CGJIX vs. BBLIX

Last updated Apr 1, 2026

Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and BBH Select Series - Large Cap Fund (BBLIX).

CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. BBLIX is managed by BBH. It was launched on Sep 9, 2019.

Performance

CGJIX vs. BBLIX - 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 BBH Select Series - Large Cap Fund (BBLIX). The values are adjusted to include any dividend payments, if applicable.

CGJIX vs. BBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CGJIX Calvert US Large-Cap Growth Responsible Index Fund	-9.44%	14.56%	27.74%	36.66%	-26.84%	26.13%	38.69%	8.77%
BBLIX BBH Select Series - Large Cap Fund	1.58%	12.07%	15.83%	23.86%	-20.59%	27.23%	12.30%	3.63%

Returns By Period

In the year-to-date period, CGJIX achieves a -9.44% return, which is significantly lower than BBLIX's 1.58% return.

CGJIX

• 1D: -0.50%
• 1M: -8.33%
• YTD: -9.44%
• 6M: -7.33%
• 1Y: 13.17%
• 3Y*: 17.08%
• 5Y*: 10.41%
• 10Y*: 15.35%

BBLIX

• 1D: 0.00%
• 1M: 1.58%
• YTD: 1.58%
• 6M: -0.19%
• 1Y: 13.25%
• 3Y*: 15.61%
• 5Y*: 9.96%
• 10Y*: —

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

CGJIX vs. BBLIX - Expense Ratio Comparison

CGJIX has a 0.24% expense ratio, which is lower than BBLIX's 0.70% expense ratio.

BBLIX

BBH Select Series - Large Cap Fund

CGJIX

Calvert US Large-Cap Growth Responsible Index Fund

Return for Risk

CGJIX vs. BBLIX — Risk / Return Rank

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

CGJIX

CGJIX Risk / Return Rank: 32
CGJIX Sharpe Ratio Rank: 29
CGJIX Sortino Ratio Rank: 32
CGJIX Omega Ratio Rank: 33
CGJIX Calmar Ratio Rank: 31
CGJIX Martin Ratio Rank: 34

BBLIX

BBLIX Risk / Return Rank: 55
BBLIX Sharpe Ratio Rank: 61
BBLIX Sortino Ratio Rank: 68
BBLIX Omega Ratio Rank: 76
BBLIX Calmar Ratio Rank: 34
BBLIX Martin Ratio Rank: 36

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. BBLIX - 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 BBH Select Series - Large Cap Fund (BBLIX). 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.

	CGJIX	BBLIX	Difference
Sharpe ratio Return per unit of total volatility	0.67	1.10	-0.42
Sortino ratio Return per unit of downside risk	1.11	1.69	-0.58
Omega ratio Gain probability vs. loss probability	1.16	1.29	-0.13
Calmar ratio Return relative to maximum drawdown	0.86	0.94	-0.07
Martin ratio Return relative to average drawdown	3.67	3.81	-0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGJIX vs. BBLIX - Sharpe Ratio Comparison

The current CGJIX Sharpe Ratio is 0.67, which is lower than the BBLIX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of CGJIX and BBLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CGJIX	BBLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.67	1.10	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.65	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.58	+0.19

Correlation

The correlation between CGJIX and BBLIX is 0.87, 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. BBLIX - Dividend Comparison

CGJIX's dividend yield for the trailing twelve months is around 3.36%, less than BBLIX's 9.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CGJIX Calvert US Large-Cap Growth Responsible Index Fund	3.36%	3.05%	2.04%	0.53%	0.51%	1.85%	1.76%	1.64%	5.72%	2.19%	1.13%
BBLIX BBH Select Series - Large Cap Fund	9.39%	9.54%	4.20%	0.28%	1.45%	3.27%	0.34%	0.04%	0.00%	0.00%	0.00%

Drawdowns

CGJIX vs. BBLIX - Drawdown Comparison

The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum BBLIX drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for CGJIX and BBLIX.

Drawdown Indicators

	CGJIX	BBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.18%	-33.49%	+2.31%
Max Drawdown (1Y) Largest decline over 1 year	-12.62%	-10.22%	-2.40%
Max Drawdown (5Y) Largest decline over 5 years	-31.18%	-28.06%	-3.12%
Max Drawdown (10Y) Largest decline over 10 years	-31.18%	—	—
Current Drawdown Current decline from peak	-11.15%	-1.80%	-9.35%
Average Drawdown Average peak-to-trough decline	-5.53%	-6.48%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	3.62%	-0.65%

Volatility

CGJIX vs. BBLIX - Volatility Comparison

Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 4.74% compared to BBH Select Series - Large Cap Fund (BBLIX) at 1.57%. This indicates that CGJIX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGJIX	BBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	1.57%	+3.17%
Volatility (6M) Calculated over the trailing 6-month period	10.20%	6.08%	+4.12%
Volatility (1Y) Calculated over the trailing 1-year period	20.14%	16.12%	+4.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.77%	16.08%	+3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.98%	18.80%	+1.18%