- ISIN
- US26922A5609
- CUSIP
- 26922A560
- Issuer
- Change Finance
- Inception Date
- Oct 10, 2017
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $149M
Share Price Chart
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Performance
CHGX Performance Chart
Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) is up 18.9% since the beginning of the year. CHGX is currently trading at $32 per share. Investors who bought $1,000 worth of CHGX shares 5 years ago would now be looking at an investment worth $1,641.
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Returns By Period
Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) has returned 18.88% so far this year and 28.25% over the past 12 months.
Change Finance U.S. Large Cap Fossil Fuel Free ETF
- 1D
- -3.46%
- 1M
- 3.65%
- YTD
- 18.88%
- 6M
- 17.52%
- 1Y
- 28.25%
- 3Y*
- 19.78%
- 5Y*
- 10.41%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
CHGX Monthly Returns History
Based on dividend-adjusted daily data since Oct 10, 2017, CHGX's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CHGX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.9%, while the worst single day was Mar 12, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.06% | 1.75% | -5.92% | 12.10% | 9.30% | -1.64% | 18.88% | ||||||
| 2025 | 3.53% | -1.22% | -5.16% | 0.19% | 4.38% | 5.29% | 0.33% | 1.97% | 2.38% | 1.54% | -1.78% | 0.52% | 12.13% |
| 2024 | 2.72% | 4.53% | 2.85% | -6.47% | 2.82% | 2.50% | 1.64% | 3.23% | 1.45% | -1.32% | 5.80% | -4.80% | 15.16% |
| 2023 | 6.35% | -2.82% | 3.01% | 0.85% | 0.41% | 6.94% | 2.35% | -2.05% | -5.57% | -2.80% | 10.50% | 5.48% | 23.65% |
| 2022 | -8.30% | -4.01% | 1.74% | -8.69% | -0.27% | -8.33% | 9.51% | -4.26% | -9.61% | 9.15% | 6.64% | -5.13% | -21.77% |
| 2021 | -0.95% | 3.62% | 2.30% | 5.50% | 0.09% | 3.52% | 3.34% | 1.83% | -6.24% | 6.06% | -2.12% | 4.38% | 22.72% |
Benchmark Metrics
Change Finance U.S. Large Cap Fossil Fuel Free ETF has an annualized alpha of 1.49%, beta of 0.92, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 11, 2017.
- With beta of 0.92 and R2 of 0.82, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.49%
- Beta
- 0.92
- R²
- 0.82
- Upside Capture
- 104.80%
- Downside Capture
- 103.86%
Expense Ratio
CHGX has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CHGX ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) and compare them to S&P 500 Index.
| CHGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 2.69 | +0.76 |
| Martin ratioReturn relative to average drawdown | 13.53 | 12.34 | +1.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Change Finance U.S. Large Cap Fossil Fuel Free ETF provided a 0.57% dividend yield over the last twelve months, with an annual payout of $0.18 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.18 | $0.18 | $0.18 | $0.20 | $0.19 | $0.13 | $0.11 | $0.13 | $0.00 | $0.07 |
Dividend yield | 0.57% | 0.67% | 0.76% | 0.94% | 1.11% | 0.56% | 0.58% | 0.86% | 0.00% | 0.59% |
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 | 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 | $0.18 | $0.18 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
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 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 35.49%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Change Finance U.S. Large Cap Fossil Fuel Free ETF drawdown is 3.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.49%Mar 2020 | 1mo 2d | 4mo 14d | 5mo 16dFeb 2020 - Aug 2020 |
Bear market2022 | -30.26%Oct 2022 | 11mo 1d | 1y 3mo | 2y 2moNov 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -18.63%Dec 2018 | 3mo 1d | 3mo 8d | 6mo 9dSep 2018 - Apr 2019 |
2025 selloff2025 | -18.09%Apr 2025 | 4mo 4d | 2mo 20d | 6mo 24dDec 2024 - Jun 2025 |
2018 correction2018 | -10.31%Apr 2018 | 2mo 2d | 4mo 28d | 7moJan 2018 - Aug 2018 |
Drawdown Indicators
| CHGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -56.78% | +21.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -9.10% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.09% | -18.90% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -30.26% | -25.43% | -4.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.56% | -2.97% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -10.72% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.97% | +0.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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