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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

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 has an expense ratio of 0.49%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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Returns By Period

Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) returned -36.48% year-to-date (YTD) and -31.16% over the past 12 months.


CHGX

YTD

-36.48%

1M

5.33%

6M

-39.01%

1Y

-31.16%

5Y*

3.35%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*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%-1.22%-5.16%-35.59%1.69%-36.48%
20242.72%4.53%2.85%-6.47%2.82%2.50%1.64%3.23%1.45%-1.32%5.80%-4.69%15.29%
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%4.39%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 1, meaning it’s performing worse than 99% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CHGX is 11
Overall Rank
The Sharpe Ratio Rank of CHGX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of CHGX is 33
Sortino Ratio Rank
The Omega Ratio Rank of CHGX is 00
Omega Ratio Rank
The Calmar Ratio Rank of CHGX is 11
Calmar Ratio Rank
The Martin Ratio Rank of CHGX is 00
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Change Finance U.S. Large Cap Fossil Fuel Free ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: -0.78
  • 5-Year: 0.14
  • All Time: 0.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Change Finance U.S. Large Cap Fossil Fuel Free ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Change Finance U.S. Large Cap Fossil Fuel Free ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $0.33 per share. The fund has been increasing its distributions for 4 consecutive years.


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$0.33$0.33$0.31$0.30$0.20$0.17$0.20$0.21$0.06

Dividend yield

1.37%0.87%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$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$0.33$0.33
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.


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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 47.28%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Change Finance U.S. Large Cap Fossil Fuel Free ETF drawdown is 39.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.28%Dec 5, 202484Apr 8, 2025
-35.5%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-30.26%Nov 17, 2021229Oct 14, 2022325Feb 2, 2024554
-18.63%Sep 24, 201846Dec 24, 201859Mar 21, 2019105
-10.32%Jan 30, 201833Apr 2, 201843Aug 28, 201876

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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