CGBIX vs. CISIX
CGBIX (Calvert Green Bond Fund) and CISIX (Calvert US Large-Cap Core Responsible Index Fund) are both mutual funds - CGBIX is a Intermediate Core-Plus Bond fund managed by Calvert, while CISIX is a Large Cap Blend Equities fund managed by Calvert. Over the past 10 years, CGBIX returned 1.63%/yr vs 15.21%/yr for CISIX. Their -0.04 correlation means they have often moved in opposite directions in the past. CGBIX charges 0.48%/yr vs 0.24%/yr for CISIX.
Performance
CGBIX vs. CISIX - Performance Comparison
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Returns By Period
In the year-to-date period, CGBIX achieves a -0.63% return, which is significantly lower than CISIX's 13.58% return. Over the past 10 years, CGBIX has underperformed CISIX with an annualized return of 1.63%, while CISIX has yielded a comparatively higher 15.21% annualized return.
CGBIX
- 1D
- 0.21%
- 1M
- -1.20%
- 6M
- -0.86%
- YTD
- -0.63%
- 1Y
- 1.62%
- 3Y*
- 4.47%
- 5Y*
- -0.18%
- 10Y*
- 1.63%
- ALL TIME*
- 2.09%
CISIX
- 1D
- 1.52%
- 1M
- 1.42%
- 6M
- 12.52%
- YTD
- 13.58%
- 1Y
- 23.40%
- 3Y*
- 20.72%
- 5Y*
- 11.83%
- 10Y*
- 15.21%
- ALL TIME*
- 7.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CGBIX vs. CISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGBIX Calvert Green Bond Fund | -0.63% | 7.90% | 2.00% | 6.14% | -13.08% | -1.66% | 7.02% | 8.14% | 0.68% | 3.17% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 13.58% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
Correlation
The correlation between CGBIX and CISIX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013 | -0.04 |
The correlation between CGBIX and CISIX shifts across timeframes, from -0.04 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CGBIX vs. CISIX — Risk / Return Rank
CGBIX
CISIX
CGBIX vs. CISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Green Bond Fund (CGBIX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX). 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.
| CGBIX | CISIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.33 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.61 | -1.96 |
| Martin ratioReturn relative to average drawdown | 1.60 | 11.50 | -9.90 |
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Drawdowns
CGBIX vs. CISIX - Drawdown Comparison
The maximum CGBIX drawdown since its inception was -17.46%, smaller than the maximum CISIX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for CGBIX and CISIX.
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Drawdown Indicators
| CGBIX | CISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.46% | -59.36% | +41.90% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -9.72% | +6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -4.35% | -19.94% | +15.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | -27.37% | +10.21% |
Max Drawdown (10Y)Largest decline over 10 years | -17.46% | -32.82% | +15.36% |
Current DrawdownCurrent decline from peak | -2.25% | 0.00% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -14.20% | +10.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 2.20% | -1.10% |
Volatility
CGBIX vs. CISIX - Volatility Comparison
The current volatility for Calvert Green Bond Fund (CGBIX) is 0.93%, while Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a volatility of 3.99%. This indicates that CGBIX experiences smaller price fluctuations and is considered to be less risky than CISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGBIX | CISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 3.99% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.75% | 10.90% | -8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.31% | 13.52% | -10.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.98% | 17.93% | -12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.08% | 18.58% | -14.50% |
CGBIX vs. CISIX - Expense Ratio Comparison
CGBIX has a 0.48% expense ratio, which is higher than CISIX's 0.24% expense ratio.
Dividends
CGBIX vs. CISIX - Dividend Comparison
CGBIX's dividend yield for the trailing twelve months is around 3.51%, less than CISIX's 4.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGBIX Calvert Green Bond Fund | 3.51% | 4.09% | 3.49% | 2.37% | 1.86% | 1.99% | 1.85% | 2.45% | 2.26% | 2.54% | 3.22% | 2.01% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 4.75% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
Frequently Asked Questions
CGBIX and CISIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CISIX has higher volatility (3.99%) compared to CGBIX (0.93%). In terms of maximum drawdown, CGBIX dropped -17.46% vs CISIX's -59.36%.
CISIX currently has the higher Sharpe Ratio (1.88 vs 0.53), 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.
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