Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSXAX (CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS A) | -7.15% | 6.54% | 9.17% | 14.37% | 11.27% | 12.22% | 9.65% | 7.32% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSXAX (CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS A) | 12/20/2000 | 04/28/2025 |
The return data shown below all have the same latest date: 04/28/2025.
AR inception is since 12/20/2000.
AR inception is since 12/20/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.31 | 6.54 | 9.17 | 14.37 | 11.27 | 12.22 | 9.65 | 7.32 | -7.15 | 22.80 | 26.93 | -21.87 | 25.00 | 25.82 | 32.43 | -4.39 | 20.74 | 10.34 | 0.76 | 13.75 | 34.31 | 17.05 | -0.51 | 13.40 | 34.12 | -40.04 | 2.66 | 11.39 | 3.07 | 7.75 | 29.56 | -24.68 | -14.17 | 4.46 |
| Sharpe Ratio | NA | 0.09 | 0.23 | 0.64 | 0.51 | NA | NA | 0.29 | -0.83 | 1.21 | 1.64 | -0.91 | 1.82 | 0.74 | 2.34 | -0.33 | 2.82 | 0.75 | 0.05 | 1.16 | 3.05 | 1.28 | -0.02 | 0.72 | 1.17 | -0.98 | -0.02 | 0.75 | 0.09 | 0.57 | 1.59 | -0.92 | -0.67 | 20.56 |
| Standard Deviation(%) | NA | 20.03 | 19.51 | 18.75 | 18.89 | NA | NA | 20.20 | 29.25 | 13.45 | 13.97 | 25.76 | 13.70 | 34.23 | 13.24 | 17.43 | 7.15 | 13.59 | 15.57 | 11.86 | 11.25 | 13.38 | 23.46 | 18.47 | 29.02 | 41.82 | 15.81 | 10.80 | 10.44 | 11.89 | 18.20 | 28.04 | 24.95 | 25.34 |
| Draw Down(%) | NA | 20.40 | 20.40 | 27.50 | 32.85 | NA | NA | 57.87 | 19.98 | 9.11 | 11.29 | 27.45 | 5.61 | 32.85 | 6.89 | 19.85 | 2.81 | 11.46 | 12.07 | 7.54 | 4.93 | 10.47 | 18.65 | 16.03 | 27.39 | 50.04 | 10.17 | 8.72 | 8.84 | 10.26 | 14.11 | 36.97 | 33.53 | 1.54 |
| Yield(%) | 0.00 | 0.84 | 0.92 | 1.24 | 2.57 | 3.93 | 3.40 | 2.48 | 0.00 | 0.90 | 1.03 | 0.73 | 0.77 | 0.95 | 1.24 | 3.77 | 2.52 | 3.67 | 6.92 | 3.68 | 3.83 | 1.27 | 0.87 | 0.92 | 1.23 | 0.80 | 1.09 | 1.00 | 0.78 | 1.05 | 0.59 | 0.32 | 0.28 | 0.30 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSXAX (CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS A) |
-18.06%
Feb 2006 - Feb 2009 |
-9.36%
Feb 2004 - Feb 2009 |
-0.59%
Jan 2001 - Jan 2011 |
3.01%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSXAX (CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS A) |
27.71%
Dec 2018 - Dec 2021 |
23.91%
Feb 2009 - Feb 2014 |
17.01%
Sep 2011 - Sep 2021 |
16.01%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart