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 managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGJIX or FXAIX.
Performance
CGJIX vs. FXAIX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CGJIX having a 28.02% return and FXAIX slightly lower at 26.70%.
CGJIX
28.02%
4.01%
13.31%
34.61%
17.74%
N/A
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| CGJIX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.34 | 2.68 |
| Sortino Ratio | 3.07 | 3.58 |
| Omega Ratio | 1.43 | 1.50 |
| Calmar Ratio | 3.31 | 3.89 |
| Martin Ratio | 13.98 | 17.48 |
| Ulcer Index | 2.48% | 1.88% |
| Daily Std Dev | 14.82% | 12.24% |
| Max Drawdown | -31.73% | -33.79% |
| Current Drawdown | -0.80% | -0.46% |
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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%.
Correlation
The correlation between CGJIX and FXAIX 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.
Risk-Adjusted Performance
CGJIX vs. FXAIX - 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 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.
Dividends
CGJIX vs. FXAIX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 0.41%, less than FXAIX's 1.21% 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% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
CGJIX vs. FXAIX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.73%, 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. For additional features, visit the drawdowns tool.
Volatility
CGJIX vs. FXAIX - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 4.60% compared to Fidelity 500 Index Fund (FXAIX) at 3.96%. 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.