CGJIX vs. AWIIX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and CIBC Atlas Income Opportunities Fund (AWIIX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. AWIIX is managed by CIBC Private Wealth Management. It was launched on Jun 26, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGJIX or AWIIX.
Key characteristics
| CGJIX | AWIIX | |
|---|---|---|
| YTD Return | 28.32% | 11.62% |
| 1Y Return | 40.81% | 19.91% |
| 3Y Return (Ann) | 8.29% | 3.23% |
| 5Y Return (Ann) | 18.13% | 8.02% |
| Sharpe Ratio | 2.77 | 2.85 |
| Sortino Ratio | 3.61 | 4.03 |
| Omega Ratio | 1.51 | 1.54 |
| Calmar Ratio | 3.65 | 1.97 |
| Martin Ratio | 16.80 | 18.99 |
| Ulcer Index | 2.46% | 1.06% |
| Daily Std Dev | 14.93% | 7.09% |
| Max Drawdown | -31.73% | -27.07% |
| Current Drawdown | 0.00% | -0.66% |
Correlation
The correlation between CGJIX and AWIIX is 0.88, 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.
Performance
CGJIX vs. AWIIX - Performance Comparison
In the year-to-date period, CGJIX achieves a 28.32% return, which is significantly higher than AWIIX's 11.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CGJIX vs. AWIIX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is lower than AWIIX's 0.69% expense ratio.
Risk-Adjusted Performance
CGJIX vs. AWIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and CIBC Atlas Income Opportunities Fund (AWIIX). 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
CGJIX vs. AWIIX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 0.41%, less than AWIIX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 0.41% | 0.53% | 0.51% | 0.39% | 0.51% | 0.74% | 1.02% | 0.87% | 1.14% | 0.29% | 0.00% |
AWIIX CIBC Atlas Income Opportunities Fund | 2.22% | 2.27% | 2.27% | 1.70% | 1.78% | 2.31% | 2.70% | 2.36% | 2.84% | 3.21% | 1.44% |
Drawdowns
CGJIX vs. AWIIX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.73%, which is greater than AWIIX's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for CGJIX and AWIIX. For additional features, visit the drawdowns tool.
Volatility
CGJIX vs. AWIIX - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 4.44% compared to CIBC Atlas Income Opportunities Fund (AWIIX) at 2.07%. This indicates that CGJIX's price experiences larger fluctuations and is considered to be riskier than AWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.