Calvert Long-Term Competition

CLDIX Fund

USD 15.89 -0.07 -0.44%

The fund is listed under the Intermediate Core Bond category and is part of the Calvert Research and Management family. Calvert Long Term is often compared with KINETICS PARADIGM, TOUCHSTONE SUSTAINABILITY, NUVEEN REAL, FIDELITY FREEDOM, and HIGHLAND MERGER and additional peers. This provides context for comparative analysis. Peer comparison for Calvert Long-Term provides quick context before deeper valuation work.

Correlation: Calvert Long-Term vs LYRICAL US Overview

Excellent diversification

For the present investment horizon, the measured correlation between CLDIX and LYRBX stands at -0.55, or Excellent diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.

Moving together with Calvert Mutual Fund

0.91	VBTLX	Vanguard Total Bond	Pair Corr
0.96	VBMFX	Vanguard Total Bond	Pair Corr
0.99	VBTIX	Vanguard Total Bond	Pair Corr
0.99	VTBSX	Vanguard Total Bond	Pair Corr
0.99	VTBIX	Vanguard Total Bond	Pair Corr

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The mean reversion principle applied to Calvert Long-Term's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.

Hype

Prediction

Low	Estimated	High
15.70	15.89	16.08

Details

Intrinsic

Valuation

Low	Real	High
15.72	15.91	16.10

Details

Peer comparison enriches Calvert Long-Term analysis by revealing how the company ranks against competitors on key metrics. This relative perspective often changes investment conclusions drawn from standalone fundamental analysis.

Calvert Long-Term Competition Correlation Matrix

Correlation analysis between Calvert Long Term Income and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.

	WWNPX	TIQIX	NRIFX	FHAVX	HMEZX	FBIIX	AVEGX	EVV	GSSQX	LYRBX
WWNPX		0.1	0.89	0.73	0.54	0.85	-0.14	-0.07	-0.48	-0.69	WWNPX
TIQIX	0.1		0.43	0.75	0.57	0.63	0.75	0.5	0.6	0.26	TIQIX
NRIFX	0.89	0.43		0.91	0.55	0.91	0.13	0.23	-0.31	-0.6	NRIFX
FHAVX	0.73	0.75	0.91		0.67	0.9	0.52	0.5	0.0	-0.32	FHAVX
HMEZX	0.54	0.57	0.55	0.67		0.56	0.6	0.22	0.11	-0.12	HMEZX
FBIIX	0.85	0.63	0.91	0.9	0.56		0.26	0.36	0.03	-0.49	FBIIX
AVEGX	-0.14	0.75	0.13	0.52	0.6	0.26		0.61	0.4	0.47	AVEGX
EVV	-0.07	0.5	0.23	0.5	0.22	0.36	0.61		0.07	0.19	EVV
GSSQX	-0.48	0.6	-0.31	0.0	0.11	0.03	0.4	0.07		0.6	GSSQX
LYRBX	-0.69	0.26	-0.6	-0.32	-0.12	-0.49	0.47	0.19	0.6		LYRBX
	WWNPX	TIQIX	NRIFX	FHAVX	HMEZX	FBIIX	AVEGX	EVV	GSSQX	LYRBX

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High positive correlations

FHAVX	+ 0.91	NRIFX
FBIIX	+ 0.91	NRIFX
FBIIX	+ 0.9	FHAVX
NRIFX	+ 0.89	WWNPX
FBIIX	+ 0.85	WWNPX
FHAVX	+ 0.75	TIQIX

High negative correlations

LYRBX	- 0.69	WWNPX
LYRBX	- 0.6	NRIFX
LYRBX	- 0.49	FBIIX
GSSQX	- 0.48	WWNPX
LYRBX	- 0.32	FHAVX
GSSQX	- 0.31	NRIFX

Risk-Adjusted Indicators

There is a big difference between Calvert Mutual Fund performing well and Calvert Long-Term 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 Long-Term'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	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
WWNPX	1.91	0.65	0.34	0.62	1.58	-2.33	4.72	-3.20	10.38
TIQIX	0.81	0.12	0.10	0.10	1.02	-0.82	1.61	-1.64	6.84
NRIFX	0.23	0.07	0.25	0.77	0.11	-0.26	0.44	-0.44	1.66
FHAVX	0.29	0.02	0.08	0.05	0.38	-0.31	0.51	-0.60	2.17
HMEZX	0.06	0.00	0.17	-0.15	0.00	-0.09	0.10	-0.15	0.50
FBIIX	0.13	0.00	0.08	-0.02	0.17	-0.14	0.22	-0.33	0.87
AVEGX	0.73	-0.01	0.00	-0.03	0.00	0.00	1.28	-1.82	5.09
EVV	0.28	-0.06	0.00	-0.48	0.00	0.00	0.41	-0.82	1.71
GSSQX	0.76	0.17	0.27	-0.47	0.54	-1.02	0.82	-1.22	16.39
LYRBX	0.81	-0.10	0.00	-0.13	0.00	0.00	1.39	-2.28	6.08

Calvert Long-Term Competitive Analysis

Investors who closely follow Calvert Long-Term should also examine its competitive environment to provide context for its financials. Calvert Long-Term's performance relative to peers often reveals whether its results are driven by company-specific factors or broader industry trends.

Better Than Average

Worse Than Peers

View Performance Chart

	CLDIX	WWNPX	TIQIX	NRIFX	FHAVX	HMEZX	FBIIX	AVEGX	EVV	GSSQX
	0.44 15.89 Calvert	0.56 159.03 KINETICS	0.09 32.83 TOUCHSTONE	0.43 23.08 NUVEEN	0.25 11.86 FIDELITY	0.15 20.00 HIGHLAND	0.43 9.20 Fidelity	0.15 48.21 AVE	0.10 9.61 Eaton	0.13 62.63 GOLDMAN
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Mild	Constructive	Mild	Constructive	Moderate	Mild	Mild	Weak	Weak	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	Under Valued	Fairly Valued	Under Valued	Fairly Valued	Over Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued
Buy or Sell Analysis (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	Strong Buy	Strong Hold	Strong Buy	Strong Hold	Strong Sell	Cautious Hold	Strong Hold	Cautious Hold	Strong Sell
Net Asset	1.24 B	1.45 B	1.42 B	1.97 B	1.19 B	1.33 B	1.25 B	1.11 B	N/A	1.2 B
Minimum Initial Investment	N/A	N/A	N/A	N/A	N/A	2.5 K	N/A	2.5 K	N/A	N/A
Price To Book	N/A	2.57	1.87	N/A	N/A	N/A	N/A	4.14	0.78	2.55
Five Year Return	0.67	22.25	9.89	6.03	4.6	4.71	0.72	8.46	3.83	13.08
One Year Return	5.64	15.22	18.92	15.08	13.39	5.5	4.12	8.05	6.92	17.94
Last Dividend Paid	0.02	0.18	0.14	0.08	0.01	N/A	0.02	N/A	1.2	N/A
Price To Earning	N/A	24.17	16.67	N/A	N/A	N/A	N/A	21.03	3.6	2.22
Beta	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	0.52	N/A
Price To Sales	N/A	1.3	1.47	N/A	N/A	N/A	N/A	2.16	11.82	1.61
Cash Position Weight	4.51	7.89	0.89	1.69	0.86	17.28	51.17	0.97	N/A	N/A
Equity Positions Weight	N/A	89.2	99.11	50.89	48.47	82.73	N/A	99.03	N/A	100.0
Three Year Return	5.13	32.84	18.76	9.7	10.5	5.76	5.02	14.22	8.62	19.39
Annual Yield	0.0441	N/A	0.0107	0.0571	0.0252	0.0503	0.0401	N/A	0.0067	0.0024
Year To Date Return	0.69	50.27	1.25	4.84	1.37	0.25	0.65	2.24	0.24	0.53
Bond Positions Weight	6.56	N/A	N/A	7.98	6.57	N/A	25.06	N/A	N/A	N/A
Ten Year Return	6.77	10.19	9.8	N/A	N/A	N/A	N/A	13.77	N/A	12.55
Day Typical Price	15.89	159.03	32.83	23.08	11.86	20.0	9.2	48.21	9.6	62.63
Accumulation Distribution	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	2958.02	N/A
Daily Balance Of Power	0	9.2 T	0	0	0	0	0	9.2 T	-0.12	0
Period Momentum Indicator	-0.07	0.88	-0.03	-0.10	-0.03	-0.03	-0.04	0.07	-0.01	-0.08
Rate Of Daily Change	1.0	1.01	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0
Day Median Price	15.89	159.03	32.83	23.08	11.86	20.0	9.2	48.21	9.59	62.63
Price Action Indicator	-0.04	0.44	-0.01	-0.05	-0.01	-0.01	-0.02	0.035	0.015	-0.04
Relative Strength Index	45.63	66.35	46.13	54.16	46.42	49.54	44.53	41.78	36.53	43.55
Coefficient Of Variation	2251.09	378.76	1008.34	368.79	1496.1	1694.71	1936.18	-6,082	-766.97	988.5
Mean Deviation	0.1397	1.91	0.808	0.2299	0.2941	0.0606	0.1334	0.7315	0.2799	0.7556
Jensen Alpha	-0.0018	0.6511	0.1158	0.074	0.0229	-0.0043	1.0E-4	-0.01	-0.06	0.1734
Total Risk Alpha	0.0036	0.6952	0.1246	0.0802	0.0262	-0.0028	0.0038	2.0E-4	-0.05	0.2324
Sortino Ratio	0.0888	0.3412	0.1009	0.2507	0.0794	0.1656	0.0773	N/A	N/A	0.2687
Downside Variance	0.0472	3.64	1.34	0.1373	0.2132	0.0091	0.0665	N/A	N/A	0.5667
Standard Deviation	0.1903	2.42	1.07	0.3025	0.3862	0.084	0.1758	0.9708	0.3979	1.89
Kurtosis	0.6875	0.1182	1.73	1.06	0.9106	2.04	1.19	0.9432	4.29	49.27
Potential Upside	0.3153	4.72	1.61	0.4401	0.5115	0.1002	0.2176	1.28	0.4073	0.819
Treynor Ratio	0.1198	0.6177	0.1	0.7729	0.0464	-0.15	-0.02	-0.03	-0.48	-0.47
Maximum Drawdown	0.9944	10.38	6.84	1.66	2.17	0.5001	0.8651	5.09	1.71	16.39
Variance	0.0362	5.87	1.14	0.0915	0.1491	0.0071	0.0309	0.9424	0.1583	3.58
Market Risk Adjusted Performance	0.1298	0.6277	0.11	0.7829	0.0564	-0.14	-0.01	-0.02	-0.47	-0.46
Risk Adjusted Performance	0.0037	0.2111	0.0795	0.1942	0.0417	-0.04	0.006	-0.01	-0.11	0.0842
Skewness	-0.12	0.478	-0.26	-0.73	-0.51	0.2819	-1.06	0.1127	-1.41	6.52
Semi Deviation	0.142	1.58	1.02	0.1093	0.3752	0.0	0.1682	N/A	N/A	0.543
Information Ratio	0.1014	0.2685	0.1093	0.307	0.0949	0.1881	0.1133	-0.01	-0.10	0.1069
Value At Risk	-0.31	-3.20	-1.64	-0.44	-0.60	-0.15	-0.33	-1.82	-0.82	-1.22
Expected Short fall	-0.19	-2.33	-0.82	-0.26	-0.31	-0.09	-0.14	N/A	N/A	-1.02
Downside Deviation	0.2172	1.91	1.16	0.3705	0.4617	0.0954	0.2578	N/A	N/A	0.7528
Semi Variance	0.0202	2.49	1.05	0.012	0.1408	-0.0004	0.0283	N/A	N/A	0.2948

Calvert Long-Term Peer Performance Charts

How to Analyze Calvert Long-Term Against Peers

Calvert Long-Term's peer analysis compares Calvert Long-Term 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 Long-Term 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 Long-Term leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

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