CFJIX vs. QQQ
Compare and contrast key facts about Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and Invesco QQQ (QQQ).
CFJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFJIX or QQQ.
Correlation
The correlation between CFJIX and QQQ is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CFJIX vs. QQQ - Performance Comparison
Key characteristics
CFJIX:
1.09
QQQ:
1.30
CFJIX:
1.53
QQQ:
1.78
CFJIX:
1.20
QQQ:
1.24
CFJIX:
1.19
QQQ:
1.76
CFJIX:
3.38
QQQ:
6.08
CFJIX:
4.08%
QQQ:
3.92%
CFJIX:
12.64%
QQQ:
18.35%
CFJIX:
-36.91%
QQQ:
-82.98%
CFJIX:
-6.53%
QQQ:
-2.49%
Returns By Period
In the year-to-date period, CFJIX achieves a 4.58% return, which is significantly higher than QQQ's 2.90% return.
CFJIX
4.58%
0.36%
2.45%
12.85%
7.98%
N/A
QQQ
2.90%
-1.02%
9.93%
20.80%
18.77%
18.06%
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CFJIX vs. QQQ - Expense Ratio Comparison
CFJIX has a 0.24% expense ratio, which is higher than QQQ's 0.20% 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. QQQ — Risk-Adjusted Performance Rank
CFJIX
QQQ
CFJIX vs. QQQ - 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 Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
CFJIX's dividend yield for the trailing twelve months is around 2.09%, more than QQQ's 0.54% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 2.09% | 2.19% | 2.07% | 2.02% | 1.40% | 1.50% | 1.57% | 2.03% | 1.72% | 2.02% | 0.60% | 0.00% |
QQQ Invesco QQQ | 0.54% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
CFJIX vs. QQQ - Drawdown Comparison
The maximum CFJIX drawdown since its inception was -36.91%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CFJIX and QQQ. For additional features, visit the drawdowns tool.
Volatility
CFJIX vs. QQQ - Volatility Comparison
The current volatility for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) is 2.81%, while Invesco QQQ (QQQ) has a volatility of 5.02%. This indicates that CFJIX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.