Calvert US Large-Cap Value Responsible Index Fund (CFJIX)

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The chart shows the growth of an initial investment of $10,000 in Calvert US Large-Cap Value Responsible Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Calvert US Large-Cap Value Responsible Index Fund (CFJIX) has returned -1.87% so far this year and 13.38% over the past 12 months. Over the last ten years, CFJIX has returned 10.34% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 4, 2016, CFJIX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Mar 2020 at -15.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CFJIX closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.6%.

Calvert US Large-Cap Value Responsible Index Fund has an annualized alpha of -0.23%, beta of 0.91, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• This fund participated in 98.59% of S&P 500 Index downside but only 92.78% of its upside — more exposed to losses than it benefited from rallies.
• With beta of 0.91 and R² of 0.84, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

CFJIX has an expense ratio of 0.24%, which is considered low.

CFJIX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and compare them to a chosen benchmark (S&P 500 Index).

Calvert US Large-Cap Value Responsible Index Fund provided a 9.33% dividend yield over the last twelve months, with an annual payout of $3.14 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for Calvert US Large-Cap Value Responsible Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Calvert US Large-Cap Value Responsible Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Calvert US Large-Cap Value Responsible Index Fund was 36.91%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Calvert US Large-Cap Value Responsible Index Fund drawdown is 9.00%.

The chart below shows the rolling one-month volatility.