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CFAIX vs. CGJIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFAIX vs. CGJIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Conservative Allocation Fund Class I (CFAIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). The values are adjusted to include any dividend payments, if applicable.

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CFAIX vs. CGJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFAIX
Calvert Conservative Allocation Fund Class I
-2.69%10.50%6.65%10.34%-14.13%7.92%12.51%15.89%-2.54%8.20%
CGJIX
Calvert US Large-Cap Growth Responsible Index Fund
-9.44%14.56%27.74%36.66%-26.84%26.13%38.69%35.29%0.74%26.21%

Returns By Period

In the year-to-date period, CFAIX achieves a -2.69% return, which is significantly higher than CGJIX's -9.44% return.


CFAIX

1D
0.27%
1M
-4.75%
YTD
-2.69%
6M
-0.88%
1Y
6.39%
3Y*
6.65%
5Y*
2.99%
10Y*

CGJIX

1D
-0.50%
1M
-8.33%
YTD
-9.44%
6M
-7.33%
1Y
13.17%
3Y*
17.08%
5Y*
10.41%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFAIX vs. CGJIX - Expense Ratio Comparison

CFAIX has a 0.66% expense ratio, which is higher than CGJIX's 0.24% expense ratio.


Return for Risk

CFAIX vs. CGJIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFAIX
CFAIX Risk / Return Rank: 4848
Overall Rank
CFAIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CFAIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
CFAIX Omega Ratio Rank: 4343
Omega Ratio Rank
CFAIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
CFAIX Martin Ratio Rank: 5050
Martin Ratio Rank

CGJIX
CGJIX Risk / Return Rank: 3232
Overall Rank
CGJIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CGJIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CGJIX Omega Ratio Rank: 3333
Omega Ratio Rank
CGJIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGJIX Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFAIX vs. CGJIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Conservative Allocation Fund Class I (CFAIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). 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.


CFAIXCGJIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.67

+0.30

Sortino ratio

Return per unit of downside risk

1.38

1.11

+0.27

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.22

0.86

+0.36

Martin ratio

Return relative to average drawdown

4.96

3.67

+1.30

CFAIX vs. CGJIX - Sharpe Ratio Comparison

The current CFAIX Sharpe Ratio is 0.98, which is higher than the CGJIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CFAIX and CGJIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFAIXCGJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.67

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.53

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.77

+0.01

Correlation

The correlation between CFAIX and CGJIX is 0.79, 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.


Dividends

CFAIX vs. CGJIX - Dividend Comparison

CFAIX's dividend yield for the trailing twelve months is around 3.62%, more than CGJIX's 3.36% yield.


TTM2025202420232022202120202019201820172016
CFAIX
Calvert Conservative Allocation Fund Class I
3.62%3.56%3.62%3.48%2.48%5.55%4.39%4.38%5.10%2.39%0.00%
CGJIX
Calvert US Large-Cap Growth Responsible Index Fund
3.36%3.05%2.04%0.53%0.51%1.85%1.76%1.64%5.72%2.19%1.13%

Drawdowns

CFAIX vs. CGJIX - Drawdown Comparison

The maximum CFAIX drawdown since its inception was -18.74%, smaller than the maximum CGJIX drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for CFAIX and CGJIX.


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Drawdown Indicators


CFAIXCGJIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-31.18%

+12.44%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-12.62%

+7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-31.18%

+12.44%

Max Drawdown (10Y)

Largest decline over 10 years

-31.18%

Current Drawdown

Current decline from peak

-4.75%

-11.15%

+6.40%

Average Drawdown

Average peak-to-trough decline

-3.30%

-5.53%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

2.97%

-1.72%

Volatility

CFAIX vs. CGJIX - Volatility Comparison

The current volatility for Calvert Conservative Allocation Fund Class I (CFAIX) is 2.54%, while Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a volatility of 4.74%. This indicates that CFAIX experiences smaller price fluctuations and is considered to be less risky than CGJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFAIXCGJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

4.74%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

10.20%

-6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

6.71%

20.14%

-13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

19.77%

-12.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.90%

19.98%

-13.08%