CGJIX vs. CISMX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Clarkston Partners Fund (CISMX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. CISMX is managed by Clarkston Funds. It was launched on Sep 15, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGJIX or CISMX.
Key characteristics
| CGJIX | CISMX | |
|---|---|---|
| YTD Return | 28.89% | 6.54% |
| 1Y Return | 42.74% | 20.38% |
| 3Y Return (Ann) | 8.62% | 3.78% |
| 5Y Return (Ann) | 18.22% | 7.89% |
| Sharpe Ratio | 2.77 | 1.28 |
| Sortino Ratio | 3.62 | 1.97 |
| Omega Ratio | 1.51 | 1.24 |
| Calmar Ratio | 3.66 | 1.14 |
| Martin Ratio | 16.87 | 5.14 |
| Ulcer Index | 2.46% | 3.75% |
| Daily Std Dev | 14.93% | 15.09% |
| Max Drawdown | -31.73% | -33.80% |
| Current Drawdown | 0.00% | -0.02% |
Correlation
The correlation between CGJIX and CISMX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CGJIX vs. CISMX - Performance Comparison
In the year-to-date period, CGJIX achieves a 28.89% return, which is significantly higher than CISMX's 6.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CGJIX vs. CISMX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is lower than CISMX's 1.00% expense ratio.
Risk-Adjusted Performance
CGJIX vs. CISMX - Risk-Adjusted Performance 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.
Dividends
CGJIX vs. CISMX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 0.41%, more than CISMX's 0.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 0.41% | 0.53% | 0.51% | 0.39% | 0.51% | 0.74% | 1.02% | 0.87% | 1.14% | 0.29% |
CISMX Clarkston Partners Fund | 0.30% | 0.32% | 1.20% | 0.33% | 0.37% | 0.93% | 0.82% | 0.28% | 0.47% | 0.12% |
Drawdowns
CGJIX vs. CISMX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.73%, 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. For additional features, visit the drawdowns tool.
Volatility
CGJIX vs. CISMX - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 4.43% compared to Clarkston Partners Fund (CISMX) at 2.43%. This indicates that CGJIX's price experiences larger fluctuations and is considered to be riskier than CISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.