Calvert US Large-Cap Growth Responsible Index Fund (CGJIX)
The manager employs a passive management strategy designed to track, as closely as possible, the performance of the index. The fund invests in the common stock of each company in the index in approximately the same proportion as represented in the index itself. The fund will normally invest at least 95% of its net assets, including borrowings for investment purposes, in securities contained in the index.
Fund Info
| ISIN | US13162A8071 |
|---|---|
| CUSIP | 13162A807 |
| Issuer | Calvert Research and Management |
| Inception Date | Jun 19, 2015 |
| Category | Large Cap Growth Equities |
| Min. Investment | $100,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Growth |
Expense Ratio
CGJIX has an expense ratio of 0.24%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: CGJIX vs. CISIX, CGJIX vs. CMEUX, CGJIX vs. CISMX, CGJIX vs. CUTAX, CGJIX vs. AWIIX, CGJIX vs. CISO, CGJIX vs. VOO, CGJIX vs. FBGRX, CGJIX vs. RGAGX, CGJIX vs. FXAIX
Performance
Performance Chart
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.
Returns By Period
Calvert US Large-Cap Growth Responsible Index Fund had a return of 28.58% year-to-date (YTD) and 37.16% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 28.58% | 25.48% |
| 1 month | 2.96% | 2.14% |
| 6 months | 14.38% | 12.76% |
| 1 year | 37.16% | 33.14% |
| 5 years (annualized) | 17.83% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of CGJIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.07% | 6.00% | 2.29% | -4.20% | 5.20% | 4.99% | 0.28% | 1.97% | 2.47% | -0.98% | 28.58% | ||
| 2023 | 8.02% | -1.82% | 6.40% | 0.65% | 3.36% | 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% | 1.22% | 24.24% |
| 2020 | 2.44% | -6.45% | -9.59% | 14.42% | 6.75% | 4.08% | 7.23% | 9.14% | -4.07% | -2.97% | 10.21% | 3.52% | 36.90% |
| 2019 | 7.92% | 4.45% | 2.91% | 3.89% | -6.57% | 7.40% | 2.21% | -0.90% | 0.13% | 2.58% | 4.40% | 2.04% | 34.05% |
| 2018 | 6.95% | -2.35% | -2.56% | -0.27% | 4.26% | 0.96% | 3.71% | 5.64% | 0.74% | -8.86% | -2.20% | -8.14% | -3.46% |
| 2017 | 3.67% | 3.83% | 1.05% | 2.48% | 2.33% | 0.22% | 2.10% | 1.30% | 1.28% | 3.15% | 2.62% | -0.79% | 25.74% |
| 2016 | -6.27% | -0.22% | 6.65% | -0.61% | 2.19% | -1.35% | 5.06% | -0.24% | 0.14% | -3.04% | 1.79% | 0.87% | 4.45% |
| 2015 | -1.90% | 3.67% | -6.05% | -2.83% | 8.67% | 0.30% | -2.04% | -0.86% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CGJIX is 75, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert US Large-Cap Growth Responsible Index Fund provided a 0.41% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.20 | $0.22 | $0.22 | $0.24 | $0.25 | $0.22 | $0.23 | $0.06 |
Dividend yield | 0.41% | 0.53% | 0.51% | 0.39% | 0.51% | 0.74% | 1.02% | 0.87% | 1.14% | 0.29% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 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 | $0.22 | $0.22 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.25 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2015 | $0.06 | $0.06 |
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.
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 31.73%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current Calvert US Large-Cap Growth Responsible Index Fund drawdown is 0.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.73% | Nov 22, 2021 | 226 | Oct 14, 2022 | 316 | Jan 19, 2024 | 542 |
| -30.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -24% | Oct 2, 2018 | 58 | Dec 24, 2018 | 130 | Jul 2, 2019 | 188 |
| -15.04% | Jul 21, 2015 | 143 | Feb 11, 2016 | 106 | Jul 14, 2016 | 249 |
| -10.44% | Jul 17, 2024 | 16 | Aug 7, 2024 | 33 | Sep 24, 2024 | 49 |
Volatility
Volatility Chart
The current Calvert US Large-Cap Growth Responsible Index Fund volatility is 4.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.