PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CGJIX vs. AWIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CGJIX vs. AWIIX - 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 CIBC Atlas Income Opportunities Fund (AWIIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.31%
7.69%
CGJIX
AWIIX

Returns By Period

In the year-to-date period, CGJIX achieves a 28.02% return, which is significantly higher than AWIIX's 11.95% return.


CGJIX

YTD

28.02%

1M

4.01%

6M

13.31%

1Y

34.61%

5Y (annualized)

17.74%

10Y (annualized)

N/A

AWIIX

YTD

11.95%

1M

0.79%

6M

7.69%

1Y

17.03%

5Y (annualized)

8.01%

10Y (annualized)

7.50%

Key characteristics


CGJIXAWIIX
Sharpe Ratio2.342.47
Sortino Ratio3.073.45
Omega Ratio1.431.46
Calmar Ratio3.312.40
Martin Ratio13.9815.76
Ulcer Index2.48%1.08%
Daily Std Dev14.82%6.89%
Max Drawdown-31.73%-27.07%
Current Drawdown-0.80%-0.36%

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. AWIIX - Expense Ratio Comparison

CGJIX has a 0.24% expense ratio, which is lower than AWIIX's 0.69% expense ratio.


AWIIX
CIBC Atlas Income Opportunities Fund
Expense ratio chart for AWIIX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for CGJIX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for CGJIX, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.005.002.342.47
The chart of Sortino ratio for CGJIX, currently valued at 3.07, compared to the broader market0.005.0010.003.073.45
The chart of Omega ratio for CGJIX, currently valued at 1.43, compared to the broader market1.002.003.004.001.431.46
The chart of Calmar ratio for CGJIX, currently valued at 3.31, compared to the broader market0.005.0010.0015.0020.003.312.40
The chart of Martin ratio for CGJIX, currently valued at 13.98, compared to the broader market0.0020.0040.0060.0080.00100.0013.9815.76
CGJIX
AWIIX

The current CGJIX Sharpe Ratio is 2.34, which is comparable to the AWIIX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of CGJIX and AWIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.34
2.47
CGJIX
AWIIX

Dividends

CGJIX vs. AWIIX - Dividend Comparison

CGJIX's dividend yield for the trailing twelve months is around 0.41%, less than AWIIX's 2.21% yield.


TTM2023202220212020201920182017201620152014
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
2.21%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.80%
-0.36%
CGJIX
AWIIX

Volatility

CGJIX vs. AWIIX - Volatility Comparison

Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 4.60% compared to CIBC Atlas Income Opportunities Fund (AWIIX) at 2.04%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.60%
2.04%
CGJIX
AWIIX