Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CWVIX (CALVERT INTERNATIONAL EQUITY FUND CLASS I) | 13.82% | 10.73% | 11.16% | 6.72% | 5.53% | 6.56% | 4.30% | 3.87% |
Data as of 07/01/2025, AR inception is 02/28/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CWVIX (CALVERT INTERNATIONAL EQUITY FUND CLASS I) | 02/28/2001 | 07/01/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.12 | 10.73 | 11.16 | 6.72 | 5.53 | 6.56 | 4.30 | 3.87 | 13.82 | 1.49 | 15.58 | -20.10 | 6.57 | 17.92 | 31.07 | -11.10 | 21.71 | -3.50 | 0.24 | -6.69 | 23.25 | 18.49 | -13.31 | 6.62 | 22.88 | -46.02 | 2.59 | 27.47 | 11.88 | 18.29 | 30.11 | -12.68 | -17.58 |
| Sharpe Ratio | NA | 0.43 | 0.45 | 0.29 | 0.22 | NA | NA | 0.14 | 1.41 | -0.39 | 0.86 | -0.90 | 0.48 | 0.60 | 2.67 | -0.90 | 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 |
| Standard Deviation(%) | NA | 16.79 | 16.30 | 16.79 | 17.26 | NA | NA | 18.96 | 19.34 | 13.08 | 13.29 | 23.83 | 13.51 | 29.20 | 11.12 | 13.85 | 7.67 | 17.83 | 15.29 | 10.76 | 11.99 | 15.64 | 26.05 | 20.63 | 26.82 | 40.76 | 20.57 | 14.79 | 10.05 | 13.70 | 13.41 | 16.70 | 18.69 |
| Draw Down(%) | NA | 16.12 | 18.33 | 36.56 | 36.56 | NA | NA | 64.83 | 14.56 | 10.69 | 16.40 | 31.58 | 10.61 | 30.16 | 6.69 | 19.14 | 2.48 | 11.94 | 14.18 | 12.85 | 9.43 | 14.60 | 25.74 | 16.85 | 28.62 | 56.33 | 14.52 | 15.65 | 8.03 | 12.43 | 14.32 | 24.46 | 29.83 |
| Yield(%) | 0.00 | 1.28 | 1.26 | 1.13 | 1.51 | 1.96 | 2.70 | 2.46 | 0.00 | 1.35 | 1.08 | 0.87 | 1.17 | 0.47 | 1.48 | 1.21 | 2.02 | 3.10 | 1.63 | 1.11 | 1.99 | 1.77 | 1.35 | 0.63 | 1.93 | 2.21 | 9.29 | 14.55 | 1.26 | 1.64 | 1.33 | 0.00 | 0.00 |
Data as of 07/01/2025, AR inception is 02/28/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWVIX (CALVERT INTERNATIONAL EQUITY FUND CLASS I) |
-19.63%
Feb 2006 - Feb 2009 |
-10.50%
May 2007 - May 2012 |
-1.86%
Dec 2006 - Dec 2016 |
-0.45%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWVIX (CALVERT INTERNATIONAL EQUITY FUND CLASS I) |
27.21%
Mar 2003 - Mar 2006 |
20.88%
Sep 2002 - Sep 2007 |
9.44%
Sep 2011 - Sep 2021 |
7.94%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart