VGI vs CVMC

Comparison between Virtus Global Multi-Sector Income Fund (VGI, ETF) and CALVERT US MID-CAP CORE RESPONSIBLE INDEX ETF (CVMC, ETF).

VGI vs CVMC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VGI(ETF)	CVMC(ETF)
Net Assets	$91M	$91M
Expense Ratio	N/A	0.15%
Max Drawdown	66.63%	23.11%
Sharpe Ratio	0.52	1.31
5Y Beta	0.26	0.93
P/E Ratio	N/A	27.65
Forward P/E	N/A	18.21
5Y Dividends CAGR	-2.82%	N/A
5Y EPS CAGR	N/A	14.11%
Debt to Equity	N/A	33.21%
P/S Ratio	N/A	1.94
P/B Ratio	N/A	3.16

Net Assets

Winner

VGI

$91M

CVMC

$91M

Expense Ratio

VGI

N/A

CVMC

0.15%

Max Drawdown

VGI

66.63%

Winner

CVMC

23.11%

Sharpe Ratio

VGI

0.52

Winner

CVMC

1.31

5Y Beta

Winner

VGI

0.26

CVMC

0.93

P/E Ratio

VGI

N/A

CVMC

27.65

Forward P/E

VGI

N/A

CVMC

18.21

5Y Dividends CAGR

VGI

-2.82%

CVMC

N/A

5Y EPS CAGR

VGI

N/A

CVMC

14.11%

Debt to Equity

VGI

N/A

CVMC

33.21%

P/S Ratio

VGI

N/A

CVMC

1.94

P/B Ratio

VGI

N/A

CVMC

3.16

VGI vs CVMC - Historical Returns

Returns include dividend reinvestment.

Period	VGI	CVMC
1 month	-1.21%	+2.88%
3 months	-1.46%	+9.21%
6 months	+0.38%	+13.13%
1 year	+7.39%	+23.70%
5 years(CAGR)	+2.24%	N/A
10 years(CAGR)	+4.89%	N/A
Max(CAGR)	+4.65%	+12.00%

VGI

-1.21%

Winner

CVMC

+2.88%

VGI

-1.46%

Winner

CVMC

+9.21%

VGI

+0.38%

Winner

CVMC

+13.13%

VGI

+7.39%

Winner

CVMC

+23.70%

5Y(CAGR)

VGI

+2.24%

CVMC

N/A

10Y(CAGR)

VGI

+4.89%

CVMC

N/A

Max(CAGR)

VGI

+4.65%

Winner

CVMC

+12.00%

VGI vs CVMC - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	VGI	CVMC
2026	-1.11%	+12.37%
2025	+15.67%	+9.77%
2024	+10.14%	+13.43%
2023	+13.76%	+4.40%
2022	-22.33%	N/A
2021	+2.29%	N/A
2020	+8.14%	N/A
2019	+24.27%	N/A
2018	-28.85%	N/A
2017	+25.78%	N/A
2016	+23.76%	N/A
2015	+1.55%	N/A
2014	+3.75%	N/A
2013	-3.38%	N/A
2012	+0.66%	N/A

VGI vs CVMC Drawdown Comparison

The maximum drawdown for VGI was -48.01%, occurring on Mar 18, 2020. Recovery took 878 trading sessions.

The maximum drawdown for CVMC was -22.53%, occurring on Apr 8, 2025. Recovery took 184 trading sessions.

The current VGI drawdown is -4.31%. The current CVMC drawdown is -2.33%.

Rank	VGI	CVMC
#1	-48.01% Nov 7, 2017 - May 6, 2021	-22.53% Nov 25, 2024 - Aug 22, 2025
#2	-33.77% May 20, 2021 - Jun 12, 2025	-15.90% Jul 19, 2023 - Dec 14, 2023
#3	-18.77% Apr 10, 2015 - Jun 1, 2016	-11.72% Feb 2, 2023 - Jul 18, 2023
#4	-15.33% May 16, 2013 - May 9, 2014	-9.35% Feb 26, 2026 - Apr 17, 2026
#5	-13.26% Mar 22, 2012 - Oct 12, 2012	-7.27% Mar 28, 2024 - Jul 16, 2024
#6	-13.00% Jul 14, 2014 - Mar 25, 2015	-5.90% Jul 16, 2024 - Aug 21, 2024
#7	-8.22% Feb 18, 2026 - Mar 30, 2026	-5.45% Oct 27, 2025 - Dec 5, 2025
#8	-7.20% Sep 7, 2016 - Dec 22, 2016	-3.90% Dec 28, 2023 - Feb 8, 2024
#9	-5.26% Oct 16, 2017 - Nov 7, 2017	-3.75% Aug 30, 2024 - Sep 16, 2024
#10	-4.56% Jun 19, 2017 - Aug 1, 2017	-3.44% Oct 3, 2025 - Oct 21, 2025
#11	-4.28% Oct 16, 2012 - Jan 2, 2013	-3.28% May 6, 2026 - May 26, 2026
#12	-4.07% Aug 4, 2017 - Aug 21, 2017	-2.95% Oct 18, 2024 - Nov 6, 2024
#13	-3.64% May 6, 2021 - May 19, 2021	-2.81% Nov 11, 2024 - Nov 22, 2024
#14	-3.28% Jan 16, 2013 - Apr 12, 2013	-2.33% Jun 4, 2026 - Jun 5, 2026
#15	-2.89% Jun 5, 2017 - Jun 19, 2017	-2.28% Sep 11, 2025 - Oct 3, 2025

Correlation

Correlation between VGI and CVMC is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2012 - 2026)

VGI vs CVMC dividend yield comparison.

Year	VGI	CVMC
2026	5.43%	0.22%
2025	12.24%	1.39%
2024	12.57%	1.21%
2023	12.26%	1.00%
2022	13.42%	0.00%
2021	10.22%	0.00%
2020	11.81%	0.00%
2019	12.10%	0.00%
2018	15.00%	0.00%
2017	10.70%	0.00%
2016	12.21%	0.00%
2015	15.60%	0.00%
2014	11.21%	0.00%
2013	9.74%	0.00%
2012	6.19%	0.00%