Calvert Responsible Competition

CGARX Fund

USD 27.02 0.94 3.36%

Calvert Responsible Index competes with Calvert Developed, Calvert Developed, Calvert Short, Calvert International, and Calvert Short; as well as few others. The fund is listed under Allocation--85%+ Equity category and is part of Calvert Research and Management family. Analyzing Calvert Responsible competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Calvert Responsible to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Calvert Responsible Correlation with its peers.

You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Calvert Responsible competition on your existing holdings.

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Hype

Prediction

Low	Estimated	High
27.35	27.96	28.57

Details

Intrinsic

Valuation

Low	Real	High
27.35	27.96	28.57

Details

Calvert Responsible Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Calvert Responsible and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Calvert and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Calvert Responsible Index does not affect the price movement of the other competitor.

	CDHIX	CDHAX	CDICX	CDHRX	CDSRX	CDSIX	CVMAX	CVMRX	CVMIX	CVMCX
CDHIX		1.0	0.71	1.0	0.18	0.58	0.81	0.72	0.82	0.8	CDHIX
CDHAX	1.0		0.71	1.0	0.18	0.58	0.82	0.72	0.82	0.81	CDHAX
CDICX	0.71	0.71		0.71	0.61	0.86	0.55	0.46	0.55	0.54	CDICX
CDHRX	1.0	1.0	0.71		0.18	0.58	0.81	0.72	0.82	0.8	CDHRX
CDSRX	0.18	0.18	0.61	0.18		0.82	-0.07	-0.14	-0.07	-0.07	CDSRX
CDSIX	0.58	0.58	0.86	0.58	0.82		0.33	0.23	0.33	0.32	CDSIX
CVMAX	0.81	0.82	0.55	0.81	-0.07	0.33		0.93	1.0	1.0	CVMAX
CVMRX	0.72	0.72	0.46	0.72	-0.14	0.23	0.93		0.94	0.93	CVMRX
CVMIX	0.82	0.82	0.55	0.82	-0.07	0.33	1.0	0.94		1.0	CVMIX
CVMCX	0.8	0.81	0.54	0.8	-0.07	0.32	1.0	0.93	1.0		CVMCX
	CDHIX	CDHAX	CDICX	CDHRX	CDSRX	CDSIX	CVMAX	CVMRX	CVMIX	CVMCX

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High positive correlations

CDHAX	+ 1.0	CDHIX
CDHRX	+ 1.0	CDHIX
CDHRX	+ 1.0	CDHAX
CVMIX	+ 1.0	CVMAX
CVMCX	+ 1.0	CVMAX
CVMCX	+ 1.0	CVMIX

High negative correlations

CVMRX	- 0.14	CDSRX
CVMCX	- 0.07	CDSRX
CVMIX	- 0.07	CDSRX
CVMAX	- 0.07	CDSRX

Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Responsible Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Calvert Responsible's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
CDHIX	0.63	(0.15)	(7.54)	1.06	(1.34)	5.46
CDHAX	0.63	(0.14)	(5.32)	1.07	(1.33)	5.28
CDICX	0.08	(0.02)	2.37	0.13	(0.19)	0.58
CDHRX	0.63	(0.15)	(7.97)	1.06	(1.35)	5.56
CDSRX	0.09	(0.01)	(0.84)	0.19	(0.13)	0.83
CDSIX	0.08	(0.02)	(1.22)	0.19	(0.13)	0.64
CVMAX	0.69	(0.08)	(0.81)	1.43	(1.70)	5.41
CVMRX	0.74	(0.03)	(0.13)	1.60	(1.69)	5.37
CVMIX	0.69	(0.08)	(0.90)	1.41	(1.68)	5.46
CVMCX	0.69	(0.07)	(0.67)	1.37	(1.66)	5.47

Unable to evaluate fundamental data of [CDHIX, CDHAX, CDICX, CDHRX, CDSRX, CDSIX, CVMAX, CVMRX, CVMIX, CVMCX] at this time. Please try again later

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Calvert Responsible Competitive Analysis

The better you understand Calvert Responsible competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Calvert Responsible's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Calvert Responsible's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	CGARX	CDHIX	CDHAX	CDICX	CDHRX	CDSRX	CDSIX	CVMAX	CVMRX	CVMIX
	3.36 27.02 Calvert	0.07 29.64 Calvert	0.07 29.24 Calvert	0.06 15.53 Calvert	0.07 29.58 Calvert	0.06 15.70 Calvert	0.06 15.70 Calvert	0.69 17.27 Calvert	0.34 17.56 Calvert	0.63 17.43 Calvert
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Cautious Hold	Sell	Sell	Hold	Sell	Cautious Hold	Cautious Hold	Cautious Hold	Cautious Hold	Cautious Hold
Net Asset	338.6 M	829.78 M	829.78 M	2.1 B	151.87 M	1.62 B	2.1 B	2.36 B	2.12 B	2.36 B
Minimum Initial Investment	N/A	N/A	N/A	1 K	1000 K	N/A	N/A	1 K	N/A	N/A
Price To Book	N/A	N/A	N/A	N/A	N/A	N/A	N/A	2.23	N/A	1.73
Five Year Return	N/A	5.75	5.48	1.74	5.78	2.82	2.76	0.26	0.58	0.5
One Year Return	15.67	7.79	7.51	4.51	7.84	5.8	5.74	11.61	11.89	11.87
Last Dividend Paid	N/A	0.35	0.22	0.01	0.36	0.03	0.03	0.06	0.1	0.09
Price To Earning	N/A	N/A	N/A	N/A	N/A	N/A	N/A	16.31	N/A	13.57
Price To Sales	N/A	N/A	N/A	N/A	N/A	N/A	N/A	1.74	N/A	1.25
Cash Position Weight	N/A	0.14	0.14	1.83	0.72	1.11	1.11	1.86	1.29	1.29
Equity Positions Weight	N/A	99.76	99.76	N/A	99.17	N/A	N/A	98.03	98.53	98.53
Three Year Return	N/A	1.78	1.51	1.59	1.8	2.71	2.64	-3.59	-3.3	-3.35
Annual Yield	0.0153	0.0184	0.0166	0.0011	0.019	0.0024	0.0037	0.0067	0.0097	0.0085
Year To Date Return	13.51	4.84	4.58	4.32	4.9	5.45	5.39	7.65	7.91	7.91
Bond Positions Weight	N/A	N/A	N/A	93.55	N/A	9.67	9.67	0.11	N/A	N/A
Ten Year Return	N/A	N/A	N/A	1.33	N/A	2.12	2.55	N/A	N/A	N/A
Daily Balance Of Power	(9,223,372,036,855)	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	(9,223,372,036,855)	9.2 T	(9,223,372,036,855)
Day Typical Price	27.02	29.64	29.24	15.53	29.58	15.7	15.7	17.27	17.56	17.43
Period Momentum Indicator	(0.94)	0.02	0.02	0.01	0.02	0.01	0.01	(0.12)	0.06	(0.11)
Rate Of Daily Change	0.97	1.0	1.0	1.0	1.0	1.0	1.0	0.99	1.0	0.99
Day Median Price	27.02	29.64	29.24	15.53	29.58	15.7	15.7	17.27	17.56	17.43
Price Action Indicator	(0.47)	0.01	0.01	0.005	0.01	0.005	0.005	(0.06)	0.03	(0.06)
Coefficient Of Variation	15203.63	(622.82)	(626.16)	(984.88)	(620.72)	(7,624)	(1,354)	(1,492)	(7,699)	(1,435)
Mean Deviation	0.4511	0.6319	0.626	0.0835	0.6339	0.0949	0.0848	0.6932	0.7413	0.6933
Jensen Alpha	(0.01)	(0.15)	(0.14)	(0.02)	(0.15)	(0.01)	(0.02)	(0.08)	(0.03)	(0.08)
Total Risk Alpha	(0.04)	(0.19)	(0.19)	(0.03)	(0.19)	(0.02)	(0.02)	(0.12)	(0.08)	(0.13)
Sortino Ratio	(0.07)	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Downside Variance	0.4465	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Standard Deviation	0.6038	0.8438	0.8336	0.1142	0.8482	0.1397	0.1163	0.9286	1.01	0.9318
Kurtosis	3.26	2.48	2.15	1.98	2.7	3.92	2.33	1.8	1.73	1.87
Potential Upside	0.7568	1.06	1.07	0.1285	1.06	0.1919	0.191	1.43	1.6	1.41
Treynor Ratio	(0.06)	(7.54)	(5.32)	2.37	(7.97)	(0.84)	(1.22)	(0.81)	(0.13)	(0.90)
Maximum Drawdown	3.74	5.46	5.28	0.5793	5.56	0.8282	0.637	5.41	5.37	5.46
Variance	0.3646	0.712	0.695	0.013	0.7194	0.0195	0.0135	0.8623	1.01	0.8682
Market Risk Adjusted Performance	(0.05)	(7.53)	(5.31)	2.38	(7.96)	(0.83)	(1.21)	(0.80)	(0.12)	(0.89)
Risk Adjusted Performance	0.0021	(0.13)	(0.13)	(0.14)	(0.13)	(0.06)	(0.12)	(0.05)	(0.01)	(0.05)
Skewness	(0.98)	(0.56)	(0.45)	0.0283	(0.60)	1.0	0.2351	0.4286	0.6266	0.4464
Semi Deviation	0.6545	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Information Ratio	(0.08)	(0.22)	(0.22)	(0.57)	(0.22)	(0.39)	(0.53)	(0.12)	(0.07)	(0.13)
Value At Risk	(0.78)	(1.34)	(1.33)	(0.19)	(1.35)	(0.13)	(0.13)	(1.70)	(1.69)	(1.68)
Expected Short fall	(0.46)	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Downside Deviation	0.6682	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Semi Variance	0.4284	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A

Calvert Responsible Competition Performance Charts

Five steps to successful analysis of Calvert Responsible Competition

Calvert Responsible's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Calvert Responsible Index in relation to its competition. Calvert Responsible's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Calvert Responsible in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Calvert Responsible's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Calvert Responsible Index, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Calvert Responsible position

In addition to having Calvert Responsible in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Management

Companies providing management services to businesses. The Management theme has 39 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Management Theme or any other thematic opportunities.

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Other Information on Investing in Calvert Mutual Fund

Calvert Responsible financial ratios help investors to determine whether Calvert Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Calvert with respect to the benefits of owning Calvert Responsible security.

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