CGJIX vs. SWLGX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
CGJIX vs. SWLGX - Performance Comparison
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CGJIX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | -9.44% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | -0.86% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, CGJIX achieves a -9.44% return, which is significantly higher than SWLGX's -13.06% return.
CGJIX
- 1D
- -0.50%
- 1M
- -8.33%
- YTD
- -9.44%
- 6M
- -7.33%
- 1Y
- 13.17%
- 3Y*
- 17.08%
- 5Y*
- 10.41%
- 10Y*
- 15.35%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
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CGJIX vs. SWLGX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is higher than SWLGX's 0.04% 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. SWLGX — Risk / Return Rank
CGJIX
SWLGX
CGJIX vs. SWLGX - 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 Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.66 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.10 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 0.72 | +0.15 |
Martin ratioReturn relative to average drawdown | 3.67 | 2.51 | +1.16 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.66 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.68 | +0.09 |
Correlation
The correlation between CGJIX and SWLGX is 0.98, 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. SWLGX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 3.36%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 3.36% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% |
Drawdowns
CGJIX vs. SWLGX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.18%, roughly equal to the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for CGJIX and SWLGX.
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Drawdown Indicators
| CGJIX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -32.69% | +1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -16.16% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -32.69% | +1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | — | — |
Current DrawdownCurrent decline from peak | -11.15% | -16.16% | +5.01% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -7.13% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 4.62% | -1.65% |
Volatility
CGJIX vs. SWLGX - Volatility Comparison
The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 4.74%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGJIX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 5.38% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 11.82% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 22.31% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 21.47% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 22.78% | -2.80% |