Calvert US Large-Cap Growth Responsible Index Fund (CGJIX)

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The chart shows the growth of an initial investment of $10,000 in Calvert US Large-Cap Growth 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 Growth Responsible Index Fund (CGJIX) has returned -9.44% so far this year and 13.17% over the past 12 months. Looking at the last ten years, CGJIX has achieved an annualized return of 15.35%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

Based on dividend-adjusted daily data since Jan 4, 2016, CGJIX's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 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%.

Calvert US Large-Cap Growth Responsible Index Fund has an annualized alpha of 2.42%, beta of 1.08, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• This fund captured 114.19% of S&P 500 Index gains and 100.32% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This fund generated an annualized alpha of 2.42% 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.

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

CGJIX ranks 29 for risk / return — below 29% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

Calvert US Large-Cap Growth Responsible Index Fund provided a 3.36% 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.

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.

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 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 11.15%.

The chart below shows the rolling one-month volatility.