CFJIX vs. GQHPX

Last updated Aug 1, 2026

CFJIX (Calvert US Large-Cap Value Responsible Index Fund) and GQHPX (GQG Partners US Quality Dividend Income Fund) are both mutual funds - CFJIX is a Large Cap Value Equities fund managed by Calvert, while GQHPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, CFJIX returned 11.16%/yr vs 10.77%/yr for GQHPX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. CFJIX charges 0.24%/yr vs 0.57%/yr for GQHPX.

Performance

CFJIX vs. GQHPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and GQG Partners US Quality Dividend Income Fund (GQHPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CFJIX achieves a 23.32% return, which is significantly higher than GQHPX's 13.55% return.

CFJIX

• 1D: -0.24%
• 1M: 0.76%
• 6M: 18.52%
• YTD: 23.32%
• 1Y: 37.23%
• 3Y*: 19.43%
• 5Y*: 11.16%
• 10Y*: 12.26%
• ALL TIME*: 12.45%

GQHPX

• 1D: -0.82%
• 1M: 2.68%
• 6M: 7.38%
• YTD: 13.55%
• 1Y: 16.78%
• 3Y*: 11.65%
• 5Y*: 10.77%
• 10Y*: —
• ALL TIME*: 10.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CFJIX Calvert US Large-Cap Value Responsible Index Fund	$0.00	$0.00	$0.00
GQHPX GQG Partners US Quality Dividend Income Fund	$0.00	$0.00	$0.00

CFJIX vs. GQHPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CFJIX Calvert US Large-Cap Value Responsible Index Fund	23.32%	16.76%	14.63%	9.86%	-11.70%	6.95%
GQHPX GQG Partners US Quality Dividend Income Fund	13.55%	7.53%	12.69%	3.94%	6.73%	10.34%

Correlation

The correlation between CFJIX and GQHPX is 0.24, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.24
Correlation (3Y) Balances recent behavior with more history.	0.55
Correlation (5Y) Shows whether the relationship held over a longer period.	0.65
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.66

Over the past year, the correlation between CFJIX and GQHPX has dropped to 0.24 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

Return for Risk

CFJIX vs. GQHPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CFJIX

CFJIX Risk / Return Rank: 93
CFJIX Sharpe Ratio Rank: 95
CFJIX Sortino Ratio Rank: 94
CFJIX Omega Ratio Rank: 89
CFJIX Calmar Ratio Rank: 93
CFJIX Martin Ratio Rank: 95

GQHPX

GQHPX Risk / Return Rank: 62
GQHPX Sharpe Ratio Rank: 62
GQHPX Sortino Ratio Rank: 67
GQHPX Omega Ratio Rank: 55
GQHPX Calmar Ratio Rank: 78
GQHPX Martin Ratio Rank: 49

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CFJIX vs. GQHPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and GQG Partners US Quality Dividend Income Fund (GQHPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CFJIX	GQHPX	Difference
Sharpe ratio: Return per unit of total volatility	2.63	1.49	+1.14
Sortino ratio: Return per unit of downside risk	3.77	2.28	+1.50
Omega ratio: Gain probability vs. loss probability	1.46	1.26	+0.20
Calmar ratio: Return relative to maximum drawdown	3.80	2.53	+1.27
Martin ratio: Return relative to average drawdown	15.34	6.76	+8.58

CFJIX vs. GQHPX - Sharpe Ratio Comparison

The current CFJIX Sharpe Ratio is 2.63, which is higher than the GQHPX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of CFJIX and GQHPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CFJIX vs. GQHPX - Drawdown Comparison

The maximum CFJIX drawdown since its inception was -36.91%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for CFJIX and GQHPX.

Drawdown Indicators

	CFJIX	GQHPX	Difference
Max Drawdown Largest peak-to-trough decline	-36.91%	-17.26%	-19.65%
Max Drawdown (1Y) Largest decline over 1 year	-9.00%	-6.50%	-2.50%
Max Drawdown (3Y) Largest decline over 3 years	-16.60%	-8.71%	-7.89%
Max Drawdown (5Y) Largest decline over 5 years	-22.62%	-17.26%	-5.36%
Max Drawdown (10Y) Largest decline over 10 years	-36.91%	—	—
Current Drawdown Current decline from peak	-1.49%	-1.02%	-0.47%
Average Drawdown Average peak-to-trough decline	-5.03%	-3.34%	-1.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.43%	-0.19%

Volatility

CFJIX vs. GQHPX - Volatility Comparison

The current volatility for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) is 3.46%, while GQG Partners US Quality Dividend Income Fund (GQHPX) has a volatility of 4.32%. This indicates that CFJIX experiences smaller price fluctuations and is considered to be less risky than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CFJIX	GQHPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	4.32%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	9.95%	9.14%	+0.81%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	11.03%	+2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.97%	12.74%	+3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.94%	12.74%	+5.20%

CFJIX vs. GQHPX - Expense Ratio Comparison

CFJIX has a 0.24% expense ratio, which is lower than GQHPX's 0.57% expense ratio.

Dividends

CFJIX vs. GQHPX - Dividend Comparison

CFJIX's dividend yield for the trailing twelve months is around 7.43%, more than GQHPX's 3.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CFJIX Calvert US Large-Cap Value Responsible Index Fund	7.43%	9.16%	6.31%	2.07%	2.02%	4.17%	1.88%	2.17%	4.87%	6.79%	2.28%
GQHPX GQG Partners US Quality Dividend Income Fund	3.66%	2.98%	3.14%	2.64%	3.24%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CFJIX and GQHPX in my portfolio?

CFJIX and GQHPX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CFJIX or GQHPX?

GQHPX has higher volatility (4.32%) compared to CFJIX (3.46%). In terms of maximum drawdown, CFJIX dropped -36.91% vs GQHPX's -17.26%.

Which has better risk-adjusted returns?

CFJIX currently has the higher Sharpe Ratio (2.63 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.