CGJIX vs. CISIX
CGJIX (Calvert US Large-Cap Growth Responsible Index Fund) and CISIX (Calvert US Large-Cap Core Responsible Index Fund) are both mutual funds - CGJIX is a Large Cap Growth Equities fund managed by Calvert, while CISIX is a Large Cap Blend Equities fund managed by Calvert. Over the past 10 years, CGJIX returned 16.80%/yr vs 15.04%/yr for CISIX. Their 0.97 correlation means they have historically moved very closely together. Both charge a 0.24% expense ratio.
Performance
CGJIX vs. CISIX - Performance Comparison
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Returns By Period
In the year-to-date period, CGJIX achieves a 7.25% return, which is significantly lower than CISIX's 11.28% return. Over the past 10 years, CGJIX has outperformed CISIX with an annualized return of 16.80%, while CISIX has yielded a comparatively lower 15.04% annualized return.
CGJIX
- 1D
- 2.47%
- 1M
- -1.39%
- 6M
- 7.29%
- YTD
- 7.25%
- 1Y
- 16.78%
- 3Y*
- 18.40%
- 5Y*
- 11.27%
- 10Y*
- 16.80%
- ALL TIME*
- 16.60%
CISIX
- 1D
- 1.91%
- 1M
- -0.64%
- 6M
- 10.06%
- YTD
- 11.28%
- 1Y
- 22.69%
- 3Y*
- 18.88%
- 5Y*
- 11.44%
- 10Y*
- 15.04%
- ALL TIME*
- 7.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CGJIX vs. CISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 7.25% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | 27.39% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 11.28% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
Correlation
The correlation between CGJIX and CISIX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.97 |
The correlation between CGJIX and CISIX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
CGJIX vs. CISIX — Risk / Return Rank
CGJIX
CISIX
CGJIX vs. CISIX - 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 Calvert US Large-Cap Core Responsible Index Fund (CISIX). 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 | CISIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.05 | -0.78 |
| Martin ratioReturn relative to average drawdown | 4.75 | 9.05 | -4.30 |
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Drawdowns
CGJIX vs. CISIX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum CISIX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for CGJIX and CISIX.
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Drawdown Indicators
| CGJIX | CISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -59.36% | +28.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -9.72% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -21.90% | -19.94% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -27.37% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -32.82% | +1.64% |
Current DrawdownCurrent decline from peak | -4.54% | -1.61% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -14.21% | +8.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.21% | +0.76% |
Volatility
CGJIX vs. CISIX - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 4.58% compared to Calvert US Large-Cap Core Responsible Index Fund (CISIX) at 3.68%. This indicates that CGJIX's price experiences larger fluctuations and is considered to be riskier than CISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGJIX | CISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 3.68% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 10.82% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 13.54% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.99% | 17.92% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 18.57% | +1.51% |
CGJIX vs. CISIX - Expense Ratio Comparison
Both CGJIX and CISIX have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CGJIX vs. CISIX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 2.84%, less than CISIX's 4.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 2.84% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.00% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 4.84% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
Frequently Asked Questions
With a correlation of 0.98, CGJIX and CISIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CGJIX has higher volatility (4.58%) compared to CISIX (3.68%). In terms of maximum drawdown, CGJIX dropped -31.18% vs CISIX's -59.36%.
CISIX currently has the higher Sharpe Ratio (1.47 vs 0.95), 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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