CFJIX vs. SHXPX

Last updated Jul 17, 2026

CFJIX (Calvert US Large-Cap Value Responsible Index Fund) and SHXPX (American Beacon Shapiro Equity Opportunities Fund) are both Large Cap Value Equities funds. At a correlation of -0.06, they often move in opposite directions. CFJIX charges 0.24%/yr vs 1.21%/yr for SHXPX.

Performance

CFJIX vs. SHXPX - 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 American Beacon Shapiro Equity Opportunities Fund (SHXPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CFJIX

• 1D: 0.12%
• 1M: 2.15%
• 6M: 17.04%
• YTD: 21.78%
• 1Y: 33.14%
• 3Y*: 19.99%
• 5Y*: 11.23%
• 10Y*: 12.13%

SHXPX

• 1D: 0.13%
• 1M: 0.19%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CFJIX vs. SHXPX - Yearly Performance Comparison

	2026 (YTD)
CFJIX Calvert US Large-Cap Value Responsible Index Fund	6.64%
SHXPX American Beacon Shapiro Equity Opportunities Fund	0.65%

Correlation

The correlation between CFJIX and SHXPX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	-0.06

Return for Risk

CFJIX vs. SHXPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFJIX

CFJIX Risk / Return Rank: 90
CFJIX Sharpe Ratio Rank: 93
CFJIX Sortino Ratio Rank: 90
CFJIX Omega Ratio Rank: 85
CFJIX Calmar Ratio Rank: 91
CFJIX Martin Ratio Rank: 92

SHXPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFJIX vs. SHXPX - 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 American Beacon Shapiro Equity Opportunities Fund (SHXPX). 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	SHXPX	Difference
Sharpe ratio: Return per unit of total volatility	2.63	—	—
Sortino ratio: Return per unit of downside risk	3.78	—	—
Omega ratio: Gain probability vs. loss probability	1.46	—	—
Calmar ratio: Return relative to maximum drawdown	3.77	—	—
Martin ratio: Return relative to average drawdown	14.70	—	—

Drawdowns

CFJIX vs. SHXPX - Drawdown Comparison

The maximum CFJIX drawdown since its inception was -36.91%, which is greater than SHXPX's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for CFJIX and SHXPX.

Drawdown Indicators

	CFJIX	SHXPX	Difference
Max Drawdown Largest peak-to-trough decline	-36.91%	-0.13%	-36.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.00%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.62%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.91%	—	—
Current Drawdown Current decline from peak	-0.67%	0.00%	-0.67%
Average Drawdown Average peak-to-trough decline	-5.05%	-0.01%	-5.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	—	—

Volatility

Volatility by Period

	CFJIX	SHXPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	1.33%	+11.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	1.33%	+14.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.93%	1.33%	+16.60%

CFJIX vs. SHXPX - Expense Ratio Comparison

CFJIX has a 0.24% expense ratio, which is lower than SHXPX's 1.21% expense ratio.

Dividends

CFJIX vs. SHXPX - Dividend Comparison

CFJIX's dividend yield for the trailing twelve months is around 7.52%, less than SHXPX's 108.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CFJIX Calvert US Large-Cap Value Responsible Index Fund	7.52%	9.16%	6.31%	2.07%	2.02%	4.17%	1.88%	2.17%	4.87%	6.79%	2.28%
SHXPX American Beacon Shapiro Equity Opportunities Fund	108.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CFJIX and SHXPX in my portfolio?

CFJIX and SHXPX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.