VEIGX vs. CSIEX
VEIGX (Vanguard Global ESG Select Stock Fund Investor Shares) and CSIEX (Calvert Equity Fund) are both mutual funds - VEIGX is a ESG fund managed by Vanguard, while CSIEX is a Large Cap Growth Equities fund managed by Calvert Research and Management. Over the past 5 years, VEIGX returned 10.72%/yr vs 3.05%/yr for CSIEX. Their correlation of 0.84 suggests significant overlap in exposure. VEIGX charges 0.56%/yr vs 0.91%/yr for CSIEX.
Performance
VEIGX vs. CSIEX - Performance Comparison
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Returns By Period
In the year-to-date period, VEIGX achieves a 11.31% return, which is significantly higher than CSIEX's -10.57% return.
VEIGX
- 1D
- 0.69%
- 1M
- 2.76%
- YTD
- 11.31%
- 6M
- 10.36%
- 1Y
- 16.44%
- 3Y*
- 16.61%
- 5Y*
- 10.72%
- 10Y*
- —
CSIEX
- 1D
- 1.40%
- 1M
- -1.13%
- YTD
- -10.57%
- 6M
- -11.26%
- 1Y
- -7.61%
- 3Y*
- 4.72%
- 5Y*
- 3.05%
- 10Y*
- 11.81%
VEIGX vs. CSIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares | 11.31% | 12.19% | 16.20% | 19.49% | -10.85% | 22.19% | 19.30% | 11.76% |
CSIEX Calvert Equity Fund | -10.57% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 10.11% |
Correlation
The correlation between VEIGX and CSIEX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019 | 0.84 |
The correlation between VEIGX and CSIEX shifts across timeframes, from 0.71 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VEIGX vs. CSIEX — Risk / Return Rank
VEIGX
CSIEX
VEIGX vs. CSIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Calvert Equity Fund (CSIEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VEIGX | CSIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.91 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | -0.55 | +2.03 |
| Martin ratioReturn relative to average drawdown | 5.59 | -1.19 | +6.77 |
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Drawdowns
VEIGX vs. CSIEX - Drawdown Comparison
The maximum VEIGX drawdown since its inception was -30.54%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for VEIGX and CSIEX.
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Drawdown Indicators
| VEIGX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.54% | -50.81% | +20.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -14.28% | +3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -14.53% | -14.87% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -25.71% | +1.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.50% | — |
Current DrawdownCurrent decline from peak | -0.87% | -12.72% | +11.85% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -6.24% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 6.61% | -3.76% |
Volatility
VEIGX vs. CSIEX - Volatility Comparison
Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Calvert Equity Fund (CSIEX) have volatilities of 4.90% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEIGX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.80% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 10.14% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 12.71% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 16.31% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 17.16% | +0.17% |
VEIGX vs. CSIEX - Expense Ratio Comparison
VEIGX has a 0.56% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Dividends
VEIGX vs. CSIEX - Dividend Comparison
VEIGX's dividend yield for the trailing twelve months is around 3.84%, less than CSIEX's 25.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 25.68% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares | 3.84% | 4.54% | 4.87% | 1.72% | 2.11% | 2.63% | 0.99% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VEIGX and CSIEX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEIGX has higher volatility (4.90%) compared to CSIEX (4.80%). In terms of maximum drawdown, VEIGX dropped -30.54% vs CSIEX's -50.81%.
VEIGX currently has the higher Sharpe Ratio (1.19 vs -0.62), 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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