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CGJIX vs. RGAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

CGJIX vs. RGAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and American Funds The Growth Fund of America Class R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.77%
3.43%
CGJIX
RGAGX

Key characteristics

Sharpe Ratio

CGJIX:

1.83

RGAGX:

1.08

Sortino Ratio

CGJIX:

2.41

RGAGX:

1.34

Omega Ratio

CGJIX:

1.34

RGAGX:

1.24

Calmar Ratio

CGJIX:

2.70

RGAGX:

1.66

Martin Ratio

CGJIX:

11.03

RGAGX:

7.48

Ulcer Index

CGJIX:

2.56%

RGAGX:

2.77%

Daily Std Dev

CGJIX:

15.44%

RGAGX:

19.18%

Max Drawdown

CGJIX:

-31.73%

RGAGX:

-36.19%

Current Drawdown

CGJIX:

-3.51%

RGAGX:

-10.91%

Returns By Period

In the year-to-date period, CGJIX achieves a 27.77% return, which is significantly higher than RGAGX's 20.27% return.


CGJIX

YTD

27.77%

1M

-0.20%

6M

9.77%

1Y

28.05%

5Y*

16.87%

10Y*

N/A

RGAGX

YTD

20.27%

1M

-7.21%

6M

3.43%

1Y

20.49%

5Y*

13.75%

10Y*

13.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CGJIX vs. RGAGX - Expense Ratio Comparison

CGJIX has a 0.24% expense ratio, which is lower than RGAGX's 0.30% expense ratio.


RGAGX
American Funds The Growth Fund of America Class R-6
Expense ratio chart for RGAGX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for CGJIX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

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.


Sharpe ratio
The chart of Sharpe ratio for CGJIX, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.831.08
The chart of Sortino ratio for CGJIX, currently valued at 2.41, compared to the broader market-2.000.002.004.006.008.0010.002.411.34
The chart of Omega ratio for CGJIX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.341.24
The chart of Calmar ratio for CGJIX, currently valued at 2.70, compared to the broader market0.002.004.006.008.0010.0012.002.701.66
The chart of Martin ratio for CGJIX, currently valued at 11.03, compared to the broader market0.0020.0040.0060.0011.037.48
CGJIX
RGAGX

The current CGJIX Sharpe Ratio is 1.83, which is higher than the RGAGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of CGJIX and RGAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.83
1.08
CGJIX
RGAGX

Dividends

CGJIX vs. RGAGX - Dividend Comparison

Neither CGJIX nor RGAGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CGJIX
Calvert US Large-Cap Growth Responsible Index Fund
0.00%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
0.00%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.51%
-10.91%
CGJIX
RGAGX

Volatility

CGJIX vs. RGAGX - Volatility Comparison

The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 5.22%, while American Funds The Growth Fund of America Class R-6 (RGAGX) has a volatility of 13.11%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than RGAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
13.11%
CGJIX
RGAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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