CGJIX vs. FBGRX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Fidelity Blue Chip Growth Fund (FBGRX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. FBGRX is managed by Fidelity. It was launched on Dec 31, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGJIX or FBGRX.
Key characteristics
| CGJIX | FBGRX | |
|---|---|---|
| YTD Return | 28.89% | 37.67% |
| 1Y Return | 42.74% | 52.51% |
| 3Y Return (Ann) | 8.62% | 7.26% |
| 5Y Return (Ann) | 18.22% | 18.77% |
| Sharpe Ratio | 2.77 | 2.64 |
| Sortino Ratio | 3.62 | 3.39 |
| Omega Ratio | 1.51 | 1.47 |
| Calmar Ratio | 3.66 | 2.43 |
| Martin Ratio | 16.87 | 12.93 |
| Ulcer Index | 2.46% | 3.97% |
| Daily Std Dev | 14.93% | 19.41% |
| Max Drawdown | -31.73% | -57.42% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CGJIX and FBGRX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CGJIX vs. FBGRX - Performance Comparison
In the year-to-date period, CGJIX achieves a 28.89% return, which is significantly lower than FBGRX's 37.67% 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. FBGRX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is lower than FBGRX's 0.79% expense ratio.
Risk-Adjusted Performance
CGJIX vs. FBGRX - 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 Fidelity Blue Chip Growth Fund (FBGRX). 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. FBGRX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 0.41%, less than FBGRX's 5.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
FBGRX Fidelity Blue Chip Growth Fund | 5.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% | 0.09% | 0.22% | 5.07% | 6.08% | 7.80% |
Drawdowns
CGJIX vs. FBGRX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.73%, smaller than the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for CGJIX and FBGRX. For additional features, visit the drawdowns tool.
Volatility
CGJIX vs. FBGRX - Volatility Comparison
The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 4.43%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 5.39%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.