PTIAX vs. CFICX
Compare and contrast key facts about Performance Trust Strategic Bond Fund (PTIAX) and Calvert Income Fund (CFICX).
PTIAX is managed by Performance Trust Asset Management. It was launched on Aug 31, 2010. CFICX is managed by Calvert Research and Management. It was launched on Oct 12, 1982.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTIAX or CFICX.
Key characteristics
| PTIAX | CFICX | |
|---|---|---|
| YTD Return | 4.34% | 4.98% |
| 1Y Return | 10.97% | 13.39% |
| 3Y Return (Ann) | -0.87% | -1.63% |
| 5Y Return (Ann) | 1.11% | 1.48% |
| 10Y Return (Ann) | 3.04% | 2.75% |
| Sharpe Ratio | 1.92 | 2.19 |
| Sortino Ratio | 2.77 | 3.27 |
| Omega Ratio | 1.34 | 1.41 |
| Calmar Ratio | 0.81 | 0.77 |
| Martin Ratio | 8.58 | 10.47 |
| Ulcer Index | 1.20% | 1.19% |
| Daily Std Dev | 5.34% | 5.69% |
| Max Drawdown | -16.42% | -20.79% |
| Current Drawdown | -3.13% | -4.99% |
Correlation
The correlation between PTIAX and CFICX is 0.74, 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.
Performance
PTIAX vs. CFICX - Performance Comparison
In the year-to-date period, PTIAX achieves a 4.34% return, which is significantly lower than CFICX's 4.98% return. Over the past 10 years, PTIAX has outperformed CFICX with an annualized return of 3.04%, while CFICX has yielded a comparatively lower 2.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
PTIAX vs. CFICX - Dividend Comparison
PTIAX's dividend yield for the trailing twelve months is around 4.34%, less than CFICX's 5.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTIAX Performance Trust Strategic Bond Fund | 4.34% | 4.03% | 3.96% | 3.26% | 3.86% | 4.12% | 4.47% | 5.51% | 5.49% | 4.87% | 4.54% | 4.20% |
CFICX Calvert Income Fund | 5.28% | 4.67% | 3.84% | 2.70% | 2.98% | 3.25% | 3.60% | 2.95% | 3.22% | 2.88% | 2.93% | 2.79% |
Drawdowns
PTIAX vs. CFICX - Drawdown Comparison
The maximum PTIAX drawdown since its inception was -16.42%, smaller than the maximum CFICX drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for PTIAX and CFICX. For additional features, visit the drawdowns tool.
Volatility
PTIAX vs. CFICX - Volatility Comparison
Performance Trust Strategic Bond Fund (PTIAX) has a higher volatility of 1.66% compared to Calvert Income Fund (CFICX) at 1.45%. 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.