CGJIX vs. RGAGX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and American Funds The Growth Fund of America Class R-6 (RGAGX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. RGAGX is managed by American Funds. It was launched on Dec 1, 1973.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGJIX or RGAGX.
Key characteristics
| CGJIX | RGAGX | |
|---|---|---|
| YTD Return | 28.71% | 30.83% |
| 1Y Return | 40.10% | 45.26% |
| 3Y Return (Ann) | 8.65% | 6.52% |
| 5Y Return (Ann) | 18.03% | 17.09% |
| Sharpe Ratio | 2.70 | 3.15 |
| Sortino Ratio | 3.53 | 4.06 |
| Omega Ratio | 1.50 | 1.57 |
| Calmar Ratio | 3.83 | 2.75 |
| Martin Ratio | 16.28 | 20.65 |
| Ulcer Index | 2.46% | 2.31% |
| Daily Std Dev | 14.81% | 15.11% |
| Max Drawdown | -31.73% | -36.19% |
| Current Drawdown | -0.27% | 0.00% |
Correlation
The correlation between CGJIX and RGAGX 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.
Performance
CGJIX vs. RGAGX - Performance Comparison
In the year-to-date period, CGJIX achieves a 28.71% return, which is significantly lower than RGAGX's 30.83% 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. RGAGX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is lower than RGAGX's 0.30% expense ratio.
Risk-Adjusted Performance
CGJIX vs. RGAGX - 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 American Funds The Growth Fund of America Class R-6 (RGAGX). 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. RGAGX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 0.41%, less than RGAGX's 0.68% 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% |
RGAGX American Funds The Growth Fund of America Class R-6 | 0.68% | 0.89% | 0.72% | 0.40% | 0.53% | 1.26% | 1.09% | 0.82% | 0.93% | 1.00% | 10.99% | 7.70% |
Drawdowns
CGJIX vs. RGAGX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.73%, smaller than the maximum RGAGX drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for CGJIX and RGAGX. For additional features, visit the drawdowns tool.
Volatility
CGJIX vs. RGAGX - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and American Funds The Growth Fund of America Class R-6 (RGAGX) have volatilities of 4.39% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.