PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Change Finance U.S. Large Cap Fossil Fuel Free ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS26922A5609
CUSIP26922A560
IssuerChange Finance
Inception DateOct 10, 2017
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedChange Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index
Asset ClassEquity

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.


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 to compare with CHGX

Change Finance U.S. Large Cap Fossil Fuel Free ETF

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.


60.00%70.00%80.00%90.00%100.00%110.00%OctoberNovemberDecember2024FebruaryMarch
114.74%
106.00%
CHGX (Change Finance U.S. Large Cap Fossil Fuel Free ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date10.43%10.16%
1 month3.48%3.47%
6 months24.78%22.20%
1 year30.90%30.45%
5 years (annualized)13.28%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.72%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CHGX
Change Finance U.S. Large Cap Fossil Fuel Free ETF
2.63
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Change Finance U.S. Large Cap Fossil Fuel Free ETF Sharpe ratio is 2.63. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.63
2.79
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 granted a 0.85% dividend yield in the last twelve months. The annual payout for that period amounted to $0.31 per share.


PeriodTTM2023202220212020201920182017
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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 3.25%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.25%
2.80%
CHGX (Change Finance U.S. Large Cap Fossil Fuel Free ETF)
Benchmark (^GSPC)