CFJIX vs. FXAIX
Compare and contrast key facts about Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and Fidelity 500 Index Fund (FXAIX).
CFJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFJIX or FXAIX.
Correlation
The correlation between CFJIX and FXAIX is 0.86, 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
CFJIX vs. FXAIX - Performance Comparison
Key characteristics
CFJIX:
1.21
FXAIX:
1.87
CFJIX:
1.69
FXAIX:
2.52
CFJIX:
1.23
FXAIX:
1.34
CFJIX:
1.31
FXAIX:
2.83
CFJIX:
3.75
FXAIX:
11.72
CFJIX:
4.06%
FXAIX:
2.04%
CFJIX:
12.57%
FXAIX:
12.76%
CFJIX:
-36.91%
FXAIX:
-33.79%
CFJIX:
-5.31%
FXAIX:
-0.42%
Returns By Period
In the year-to-date period, CFJIX achieves a 5.96% return, which is significantly higher than FXAIX's 4.19% return.
CFJIX
5.96%
1.16%
5.21%
14.98%
8.27%
N/A
FXAIX
4.19%
1.25%
10.54%
24.46%
14.70%
13.09%
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CFJIX vs. FXAIX - Expense Ratio Comparison
CFJIX has a 0.24% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
CFJIX vs. FXAIX — Risk-Adjusted Performance Rank
CFJIX
FXAIX
CFJIX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) 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
CFJIX vs. FXAIX - Dividend Comparison
CFJIX's dividend yield for the trailing twelve months is around 2.07%, more than FXAIX's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 2.07% | 2.19% | 2.07% | 2.02% | 1.40% | 1.50% | 1.57% | 2.03% | 1.72% | 2.02% | 0.60% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
Drawdowns
CFJIX vs. FXAIX - Drawdown Comparison
The maximum CFJIX drawdown since its inception was -36.91%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CFJIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
CFJIX vs. FXAIX - Volatility Comparison
The current volatility for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) is 2.51%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.00%. This indicates that CFJIX 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.