calvert International Responsible Index Fund
19.91%33.29%5.04%20.03%-19.22%12.57%15.33%24.38%-13.67%25.31%

Correlation

The correlation between MAIIX and CDHIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.98

The correlation between MAIIX and CDHIX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

MAIIX vs. CDHIX — Risk / Return Rank

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

MAIIX
MAIIX Risk / Return Rank: 2626
Overall Rank
MAIIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MAIIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MAIIX Omega Ratio Rank: 2525
Omega Ratio Rank
MAIIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MAIIX Martin Ratio Rank: 3131
Martin Ratio Rank

CDHIX
CDHIX Risk / Return Rank: 5858
Overall Rank
CDHIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CDHIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
CDHIX Omega Ratio Rank: 5555
Omega Ratio Rank
CDHIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
CDHIX Martin Ratio Rank: 5959
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.

MAIIX vs. CDHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) and Calvert International Responsible Index Fund (CDHIX). 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.


MAIIXCDHIXDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.26

1.41

-0.15

Calmar ratioReturn relative to maximum drawdown

1.91

2.94

-1.04

Martin ratioReturn relative to average drawdown

7.14

11.71

-4.57

MAIIX vs. CDHIX - Sharpe Ratio Comparison

The current MAIIX Sharpe Ratio is 1.43, which is lower than the CDHIX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of MAIIX and CDHIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MAIIXCDHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.29

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.66

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.67

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.65

-0.34

Drawdowns

MAIIX vs. CDHIX - Drawdown Comparison

The maximum MAIIX drawdown since its inception was -61.05%, which is greater than CDHIX's maximum drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for MAIIX and CDHIX.


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Drawdown Indicators


MAIIXCDHIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.05%

-32.32%

-28.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-12.61%

+1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

-13.41%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-32.01%

+2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

-32.32%

-1.69%

Current Drawdown

Current decline from peak

-0.38%

0.00%

-0.38%

Average Drawdown

Average peak-to-trough decline

-15.34%

-6.32%

-9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.16%

-0.14%

Volatility

MAIIX vs. CDHIX - Volatility Comparison

The current volatility for iShares MSCI EAFE International Index Fund (MAIIX) is 4.72%, while Calvert International Responsible Index Fund (CDHIX) has a volatility of 5.76%. This indicates that MAIIX experiences smaller price fluctuations and is considered to be less risky than CDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAIIXCDHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

5.76%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

13.58%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.11%

16.21%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

16.28%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

16.54%

+0.11%

MAIIX vs. CDHIX - Expense Ratio Comparison

MAIIX has a 0.09% expense ratio, which is lower than CDHIX's 0.29% expense ratio.


Dividends

MAIIX vs. CDHIX - Dividend Comparison

MAIIX's dividend yield for the trailing twelve months is around 3.38%, more than CDHIX's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
CDHIX
Calvert International Responsible Index Fund
2.83%3.39%2.87%2.00%1.92%2.00%1.25%1.72%2.25%1.35%2.01%0.00%
MAIIX
iShares MSCI EAFE International Index Fund
3.38%3.71%3.38%3.16%2.76%3.00%1.94%3.29%4.53%2.42%2.81%2.40%

Frequently Asked Questions


With a correlation of 0.96, MAIIX and CDHIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CDHIX has higher volatility (5.76%) compared to MAIIX (4.72%). In terms of maximum drawdown, MAIIX dropped -61.05% vs CDHIX's -32.32%.

CDHIX currently has the higher Sharpe Ratio (2.29 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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