- ISIN
- US13162A8071
- CUSIP
- 13162A807
- Inception Date
- Jun 19, 2015
- Category
- Large Cap Growth Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
CGJIX Performance Chart
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is up 10.1% since the beginning of the year. CGJIX is currently trading at $83 per share. Investors who bought $1,000 worth of CGJIX shares 5 years ago would now be looking at an investment worth $1,874.
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Returns By Period
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has returned 10.07% so far this year and 26.67% over the past 12 months. Looking at the last ten years, CGJIX has achieved an annualized return of 17.76%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Calvert US Large-Cap Growth Responsible Index Fund
- 1D
- 1.42%
- 1M
- 0.85%
- YTD
- 10.07%
- 6M
- 9.54%
- 1Y
- 26.67%
- 3Y*
- 21.02%
- 5Y*
- 13.38%
- 10Y*
- 17.76%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CGJIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, CGJIX's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +14.4%, while the worst month was Apr 2022 at -11.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CGJIX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.04% | -1.17% | -5.42% | 12.39% | 5.97% | -1.10% | 10.07% | ||||||
| 2025 | 2.02% | -3.08% | -7.29% | 0.50% | 7.29% | 5.38% | 2.79% | 1.13% | 3.38% | 3.44% | -0.50% | -0.58% | 14.56% |
| 2024 | 2.07% | 6.00% | 2.29% | -4.20% | 5.20% | 4.99% | 0.28% | 1.97% | 2.47% | -0.98% | 6.44% | -1.24% | 27.74% |
| 2023 | 8.02% | -1.82% | 6.40% | 0.65% | 3.37% | 7.00% | 2.86% | -0.91% | -5.79% | -2.44% | 10.71% | 4.90% | 36.66% |
| 2022 | -8.62% | -3.27% | 3.46% | -11.41% | -1.49% | -7.91% | 11.46% | -5.10% | -9.21% | 6.07% | 5.18% | -7.09% | -26.84% |
| 2021 | -0.57% | 0.96% | 1.47% | 5.94% | -1.24% | 5.34% | 3.37% | 3.36% | -5.27% | 8.24% | -0.18% | 2.76% | 26.13% |
Benchmark Metrics
Calvert US Large-Cap Growth Responsible Index Fund has an annualized alpha of 2.68%, beta of 1.08, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund captured 114.65% of S&P 500 Index gains but only 99.44% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 2.68% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.08 and R2 of 0.94, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.68%
- Beta
- 1.08
- R²
- 0.94
- Upside Capture
- 114.65%
- Downside Capture
- 99.44%
Expense Ratio
CGJIX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
CGJIX ranks 45 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CGJIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.78 | -0.43 |
| Martin ratioReturn relative to average drawdown | 9.78 | 12.44 | -2.66 |
Dividends
Dividend History
Calvert US Large-Cap Growth Responsible Index Fund provided a 2.77% dividend yield over the last twelve months, with an annual payout of $2.29 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.29 | $2.29 | $1.38 | $0.29 | $0.20 | $1.01 | $0.78 | $0.53 | $1.39 | $0.56 | $0.23 |
Dividend yield | 2.77% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert US Large-Cap Growth Responsible Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.29 | $2.29 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.38 | $1.38 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $1.01 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert US Large-Cap Growth 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 Growth Responsible Index Fund was 31.18%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current Calvert US Large-Cap Growth Responsible Index Fund drawdown is 2.03%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -31.18%Oct 2022 | 9mo 20d | 1y 3mo | 2y 22dDec 2021 - Jan 2024 |
COVID crash2020 | -30.80%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
2025 selloff2025 | -21.90%Apr 2025 | 2mo 14d | 2mo 23d | 5mo 7dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -20.69%Dec 2018 | 2mo 23d | 3mo 8d | 6mo 1dOct 2018 - Apr 2019 |
2026 correction2026 | -11.15%Mar 2026 | 2mo 16d | 17d | 3mo 3dJan 2026 - Apr 2026 |
Drawdown Indicators
| CGJIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -56.78% | +25.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -9.10% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -21.90% | -18.90% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -25.43% | -5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -33.92% | +2.74% |
Current DrawdownCurrent decline from peak | -2.03% | -1.80% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -10.71% | +5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.03% | +0.65% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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