CGJIX vs. FXAIX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Fidelity 500 Index Fund (FXAIX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
CGJIX vs. FXAIX - Performance Comparison
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CGJIX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | -6.56% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | 27.39% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, CGJIX achieves a -6.56% return, which is significantly lower than FXAIX's -4.34% return. Over the past 10 years, CGJIX has outperformed FXAIX with an annualized return of 15.71%, while FXAIX has yielded a comparatively lower 14.08% annualized return.
CGJIX
- 1D
- 3.18%
- 1M
- -5.52%
- YTD
- -6.56%
- 6M
- -4.82%
- 1Y
- 16.08%
- 3Y*
- 18.31%
- 5Y*
- 10.78%
- 10Y*
- 15.71%
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
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CGJIX vs. FXAIX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CGJIX vs. FXAIX — Risk / Return Rank
CGJIX
FXAIX
CGJIX vs. FXAIX - 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 Fidelity 500 Index Fund (FXAIX). 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.
| CGJIX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.97 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.49 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.52 | -0.17 |
Martin ratioReturn relative to average drawdown | 5.66 | 7.30 | -1.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGJIX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.97 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.70 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.78 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.76 | +0.02 |
Correlation
The correlation between CGJIX and FXAIX is 0.96, 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.
Dividends
CGJIX vs. FXAIX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 3.26%, more than FXAIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 3.26% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
CGJIX vs. FXAIX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CGJIX and FXAIX.
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Drawdown Indicators
| CGJIX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -33.79% | +2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -12.13% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -24.50% | -6.68% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -33.79% | +2.61% |
Current DrawdownCurrent decline from peak | -8.32% | -6.23% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -3.83% | -1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.53% | +0.49% |
Volatility
CGJIX vs. FXAIX - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 5.91% compared to Fidelity 500 Index Fund (FXAIX) at 5.34%. This indicates that CGJIX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGJIX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 5.34% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 9.53% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 18.32% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 16.92% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 18.05% | +1.95% |