Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CISIX (CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS I) | 6.34% | 13.21% | 18.68% | 14.89% | 13.20% | 14.78% | 10.51% | 7.43% |
Data as of 07/03/2025, AR inception is 09/12/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CISIX (CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS I) | 09/12/2000 | 07/03/2025 |
| 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 (%) | 2.69 | 13.21 | 18.68 | 14.89 | 13.20 | 14.78 | 10.51 | 7.43 | 6.34 | 23.14 | 27.27 | -21.68 | 25.32 | 26.12 | 32.82 | -4.07 | 21.18 | 10.70 | 1.14 | 14.41 | 35.04 | 17.71 | 0.05 | 14.16 | 34.84 | -39.68 | 3.23 | 11.95 | 3.50 | 8.14 | 30.16 | -24.45 | -13.83 | -15.35 |
| Sharpe Ratio | NA | 0.43 | 0.77 | 0.75 | 0.60 | NA | NA | 0.29 | 0.23 | 1.23 | 1.66 | -0.90 | 1.85 | 0.75 | 2.37 | -0.31 | 2.88 | 0.77 | 0.07 | 1.21 | 3.11 | 1.34 | 0.00 | 0.76 | 1.20 | -0.97 | 0.02 | 0.81 | 0.13 | 0.61 | 1.62 | -0.91 | -0.66 | -1.62 |
| Standard Deviation(%) | NA | 20.47 | 18.07 | 18.31 | 18.93 | NA | NA | 20.29 | 24.99 | 13.43 | 13.95 | 25.76 | 13.70 | 34.18 | 13.24 | 17.43 | 7.16 | 13.65 | 15.56 | 11.86 | 11.25 | 13.33 | 23.53 | 18.42 | 29.06 | 41.89 | 15.80 | 10.76 | 10.45 | 11.84 | 18.16 | 28.01 | 24.92 | 28.80 |
| Draw Down(%) | NA | 20.32 | 20.32 | 27.37 | 32.82 | NA | NA | 58.01 | 19.94 | 9.09 | 11.25 | 27.32 | 5.60 | 32.82 | 6.87 | 19.76 | 2.80 | 11.44 | 12.05 | 7.55 | 4.91 | 10.41 | 18.47 | 15.77 | 27.33 | 49.85 | 10.19 | 8.62 | 8.80 | 10.04 | 13.98 | 36.77 | 33.36 | 19.36 |
| Yield(%) | 0.00 | 0.99 | 1.28 | 1.37 | 2.94 | 5.24 | 3.75 | 2.40 | 0.00 | 1.15 | 1.28 | 0.90 | 0.99 | 1.16 | 1.50 | 3.97 | 2.83 | 4.09 | 7.18 | 3.93 | 4.33 | 1.49 | 1.49 | 1.72 | 1.80 | 1.40 | 1.54 | 0.98 | 0.79 | 2.28 | 0.58 | 0.32 | 0.36 | 0.28 |
Data as of 07/03/2025, AR inception is 09/12/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CISIX (CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS I) |
-17.60%
Feb 2006 - Feb 2009 |
-8.92%
Feb 2004 - Feb 2009 |
-1.64%
Oct 2000 - Oct 2010 |
3.52%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CISIX (CALVERT U.S. LARGE CAP CORE RESPONSIBLE INDEX FUND CLASS I) |
28.04%
Dec 2018 - Dec 2021 |
24.63%
Feb 2009 - Feb 2014 |
17.48%
Sep 2011 - Sep 2021 |
16.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart