CGJIX vs. BPTRX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Baron Partners Fund (BPTRX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. BPTRX is managed by Baron Capital Group, Inc.. It was launched on Apr 30, 2003.
Performance
CGJIX vs. BPTRX - Performance Comparison
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CGJIX vs. BPTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | -6.56% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | 27.39% |
BPTRX Baron Partners Fund | -5.39% | 24.54% | 32.75% | 43.09% | -42.53% | 31.35% | 148.81% | 44.99% | -2.01% | 31.54% |
Returns By Period
In the year-to-date period, CGJIX achieves a -6.56% return, which is significantly lower than BPTRX's -5.39% return. Over the past 10 years, CGJIX has underperformed BPTRX with an annualized return of 15.71%, while BPTRX has yielded a comparatively higher 23.66% annualized 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%
BPTRX
- 1D
- 2.10%
- 1M
- -5.26%
- YTD
- -5.39%
- 6M
- 11.85%
- 1Y
- 41.12%
- 3Y*
- 21.98%
- 5Y*
- 10.95%
- 10Y*
- 23.66%
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CGJIX vs. BPTRX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is lower than BPTRX's 1.36% expense ratio.
Return for Risk
CGJIX vs. BPTRX — Risk / Return Rank
CGJIX
BPTRX
CGJIX vs. BPTRX - 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 Baron Partners Fund (BPTRX). 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 | BPTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.29 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.33 | 2.38 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.85 | -1.50 |
Martin ratioReturn relative to average drawdown | 5.66 | 10.35 | -4.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGJIX | BPTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.29 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.32 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.73 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.55 | +0.24 |
Correlation
The correlation between CGJIX and BPTRX is 0.77, 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. BPTRX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 3.26%, less than BPTRX's 3.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
BPTRX Baron Partners Fund | 3.55% | 3.36% | 0.76% | 0.00% | 3.19% | 7.72% | 3.67% | 0.26% | 0.00% | 0.00% | 0.00% | 0.35% |
Drawdowns
CGJIX vs. BPTRX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum BPTRX drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for CGJIX and BPTRX.
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Drawdown Indicators
| CGJIX | BPTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -64.11% | +32.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -14.79% | +2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -49.87% | +18.69% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -51.26% | +20.08% |
Current DrawdownCurrent decline from peak | -8.32% | -8.65% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -13.82% | +8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 4.08% | -1.06% |
Volatility
CGJIX vs. BPTRX - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 5.91% compared to Baron Partners Fund (BPTRX) at 4.78%. This indicates that CGJIX's price experiences larger fluctuations and is considered to be riskier than BPTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGJIX | BPTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 4.78% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 22.21% | -11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 33.35% | -13.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 33.90% | -14.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 32.72% | -12.72% |