CGJIX vs. CHASX
CGJIX (Calvert US Large-Cap Growth Responsible Index Fund) and CHASX (Chase Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, CGJIX returned 17.33%/yr vs 20.04%/yr for CHASX. Their correlation of 0.91 suggests significant overlap in exposure. CGJIX charges 0.24%/yr vs 1.14%/yr for CHASX.
Performance
CGJIX vs. CHASX - Performance Comparison
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Returns By Period
In the year-to-date period, CGJIX achieves a 9.99% return, which is significantly lower than CHASX's 26.84% return. Over the past 10 years, CGJIX has underperformed CHASX with an annualized return of 17.33%, while CHASX has yielded a comparatively higher 20.04% annualized return.
CGJIX
- 1D
- 0.18%
- 1M
- 1.32%
- 6M
- 7.91%
- YTD
- 9.99%
- 1Y
- 20.09%
- 3Y*
- 20.75%
- 5Y*
- 12.09%
- 10Y*
- 17.33%
CHASX
- 1D
- -0.30%
- 1M
- 2.24%
- 6M
- 23.17%
- YTD
- 26.84%
- 1Y
- 45.94%
- 3Y*
- 40.28%
- 5Y*
- 21.84%
- 10Y*
- 20.04%
CGJIX vs. CHASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 9.99% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | 27.39% |
CHASX Chase Growth Fund | 26.84% | 20.61% | 64.71% | 25.91% | -20.41% | 22.32% | 18.27% | 42.63% | -3.96% | 24.49% |
Correlation
The correlation between CGJIX and CHASX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.91 |
The correlation between CGJIX and CHASX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
CGJIX vs. CHASX — Risk / Return Rank
CGJIX
CHASX
CGJIX vs. CHASX - 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 Chase Growth Fund (CHASX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CGJIX | CHASX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 4.61 | -2.85 |
| Martin ratioReturn relative to average drawdown | 7.04 | 18.85 | -11.81 |
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Drawdowns
CGJIX vs. CHASX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum CHASX drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for CGJIX and CHASX.
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Drawdown Indicators
| CGJIX | CHASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -45.94% | +14.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -9.90% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -21.90% | -23.40% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -24.63% | -6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -30.40% | -0.78% |
Current DrawdownCurrent decline from peak | -2.10% | -0.30% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -9.13% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.42% | +0.37% |
Volatility
CGJIX vs. CHASX - Volatility Comparison
The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 5.46%, while Chase Growth Fund (CHASX) has a volatility of 6.56%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than CHASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGJIX | CHASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 6.56% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 14.63% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 18.61% | -4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 20.44% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 19.97% | +0.07% |
CGJIX vs. CHASX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is lower than CHASX's 1.14% expense ratio.
Dividends
CGJIX vs. CHASX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 2.77%, less than CHASX's 7.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 2.77% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.00% |
CHASX Chase Growth Fund | 7.19% | 9.12% | 36.67% | 5.80% | 5.49% | 20.15% | 7.83% | 22.82% | 12.92% | 11.92% | 9.14% | 10.24% |
Frequently Asked Questions
CGJIX and CHASX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHASX has higher volatility (6.56%) compared to CGJIX (5.46%). In terms of maximum drawdown, CGJIX dropped -31.18% vs CHASX's -45.94%.
CHASX currently has the higher Sharpe Ratio (2.45 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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