CWVIX: CALVERT INTERNATIONAL EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info 27.44 0.01(0.04%) July 25
See more info about CWVIX| Asset Class: | Foreign Large Blend |
| MyPlanIQ Rating: | (76%) |
| Start Date: | 02/28/2001 |
| Last Dividend Date: | 12/19/2024 |
| 12-Mo. Yield | 1.26% |
| Expenses | 1.89% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 07/18/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/28/2001 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.6 | 15.0 | 11.1 | 10.0 | 5.8 | 5.3 | 6.0 | 4.2 | 3.9 | 1.5 | 15.6 | -20.1 | 6.6 | 17.9 | 31.1 | -11.1 | 21.7 | -3.5 | 0.2 | -6.7 | 23.3 | 18.5 | -13.3 | 6.6 | 22.9 | -46.0 | 2.6 | 27.5 | 11.9 | 18.3 | 30.1 | -12.7 | -17.6 |
| Sharpe Ratio | NA | 1.1 | 0.27 | 0.44 | 0.21 | 0.21 | NA | NA | 0.14 | -0.39 | 0.86 | -0.9 | 0.48 | 0.6 | 2.67 | -0.9 | 2.76 | -0.21 | 0.01 | -0.62 | 1.94 | 1.19 | -0.51 | 0.32 | 0.85 | -1.15 | -0.02 | 1.64 | 0.97 | 1.27 | 2.19 | -0.83 | -1.23 |
| Draw Down(%) | NA | 14.6 | 16.1 | 18.3 | 36.6 | 36.6 | NA | NA | 64.8 | 10.7 | 16.4 | 31.6 | 10.6 | 30.2 | 6.7 | 19.1 | 2.5 | 11.9 | 14.2 | 12.8 | 9.4 | 14.6 | 25.7 | 16.9 | 28.6 | 56.3 | 14.5 | 15.6 | 8.0 | 12.4 | 14.3 | 24.5 | 29.8 |
| Standard Deviation(%) | NA | 18.6 | 16.7 | 16.2 | 16.7 | 17.2 | NA | NA | 18.9 | 13.1 | 13.3 | 23.8 | 13.5 | 29.2 | 11.1 | 13.8 | 7.7 | 17.8 | 15.3 | 10.8 | 12.0 | 15.6 | 26.1 | 20.6 | 26.8 | 40.8 | 20.6 | 14.8 | 10.0 | 13.7 | 13.4 | 16.7 | 18.7 |
| Treynor Ratio | NA | 0.2 | 0.04 | 0.07 | 0.03 | 0.04 | NA | NA | 0.03 | -0.05 | 0.12 | -0.2 | 0.07 | 0.24 | 0.3 | -0.12 | 0.22 | -0.04 | 0.0 | -0.08 | 0.27 | 0.21 | -0.14 | 0.07 | 0.26 | -0.49 | 0.0 | 0.24 | 0.11 | 0.2 | 0.33 | -0.17 | -0.24 |
| Alpha | NA | -0.05 | -0.03 | -0.02 | -0.02 | 0.0 | NA | NA | -0.01 | -0.01 | -0.01 | -0.03 | -0.02 | 0.05 | 0.03 | 0.01 | -0.01 | -0.03 | 0.01 | -0.01 | 0.02 | 0.01 | -0.01 | -0.01 | -0.01 | -0.04 | -0.04 | 0.01 | 0.0 | 0.01 | -0.01 | -0.01 | -0.02 |
| Beta | NA | 1.01 | 0.99 | 1.0 | 1.01 | 0.93 | NA | NA | 0.93 | 0.98 | 0.96 | 1.07 | 0.92 | 0.74 | 1.0 | 1.0 | 0.96 | 0.98 | 0.95 | 0.89 | 0.87 | 0.89 | 0.94 | 0.93 | 0.88 | 0.95 | 1.11 | 1.0 | 0.86 | 0.88 | 0.89 | 0.8 | 0.95 |
| RSquared | NA | 0.93 | 0.91 | 0.91 | 0.89 | 0.77 | NA | NA | 0.85 | 0.87 | 0.87 | 0.94 | 0.75 | 0.47 | 0.91 | 0.93 | 0.87 | 0.94 | 0.92 | 0.87 | 0.85 | 0.9 | 0.97 | 0.91 | 0.89 | 0.91 | 0.82 | 0.82 | 0.76 | 0.77 | 0.88 | 0.9 | 0.86 |
| Yield(%) | N/A | 0.0 | 1.3 | 1.2 | 1.1 | 1.5 | 1.8 | 2.6 | N/A | 1.3 | 1.1 | 0.9 | 1.2 | 0.5 | 1.5 | 1.2 | 2.0 | 3.1 | 1.6 | 1.1 | 2.0 | 1.8 | 1.3 | 0.6 | 1.9 | 2.2 | 9.3 | 14.5 | 1.3 | 1.6 | 1.3 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | -100.0 | 39.6 | 22.0 | -25.9 | -64.0 | N/A | N/A | N/A | 39.6 | -1.7 | -21.2 | 193.0 | -58.7 | 6.3 | -28.2 | -38.1 | 84.8 | 37.1 | -34.4 | 30.5 | 14.0 | 122.6 | -60.6 | -53.5 | -78.0 | -29.8 | 1213.2 | -11.7 | 59.0 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/28/2001
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Foreign Large Blend Asset Class Trend Rankings |
Top Rated Funds in Foreign Large Blend
Best Mutual Funds
- OAKIX (OAKMARK INTERNATIONAL FUND INVESTOR CLASS) 0.03% (100%)
- HAINX (HARBOR INTERNATIONAL FUND INSTITUTIONAL CLASS) 0.26% (99%)
- DODFX (DODGE & COX INTERNATIONAL STOCK FUND DODGE & COX INTERNATIONAL STOCK FUND) 0.32% (99%)
- PIPDX (PIMCO INTERNATIONAL STOCKSPLUS TR STRATEGY FUND (U.S. DOLLAR-HEDGED) D) 0.60% (99%)
- FDIVX (FIDELITY DIVERSIFIED INTERNATIONAL FUND FIDELITY DIVERSIFIED INTERNATIONAL FUND) 0.16% (98%)
- VTMGX (VANGUARD DEVELOPED MARKETS INDEX FUND ADMIRAL SHARES) 0.11% (98%)
- LLINX (LONGLEAF PARTNERS INTERNATIONAL FUND LONGLEAF PARTNERS INTERNATIONAL FUND) 0.28% (96%)
- SGOIX (FIRST EAGLE OVERSEAS FUND CLASS I) 0.07% (96%)
- EXOSX (OVERSEAS SERIES CLASS I) 0.08% (96%)
- BISIX (BLACKROCK INTERNATIONAL DIVIDEND FUND INSTITUTIONAL) (96%)
Best ETFs
- EFA (iShares MSCI EAFE ETF) 0.12% (100%)
- PID (Invesco International Dividend Achievers ETF) 0.28% (99%)
- ACWX (iShares MSCI ACWI ex U.S. ETF) 0.16% (98%)
- CWI (SPDR MSCI ACWI ex-US ETF) 0.03% (97%)
- VEA (Vanguard FTSE Developed Markets ETF) 0.12% (97%)
- VEU (Vanguard FTSE All-World ex-US Index Fund) 0.22% (97%)
- SCHF (Schwab International Equity ETF) 0.09% (33%)
- VXUS (Vanguard Total International Stock ETF) 0.16% (29%)
- DBEF (Xtrackers MSCI EAFE Hedged Equity ETF) 0.0% (27%)
- EFAV (iShares MSCI EAFE Min Vol Factor ETF) 0.26% (27%)
