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Change Finance U.S. Large Cap Fossil Fuel Free ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US26922A5609

CUSIP

26922A560

Issuer

Change Finance

Inception Date

Oct 10, 2017

Region

North America (U.S.)

Leveraged

1x

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

CHGX features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for CHGX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CHGX vs. SUSA CHGX vs. SPY CHGX vs. VGT CHGX vs. EQT CHGX vs. KRMA CHGX vs. SPYX CHGX vs. VOO CHGX vs. FBTC CHGX vs. BSJO CHGX vs. SCHD
Popular comparisons:
CHGX vs. SUSA CHGX vs. SPY CHGX vs. VGT CHGX vs. EQT CHGX vs. KRMA CHGX vs. SPYX CHGX vs. VOO CHGX vs. FBTC CHGX vs. BSJO CHGX vs. SCHD

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.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
7.39%
9.82%
CHGX (Change Finance U.S. Large Cap Fossil Fuel Free ETF)
Benchmark (^GSPC)

Returns By Period

Change Finance U.S. Large Cap Fossil Fuel Free ETF had a return of 4.35% year-to-date (YTD) and 15.68% in the last 12 months.


CHGX

YTD

4.35%

1M

0.69%

6M

7.39%

1Y

15.68%

5Y*

11.19%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of CHGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.53%4.35%
20242.72%4.53%2.85%-6.47%2.82%2.50%1.64%3.23%1.45%-1.32%5.80%-4.80%15.16%
20236.35%-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%2.31%5.50%0.09%3.52%3.34%1.83%-6.24%6.06%-2.12%4.38%22.72%
20200.70%-8.59%-13.34%12.95%7.10%2.53%5.93%6.98%-2.15%-2.27%11.70%3.60%24.10%
20199.77%5.05%0.74%4.15%-6.00%7.09%1.95%-2.55%1.69%0.55%4.75%2.69%33.07%
20185.95%-2.69%-3.16%1.87%-1.08%1.10%3.87%3.11%1.15%-7.54%3.46%-9.54%-4.64%
20171.00%2.58%0.41%4.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CHGX is 49, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CHGX is 4949
Overall Rank
The Sharpe Ratio Rank of CHGX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CHGX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CHGX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CHGX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of CHGX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CHGX, currently valued at 1.12, compared to the broader market0.002.004.001.121.74
The chart of Sortino ratio for CHGX, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.0012.001.592.36
The chart of Omega ratio for CHGX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.32
The chart of Calmar ratio for CHGX, currently valued at 1.97, compared to the broader market0.005.0010.0015.001.972.62
The chart of Martin ratio for CHGX, currently valued at 5.21, compared to the broader market0.0020.0040.0060.0080.00100.005.2110.69
CHGX
^GSPC

The current Change Finance U.S. Large Cap Fossil Fuel Free ETF Sharpe ratio is 1.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Change Finance U.S. Large Cap Fossil Fuel Free ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.12
1.74
CHGX (Change Finance U.S. Large Cap Fossil Fuel Free ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Change Finance U.S. Large Cap Fossil Fuel Free ETF provided a 0.72% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


0.40%0.60%0.80%1.00%1.20%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.29$0.29$0.31$0.30$0.20$0.17$0.20$0.21$0.06

Dividend yield

0.72%0.76%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
2024$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
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$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$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$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$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$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$0.21
2017$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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.40%
-0.43%
CHGX (Change Finance U.S. Large Cap Fossil Fuel Free ETF)
Benchmark (^GSPC)

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.

The current Change Finance U.S. Large Cap Fossil Fuel Free ETF drawdown is 1.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.5%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-30.26%Nov 17, 2021229Oct 14, 2022326Feb 2, 2024555
-18.63%Sep 24, 201846Dec 24, 201855Mar 21, 2019101
-10.32%Jan 30, 201833Apr 2, 201843Aug 28, 201876
-8.13%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current Change Finance U.S. Large Cap Fossil Fuel Free ETF volatility is 3.02%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.02%
3.01%
CHGX (Change Finance U.S. Large Cap Fossil Fuel Free ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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