Calvert Conservative Competition
| CFAIX Fund | USD 18.53 -0.20 -1.07% |
Correlation: Calvert Conservative vs MATTHEWS ASIA Summary
Weak diversification
Calvert Conservative currently posts a 0.41 correlation with MATTHEWS ASIA, indicating a Weak diversification relationship for the active sample. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
Moving together with Calvert Mutual Fund
| 0.81 | VWIAX | Vanguard Wellesley Income | PairCorr |
| 0.81 | VWINX | Vanguard Wellesley Income | PairCorr |
| 0.85 | BKMIX | BlackRock Multi Asset | PairCorr |
| 0.82 | HBLTX | Hartford Balanced | PairCorr |
| 0.84 | HBLRX | Hartford Balanced | PairCorr |
Moving against Calvert Mutual Fund
The mean reversion principle applied to Calvert Conservative's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Calvert Conservative's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in Calvert Conservative's price is a well-documented phenomenon in academic research. In many cases, Calvert Conservative's price extremes present statistical patterns that have recurred historically.
Calvert Conservative Competition Correlation Matrix
Competition correlation for Calvert Conservative Allocation matters because related securities often respond to the same industry, factor, or macro drivers even when their business stories differ. The business currently sits in the Allocation--30% to 50% Equity sector and the Large Blend industry. In practical terms, lower correlation may offer better diversification while higher correlation may leave the portfolio more exposed to one shared driver.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Calvert Mutual Fund performing well and Calvert Conservative Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare Calvert Conservative's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BWLAX | 0.64 | -0.03 | 0.00 | 0.16 | 0.00 | 1.33 | 4.52 | |||
| ADNRX | 1.70 | -0.25 | 0.00 | 3.87 | 0.00 | 2.99 | 9.44 | |||
| DNMDX | 0.07 | 0.01 | 1.00 | -1.01 | 0.00 | 0.21 | 0.45 | |||
| DSCVX | 0.56 | 0.14 | 0.24 | 0.98 | 0.44 | 1.71 | 4.69 | |||
| LVOLX | 0.62 | 0.13 | 0.31 | 1.11 | 0.45 | 1.11 | 11.15 | |||
| FIFNX | 0.69 | -0.14 | 0.00 | -3.25 | 0.00 | 1.15 | 3.64 | |||
| SECEX | 0.57 | -0.12 | 0.00 | -20.65 | 0.00 | 0.82 | 3.50 | |||
| HGLB | 0.78 | -0.15 | 0.00 | -2.27 | 0.00 | 1.16 | 3.64 | |||
| MASGX | 1.03 | 0.20 | 0.15 | 0.58 | 1.48 | 2.30 | 8.43 |
Calvert Conservative Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
Calvert Conservative Competition Peer Performance Charts
How to Analyze Calvert Conservative Against Peers
Calvert Conservative's peer analysis compares Calvert Conservative with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether Calvert Conservative trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where Calvert Conservative leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Insider ownership at Calvert Conservative is higher than at most peers, which can align management incentives with shareholder interests. Peer rankings that stay stable over multiple quarters tend to reflect structural edges rather than short-term luck. Relative analysis can highlight whether current pricing already reflects peer-group strengths or weaknesses.
Inputs for Calvert Conservative Allocation come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.