CGJIX vs. CISMX

Last updated Aug 1, 2026

CGJIX (Calvert US Large-Cap Growth Responsible Index Fund) and CISMX (Clarkston Partners Fund) are both mutual funds - CGJIX is a Large Cap Growth Equities fund managed by Calvert, while CISMX is a Mid Cap Value Equities fund managed by Clarkston Funds. Over the past 10 years, CGJIX returned 16.80%/yr vs 6.79%/yr for CISMX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. CGJIX charges 0.24%/yr vs 1.00%/yr for CISMX.

Performance

CGJIX vs. CISMX - 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 Clarkston Partners Fund (CISMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGJIX achieves a 7.25% return, which is significantly lower than CISMX's 9.60% return. Over the past 10 years, CGJIX has outperformed CISMX with an annualized return of 16.80%, while CISMX has yielded a comparatively lower 6.79% 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%

CISMX

• 1D: -2.88%
• 1M: 0.58%
• 6M: 6.31%
• YTD: 9.60%
• 1Y: 12.37%
• 3Y*: 1.88%
• 5Y*: 1.64%
• 10Y*: 6.79%
• ALL TIME*: 7.34%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CGJIX Calvert US Large-Cap Growth Responsible Index Fund	$0.00	$0.00	$0.00
CISMX Clarkston Partners Fund	$0.00	$0.00	$0.00

CGJIX vs. CISMX - 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%
CISMX Clarkston Partners Fund	9.60%	-8.37%	4.49%	6.41%	-0.40%	7.94%	17.42%	23.98%	-7.25%	12.84%

Correlation

The correlation between CGJIX and CISMX is 0.33, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.33
Correlation (3Y) Balances recent behavior with more history.	0.47
Correlation (5Y) Shows whether the relationship held over a longer period.	0.60
Correlation (10Y) Provides a long-term view across more market conditions.	0.62
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.63

Over the past year, the correlation between CGJIX and CISMX has dropped to 0.33 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

Return for Risk

CGJIX vs. CISMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CGJIX

CGJIX Risk / Return Rank: 29
CGJIX Sharpe Ratio Rank: 29
CGJIX Sortino Ratio Rank: 28
CGJIX Omega Ratio Rank: 27
CGJIX Calmar Ratio Rank: 29
CGJIX Martin Ratio Rank: 33

CISMX

CISMX Risk / Return Rank: 15
CISMX Sharpe Ratio Rank: 13
CISMX Sortino Ratio Rank: 15
CISMX Omega Ratio Rank: 13
CISMX Calmar Ratio Rank: 19
CISMX Martin Ratio Rank: 15

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CGJIX vs. CISMX - 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 Clarkston Partners Fund (CISMX). 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	CISMX	Difference
Sharpe ratio: Return per unit of total volatility	0.95	0.51	+0.43
Sortino ratio: Return per unit of downside risk	1.39	0.89	+0.50
Omega ratio: Gain probability vs. loss probability	1.17	1.10	+0.07
Calmar ratio: Return relative to maximum drawdown	1.27	0.93	+0.34
Martin ratio: Return relative to average drawdown	4.75	2.02	+2.73

CGJIX vs. CISMX - Sharpe Ratio Comparison

The current CGJIX Sharpe Ratio is 0.95, which is higher than the CISMX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CGJIX and CISMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGJIX vs. CISMX - Drawdown Comparison

The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum CISMX drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for CGJIX and CISMX.

Drawdown Indicators

	CGJIX	CISMX	Difference
Max Drawdown Largest peak-to-trough decline	-31.18%	-33.80%	+2.62%
Max Drawdown (1Y) Largest decline over 1 year	-11.15%	-10.54%	-0.61%
Max Drawdown (3Y) Largest decline over 3 years	-21.90%	-21.19%	-0.71%
Max Drawdown (5Y) Largest decline over 5 years	-31.18%	-21.19%	-9.99%
Max Drawdown (10Y) Largest decline over 10 years	-31.18%	-33.80%	+2.62%
Current Drawdown Current decline from peak	-4.54%	-6.19%	+1.65%
Average Drawdown Average peak-to-trough decline	-5.43%	-6.75%	+1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	4.82%	-1.85%

Volatility

CGJIX vs. CISMX - Volatility Comparison

The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 4.58%, while Clarkston Partners Fund (CISMX) has a volatility of 8.99%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than CISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGJIX	CISMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	8.99%	-4.41%
Volatility (6M) Calculated over the trailing 6-month period	12.06%	15.21%	-3.15%
Volatility (1Y) Calculated over the trailing 1-year period	14.94%	19.00%	-4.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.99%	17.89%	+2.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	18.45%	+1.63%

CGJIX vs. CISMX - Expense Ratio Comparison

CGJIX has a 0.24% expense ratio, which is lower than CISMX's 1.00% expense ratio.

Dividends

CGJIX vs. CISMX - Dividend Comparison

CGJIX's dividend yield for the trailing twelve months is around 2.84%, less than CISMX's 4.25% 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%
CISMX Clarkston Partners Fund	4.25%	4.65%	1.05%	3.76%	16.95%	0.81%	3.73%	3.79%	7.15%	1.30%	1.17%	0.09%

Frequently Asked Questions

Can I hold both CGJIX and CISMX in my portfolio?

CGJIX and CISMX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGJIX or CISMX?

CISMX has higher volatility (8.99%) compared to CGJIX (4.58%). In terms of maximum drawdown, CGJIX dropped -31.18% vs CISMX's -33.80%.

Which has better risk-adjusted returns?

CGJIX currently has the higher Sharpe Ratio (0.95 vs 0.51), 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.