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PTIAX vs. CFICX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTIAX and CFICX is -0.11. 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.


Performance

PTIAX vs. CFICX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Trust Strategic Bond Fund (PTIAX) and Calvert Income Fund (CFICX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PTIAX:

0.68

CFICX:

1.32

Sortino Ratio

PTIAX:

1.01

CFICX:

1.94

Omega Ratio

PTIAX:

1.12

CFICX:

1.23

Calmar Ratio

PTIAX:

0.49

CFICX:

0.61

Martin Ratio

PTIAX:

2.05

CFICX:

4.45

Ulcer Index

PTIAX:

1.80%

CFICX:

1.41%

Daily Std Dev

PTIAX:

5.36%

CFICX:

4.85%

Max Drawdown

PTIAX:

-16.42%

CFICX:

-92.23%

Current Drawdown

PTIAX:

-3.24%

CFICX:

-3.53%

Returns By Period

In the year-to-date period, PTIAX achieves a 0.66% return, which is significantly lower than CFICX's 1.94% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: PTIAX at 2.82% and CFICX at 2.82%.


PTIAX

YTD

0.66%

1M

0.13%

6M

0.35%

1Y

3.65%

3Y*

2.53%

5Y*

1.09%

10Y*

2.82%

CFICX

YTD

1.94%

1M

1.10%

6M

2.35%

1Y

6.34%

3Y*

3.73%

5Y*

2.16%

10Y*

2.82%

*Annualized

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Calvert Income Fund

PTIAX vs. CFICX - Expense Ratio Comparison

PTIAX has a 0.76% expense ratio, which is lower than CFICX's 0.92% expense ratio.


Risk-Adjusted Performance

PTIAX vs. CFICX — Risk-Adjusted Performance Rank

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

PTIAX
The Risk-Adjusted Performance Rank of PTIAX is 6565
Overall Rank
The Sharpe Ratio Rank of PTIAX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PTIAX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of PTIAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of PTIAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of PTIAX is 6363
Martin Ratio Rank

CFICX
The Risk-Adjusted Performance Rank of CFICX is 8484
Overall Rank
The Sharpe Ratio Rank of CFICX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CFICX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of CFICX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CFICX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of CFICX is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTIAX vs. CFICX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Trust Strategic Bond Fund (PTIAX) and Calvert Income Fund (CFICX). 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.


The current PTIAX Sharpe Ratio is 0.68, which is lower than the CFICX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of PTIAX and CFICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PTIAX vs. CFICX - Dividend Comparison

PTIAX's dividend yield for the trailing twelve months is around 4.57%, less than CFICX's 5.23% yield.


TTM20242023202220212020201920182017201620152014
PTIAX
Performance Trust Strategic Bond Fund
4.57%4.45%4.03%3.96%3.26%3.86%4.12%4.47%5.51%5.49%4.87%4.54%
CFICX
Calvert Income Fund
5.23%5.35%4.67%3.84%2.70%2.98%3.25%3.60%2.95%3.22%2.88%2.93%

Drawdowns

PTIAX vs. CFICX - Drawdown Comparison

The maximum PTIAX drawdown since its inception was -16.42%, smaller than the maximum CFICX drawdown of -92.23%. Use the drawdown chart below to compare losses from any high point for PTIAX and CFICX. For additional features, visit the drawdowns tool.


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Volatility

PTIAX vs. CFICX - Volatility Comparison

Performance Trust Strategic Bond Fund (PTIAX) has a higher volatility of 1.60% compared to Calvert Income Fund (CFICX) at 1.34%. This indicates that PTIAX's price experiences larger fluctuations and is considered to be riskier than CFICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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