Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX)
CHGX is a passive ETF by Change Finance tracking the investment results of the Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index. CHGX launched on Oct 10, 2017 and has a 0.49% expense ratio.
ETF Info
ISIN | US26922A5609 |
---|---|
CUSIP | 26922A560 |
Issuer | Change Finance |
Inception Date | Oct 10, 2017 |
Region | North America (U.S.) |
Category | Large Cap Growth Equities |
Index Tracked | Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The Change Finance U.S. Large Cap Fossil Fuel Free ETF has a high expense ratio of 0.49%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Popular comparisons: CHGX vs. SUSA, CHGX vs. SPY, CHGX vs. EQT
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Change Finance U.S. Large Cap Fossil Fuel Free ETF, 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
Change Finance U.S. Large Cap Fossil Fuel Free ETF had a return of 10.43% year-to-date (YTD) and 30.90% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 10.43% | 10.16% |
1 month | 3.48% | 3.47% |
6 months | 24.78% | 22.20% |
1 year | 30.90% | 30.45% |
5 years (annualized) | 13.28% | 13.16% |
10 years (annualized) | N/A | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.72% | 4.53% | ||||||||||
2023 | -2.05% | -5.57% | -2.80% | 10.50% | 5.48% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Change Finance U.S. Large Cap Fossil Fuel Free ETF | 2.63 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Change Finance U.S. Large Cap Fossil Fuel Free ETF granted a 0.85% dividend yield in the last twelve months. The annual payout for that period amounted to $0.31 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|---|---|---|---|
Dividend | $0.31 | $0.31 | $0.30 | $0.20 | $0.17 | $0.20 | $0.21 | $0.06 |
Dividend yield | 0.85% | 0.94% | 1.11% | 0.56% | 0.58% | 0.86% | 1.21% | 0.30% |
Monthly Dividends
The table displays the monthly dividend distributions for Change Finance U.S. Large Cap Fossil Fuel Free ETF. 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $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 | $0.31 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 |
2017 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Change Finance U.S. Large Cap Fossil Fuel Free ETF. 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 Change Finance U.S. Large Cap Fossil Fuel Free ETF was 35.50%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.5% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
-30.26% | Nov 17, 2021 | 229 | Oct 14, 2022 | 326 | Feb 2, 2024 | 555 |
-18.63% | Sep 24, 2018 | 46 | Dec 24, 2018 | 55 | Mar 21, 2019 | 101 |
-10.32% | Jan 30, 2018 | 33 | Apr 2, 2018 | 43 | Aug 28, 2018 | 76 |
-8.13% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current Change Finance U.S. Large Cap Fossil Fuel Free ETF volatility is 3.25%, 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.