PortfoliosLab logoPortfoliosLab logo
CGJIX vs. ACIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGJIX vs. ACIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and American Century Growth Fund G Class (ACIHX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CGJIX vs. ACIHX - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGJIX
Calvert US Large-Cap Growth Responsible Index Fund
-6.56%14.56%27.74%36.66%-5.03%
ACIHX
American Century Growth Fund G Class
-10.03%16.26%27.35%44.64%-6.24%

Returns By Period

In the year-to-date period, CGJIX achieves a -6.56% return, which is significantly higher than ACIHX's -10.03% return.


CGJIX

1D
3.18%
1M
-5.52%
YTD
-6.56%
6M
-4.82%
1Y
16.08%
3Y*
18.31%
5Y*
10.78%
10Y*
15.71%

ACIHX

1D
3.77%
1M
-5.57%
YTD
-10.03%
6M
-9.48%
1Y
16.46%
3Y*
18.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CGJIX vs. ACIHX - Expense Ratio Comparison

CGJIX has a 0.24% expense ratio, which is higher than ACIHX's 0.01% 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%.


Return for Risk

CGJIX vs. ACIHX — Risk / Return Rank

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

CGJIX
CGJIX Risk / Return Rank: 4444
Overall Rank
CGJIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CGJIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
CGJIX Omega Ratio Rank: 4040
Omega Ratio Rank
CGJIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
CGJIX Martin Ratio Rank: 5555
Martin Ratio Rank

ACIHX
ACIHX Risk / Return Rank: 3232
Overall Rank
ACIHX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACIHX Sortino Ratio Rank: 3434
Sortino Ratio Rank
ACIHX Omega Ratio Rank: 3232
Omega Ratio Rank
ACIHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
ACIHX Martin Ratio Rank: 2929
Martin Ratio Rank
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.

CGJIX vs. ACIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and American Century Growth Fund G Class (ACIHX). 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.


CGJIXACIHXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.78

+0.05

Sortino ratio

Return per unit of downside risk

1.33

1.28

+0.05

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.35

1.07

+0.29

Martin ratio

Return relative to average drawdown

5.66

3.68

+1.98

CGJIX vs. ACIHX - Sharpe Ratio Comparison

The current CGJIX Sharpe Ratio is 0.83, which is comparable to the ACIHX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of CGJIX and ACIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CGJIXACIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.78

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.78

0.00

Correlation

The correlation between CGJIX and ACIHX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CGJIX vs. ACIHX - Dividend Comparison

CGJIX's dividend yield for the trailing twelve months is around 3.26%, less than ACIHX's 17.73% yield.


TTM2025202420232022202120202019201820172016
CGJIX
Calvert US Large-Cap Growth Responsible Index Fund
3.26%3.05%2.04%0.53%0.51%1.85%1.76%1.64%5.72%2.19%1.13%
ACIHX
American Century Growth Fund G Class
17.73%15.95%5.65%4.61%2.86%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CGJIX vs. ACIHX - Drawdown Comparison

The maximum CGJIX drawdown since its inception was -31.18%, which is greater than ACIHX's maximum drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for CGJIX and ACIHX.


Loading graphics...

Drawdown Indicators


CGJIXACIHXDifference

Max Drawdown

Largest peak-to-trough decline

-31.18%

-24.00%

-7.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-16.40%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

Max Drawdown (10Y)

Largest decline over 10 years

-31.18%

Current Drawdown

Current decline from peak

-8.32%

-13.25%

+4.93%

Average Drawdown

Average peak-to-trough decline

-5.53%

-4.95%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

4.75%

-1.73%

Volatility

CGJIX vs. ACIHX - Volatility Comparison

The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 5.91%, while American Century Growth Fund G Class (ACIHX) has a volatility of 6.80%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than ACIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CGJIXACIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

6.80%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

12.60%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

22.68%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

21.28%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

21.28%

-1.28%