CGJIX vs. CISO
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Cerberus Cyber Sentinel Corporation (CISO).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGJIX or CISO.
Key characteristics
| CGJIX | CISO | |
|---|---|---|
| YTD Return | 26.79% | -42.27% |
| 1Y Return | 39.60% | -44.77% |
| 3Y Return (Ann) | 7.92% | -78.67% |
| Sharpe Ratio | 2.73 | -0.35 |
| Sortino Ratio | 3.56 | 0.22 |
| Omega Ratio | 1.50 | 1.03 |
| Calmar Ratio | 3.59 | -0.47 |
| Martin Ratio | 16.54 | -0.80 |
| Ulcer Index | 2.46% | 58.37% |
| Daily Std Dev | 14.91% | 133.65% |
| Max Drawdown | -31.73% | -99.95% |
| Current Drawdown | 0.00% | -99.88% |
Correlation
The correlation between CGJIX and CISO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CGJIX vs. CISO - Performance Comparison
In the year-to-date period, CGJIX achieves a 26.79% return, which is significantly higher than CISO's -42.27% 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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Risk-Adjusted Performance
CGJIX vs. CISO - 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 Cerberus Cyber Sentinel Corporation (CISO). 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. CISO - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 0.42%, while CISO has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 0.42% | 0.53% | 0.51% | 0.39% | 0.51% | 0.74% | 1.02% | 0.87% | 1.14% | 0.29% |
CISO Cerberus Cyber Sentinel Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CGJIX vs. CISO - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.73%, smaller than the maximum CISO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for CGJIX and CISO. For additional features, visit the drawdowns tool.
Volatility
CGJIX vs. CISO - Volatility Comparison
The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 4.35%, while Cerberus Cyber Sentinel Corporation (CISO) has a volatility of 27.92%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than CISO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.