CFJIX vs. LSVVX

Last updated Aug 1, 2026

CFJIX (Calvert US Large-Cap Value Responsible Index Fund) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, CFJIX returned 12.26%/yr vs 11.12%/yr for LSVVX. Their 0.97 correlation means they have historically moved very closely together. CFJIX charges 0.24%/yr vs 0.35%/yr for LSVVX.

Performance

CFJIX vs. LSVVX - 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 LSV Conservative Value Equity Fund (LSVVX). 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 LSVVX's 20.59% return. Over the past 10 years, CFJIX has outperformed LSVVX with an annualized return of 12.26%, while LSVVX has yielded a comparatively lower 11.12% annualized 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%

LSVVX

• 1D: 0.18%
• 1M: 3.40%
• 6M: 16.55%
• YTD: 20.59%
• 1Y: 39.09%
• 3Y*: 15.66%
• 5Y*: 11.24%
• 10Y*: 11.12%
• ALL TIME*: 7.18%

*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
LSVVX LSV Conservative Value Equity Fund	$0.00	$0.00	$0.00

CFJIX vs. LSVVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CFJIX Calvert US Large-Cap Value Responsible Index Fund	23.32%	16.76%	14.63%	9.86%	-11.70%	24.40%	9.06%	29.36%	-10.08%	15.17%
LSVVX LSV Conservative Value Equity Fund	20.59%	19.63%	3.97%	12.19%	-4.02%	28.57%	-3.46%	25.29%	-11.10%	16.18%

Correlation

The correlation between CFJIX and LSVVX is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (5Y) Shows whether the relationship held over a longer period.	0.96
Correlation (10Y) Provides a long-term view across more market conditions.	0.97
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.97

The correlation between CFJIX and LSVVX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

Return for Risk

CFJIX vs. LSVVX — 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

LSVVX

LSVVX Risk / Return Rank: 97
LSVVX Sharpe Ratio Rank: 98
LSVVX Sortino Ratio Rank: 97
LSVVX Omega Ratio Rank: 95
LSVVX Calmar Ratio Rank: 98
LSVVX Martin Ratio Rank: 98

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. LSVVX - 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 LSV Conservative Value Equity Fund (LSVVX). 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	LSVVX	Difference
Sharpe ratio: Return per unit of total volatility	2.63	3.24	-0.61
Sortino ratio: Return per unit of downside risk	3.77	4.60	-0.83
Omega ratio: Gain probability vs. loss probability	1.46	1.59	-0.13
Calmar ratio: Return relative to maximum drawdown	3.80	5.83	-2.03
Martin ratio: Return relative to average drawdown	15.34	23.09	-7.74

CFJIX vs. LSVVX - Sharpe Ratio Comparison

The current CFJIX Sharpe Ratio is 2.63, which is comparable to the LSVVX Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of CFJIX and LSVVX, 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. LSVVX - Drawdown Comparison

The maximum CFJIX drawdown since its inception was -36.91%, smaller than the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for CFJIX and LSVVX.

Drawdown Indicators

	CFJIX	LSVVX	Difference
Max Drawdown Largest peak-to-trough decline	-36.91%	-61.62%	+24.71%
Max Drawdown (1Y) Largest decline over 1 year	-9.00%	-6.23%	-2.77%
Max Drawdown (3Y) Largest decline over 3 years	-16.60%	-24.61%	+8.01%
Max Drawdown (5Y) Largest decline over 5 years	-22.62%	-24.61%	+1.99%
Max Drawdown (10Y) Largest decline over 10 years	-36.91%	-40.61%	+3.70%
Current Drawdown Current decline from peak	-1.49%	-0.76%	-0.73%
Average Drawdown Average peak-to-trough decline	-5.03%	-12.10%	+7.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	1.58%	+0.66%

Volatility

CFJIX vs. LSVVX - Volatility Comparison

Calvert US Large-Cap Value Responsible Index Fund (CFJIX) has a higher volatility of 3.46% compared to LSV Conservative Value Equity Fund (LSVVX) at 2.68%. This indicates that CFJIX's price experiences larger fluctuations and is considered to be riskier than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CFJIX	LSVVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	2.68%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	9.95%	8.14%	+1.81%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	11.22%	+1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.97%	15.84%	+0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.94%	18.42%	-0.48%

CFJIX vs. LSVVX - Expense Ratio Comparison

CFJIX has a 0.24% expense ratio, which is lower than LSVVX's 0.35% expense ratio.

Dividends

CFJIX vs. LSVVX - Dividend Comparison

CFJIX's dividend yield for the trailing twelve months is around 7.43%, less than LSVVX's 11.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
LSVVX LSV Conservative Value Equity Fund	11.35%	13.69%	2.45%	6.57%	5.41%	3.67%	2.40%	21.48%	3.91%	1.98%	2.37%	2.38%

Frequently Asked Questions

Can I hold both CFJIX and LSVVX in my portfolio?

With a correlation of 0.92, CFJIX and LSVVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CFJIX or LSVVX?

CFJIX has higher volatility (3.46%) compared to LSVVX (2.68%). In terms of maximum drawdown, CFJIX dropped -36.91% vs LSVVX's -61.62%.

Which has better risk-adjusted returns?

LSVVX currently has the higher Sharpe Ratio (3.24 vs 2.63), 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.