CAAAX vs. FXAIX
Compare and contrast key facts about Calvert Growth Allocation Fund (CAAAX) and Fidelity 500 Index Fund (FXAIX).
CAAAX is managed by Calvert Research and Management. It was launched on Jun 29, 2005. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAAAX or FXAIX.
Correlation
The correlation between CAAAX and FXAIX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CAAAX vs. FXAIX - Performance Comparison
Key characteristics
CAAAX:
1.20
FXAIX:
1.75
CAAAX:
1.66
FXAIX:
2.36
CAAAX:
1.21
FXAIX:
1.32
CAAAX:
1.12
FXAIX:
2.66
CAAAX:
6.03
FXAIX:
11.02
CAAAX:
2.12%
FXAIX:
2.04%
CAAAX:
10.67%
FXAIX:
12.89%
CAAAX:
-56.25%
FXAIX:
-33.79%
CAAAX:
-2.15%
FXAIX:
-2.12%
Returns By Period
In the year-to-date period, CAAAX achieves a 3.04% return, which is significantly higher than FXAIX's 2.42% return. Over the past 10 years, CAAAX has underperformed FXAIX with an annualized return of 4.29%, while FXAIX has yielded a comparatively higher 12.86% annualized return.
CAAAX
3.04%
-0.15%
1.79%
11.32%
6.01%
4.29%
FXAIX
2.42%
-1.08%
7.43%
19.81%
14.30%
12.86%
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CAAAX vs. FXAIX - Expense Ratio Comparison
CAAAX has a 0.43% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
CAAAX vs. FXAIX — Risk-Adjusted Performance Rank
CAAAX
FXAIX
CAAAX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Growth Allocation Fund (CAAAX) and Fidelity 500 Index Fund (FXAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
CAAAX vs. FXAIX - Dividend Comparison
CAAAX's dividend yield for the trailing twelve months is around 1.30%, more than FXAIX's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAAAX Calvert Growth Allocation Fund | 1.30% | 1.34% | 1.53% | 1.32% | 1.78% | 0.49% | 0.92% | 2.04% | 2.17% | 2.07% | 0.88% | 1.04% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
Drawdowns
CAAAX vs. FXAIX - Drawdown Comparison
The maximum CAAAX drawdown since its inception was -56.25%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CAAAX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
CAAAX vs. FXAIX - Volatility Comparison
The current volatility for Calvert Growth Allocation Fund (CAAAX) is 2.66%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.43%. This indicates that CAAAX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.