Find A Portfolio/Ticker
Comparison Box
CSVIX: CALVERT SMALL CAP FUND CLASS I (MUTUAL FUND)
Basic Info 33.63 0.45(1.32%) April 25
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | (87%) |
Start Date: | 06/10/2005 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 0.31% |
Expenses | 0.94% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/24/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/13/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 0.7 | 6.7 | -0.3 | 6.6 | 8.5 | 11.8 | 8.0 | 11.7 | -15.9 | 20.1 | 15.0 | 26.3 | -6.6 | 13.9 | 20.6 | -0.6 | 7.7 | 41.9 | 16.2 | -4.3 | 24.1 | 21.6 | -33.2 | -2.1 | 21.0 | 0.1 |
Sharpe Ratio | NA | -0.18 | 0.04 | -0.11 | 0.22 | 0.38 | NA | 0.32 | 0.47 | -0.71 | 1.13 | 0.39 | 1.93 | -0.51 | 1.26 | 1.18 | -0.04 | 0.57 | 3.08 | 1.0 | -0.13 | 1.04 | 0.68 | -0.82 | -0.29 | 1.33 | -0.17 |
Draw Down(%) | NA | 7.6 | 17.1 | 25.0 | 36.3 | 36.3 | NA | 54.9 | 17.6 | 23.9 | 9.4 | 36.3 | 6.5 | 22.1 | 5.5 | 11.9 | 10.1 | 11.5 | 5.0 | 12.4 | 27.3 | 20.0 | 26.4 | 48.4 | 13.3 | 9.8 | 9.6 |
Standard Deviation(%) | NA | 15.7 | 15.3 | 19.3 | 23.5 | 19.5 | NA | 22.1 | 16.0 | 24.6 | 17.8 | 37.4 | 12.9 | 15.7 | 10.5 | 17.3 | 15.2 | 13.5 | 13.6 | 16.3 | 32.0 | 22.9 | 31.4 | 41.3 | 17.8 | 13.4 | 13.2 |
Treynor Ratio | NA | -0.03 | 0.01 | -0.03 | 0.06 | 0.08 | NA | 0.08 | 0.09 | -0.2 | 0.22 | 0.16 | 0.3 | -0.09 | 0.14 | 0.21 | -0.01 | 0.09 | 0.44 | 0.17 | -0.04 | 0.25 | 0.25 | -0.37 | -0.05 | 0.22 | -0.03 |
Alpha | NA | 0.01 | -0.03 | 0.0 | 0.0 | 0.0 | NA | 0.0 | -0.02 | 0.0 | 0.01 | -0.01 | 0.01 | 0.01 | -0.01 | 0.01 | 0.01 | 0.0 | 0.02 | 0.0 | -0.01 | -0.01 | -0.03 | 0.0 | -0.01 | 0.03 | -0.05 |
Beta | NA | 0.92 | 0.84 | 0.87 | 0.89 | 0.9 | NA | 0.91 | 0.82 | 0.88 | 0.9 | 0.91 | 0.84 | 0.88 | 0.97 | 0.99 | 0.93 | 0.9 | 0.95 | 0.97 | 1.0 | 0.94 | 0.86 | 0.91 | 0.93 | 0.81 | 0.85 |
RSquared | NA | 0.91 | 0.9 | 0.92 | 0.94 | 0.93 | NA | 0.94 | 0.9 | 0.94 | 0.89 | 0.96 | 0.92 | 0.92 | 0.87 | 0.92 | 0.88 | 0.9 | 0.9 | 0.93 | 0.98 | 0.96 | 0.96 | 0.97 | 0.92 | 0.85 | 0.84 |
Yield(%) | N/A | 0.0 | 0.3 | 2.7 | 2.6 | 5.5 | 9.5 | N/A | 0.4 | 1.2 | 7.8 | 0.1 | 1.7 | 5.1 | 13.7 | 1.7 | 8.2 | 11.8 | 13.9 | 5.1 | 1.6 | 0.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -75.6 | 76.3 | -65.1 | N/A | N/A | N/A | -75.6 | -81.9 | 6125.0 | -89.5 | -71.0 | -62.6 | 900.0 | -81.8 | -32.9 | 5.1 | 202.2 | 200.0 | 233.3 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/13/2005
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 SMALL BLEND Asset Class Trend Rankings |
Top Rated Funds in SMALL BLEND
Best Mutual Funds
- NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) (99%)
- DFSCX (U.S. MICRO CAP PORTFOLIO U.S. MICRO CAP PORTFOLIO - INSTITUTIONAL CLASS) (99%)
- IASCX (VOYA SMALL COMPANY PORTFOLIO CLASS ADV) (98%)
- RDVIX (ROYCE DIVIDEND VALUE FUND INVESTMENT CLASS) (96%)
- RMCFX (ROYCE MICRO-CAP FUND SERVICE CLASS) (96%)
- RSEFX (ROYCE SPECIAL EQUITY FUND SERVICE CLASS) (95%)
- RSEIX (ROYCE SPECIAL EQUITY FUND INSTITUTIONAL CLASS) (95%)
- RSQCX (ROYCE SPECIAL EQUITY FUND CONSULTANT CLASS) (95%)
- RTRIX (ROYCE TOTAL RETURN FUND INSTITUTIONAL CLASS) (94%)
- RYDVX (ROYCE DIVIDEND VALUE FUND SERVICE CLASS) (94%)
Best ETFs
- IWM (iShares Russell 2000 ETF) (99%)
- JKJ (iShares Morningstar Small-Cap ETF) (99%)
- IWC (iShares Micro-Cap ETF) (98%)
- EES (WisdomTree U.S. SmallCap Earnings Fund) (98%)
- FDM (First Trust Dow Jones Select MicroCap Index Fund) (98%)
- FYX (First Trust Small Cap Core AlphaDEX® Fund) (97%)
- IJR (iShares Core S&P Small-Cap ETF) (97%)
- PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF) (97%)
- RWJ (Invesco S&P SmallCap 600 Revenue ETF) (96%)
- VB (Vanguard Small-Cap Index Fund ETF Shares) (96%)