CFJIX vs. FXAIX

In the year-to-date period, CFJIX achieves a 2.59% return, which is significantly higher than FXAIX's 1.34% return.

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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%.

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.

The current CFJIX Sharpe Ratio is 0.72, which is comparable to the FXAIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CFJIX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CFJIX's dividend yield for the trailing twelve months is around 6.15%, more than FXAIX's 1.55% yield.

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.

The current volatility for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) is 4.39%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.77%. 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.