CGJIX vs. VIGIX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. VIGIX is managed by Vanguard. It was launched on May 14, 1998.
Performance
CGJIX vs. VIGIX - Performance Comparison
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CGJIX vs. VIGIX - 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% | 27.39% |
VIGIX Vanguard Growth Index Fund Institutional Shares | -13.83% | 19.44% | 32.68% | 46.77% | -33.13% | 27.27% | 40.19% | 37.26% | -3.34% | 27.81% |
Returns By Period
In the year-to-date period, CGJIX achieves a -9.44% return, which is significantly higher than VIGIX's -13.83% return. Both investments have delivered pretty close results over the past 10 years, with CGJIX having a 15.35% annualized return and VIGIX not far ahead at 15.58%.
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%
VIGIX
- 1D
- -0.57%
- 1M
- -8.83%
- YTD
- -13.83%
- 6M
- -12.31%
- 1Y
- 13.73%
- 3Y*
- 19.57%
- 5Y*
- 10.94%
- 10Y*
- 15.58%
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CGJIX vs. VIGIX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is higher than VIGIX'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. VIGIX — Risk / Return Rank
CGJIX
VIGIX
CGJIX vs. VIGIX - 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 Vanguard Growth Index Fund Institutional Shares (VIGIX). 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 | VIGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.61 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.04 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 0.66 | +0.21 |
Martin ratioReturn relative to average drawdown | 3.67 | 2.38 | +1.29 |
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 | VIGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.61 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.49 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.73 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.43 | +0.34 |
Correlation
The correlation between CGJIX and VIGIX 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. VIGIX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 3.36%, more than VIGIX's 0.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.47% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% |
Drawdowns
CGJIX vs. VIGIX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum VIGIX drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for CGJIX and VIGIX.
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Drawdown Indicators
| CGJIX | VIGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -56.95% | +25.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -16.51% | +3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -35.62% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -35.62% | +4.44% |
Current DrawdownCurrent decline from peak | -11.15% | -16.51% | +5.36% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -16.36% | +10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 4.56% | -1.59% |
Volatility
CGJIX vs. VIGIX - Volatility Comparison
The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 4.74%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.52%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGJIX | VIGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 5.52% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 12.10% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 22.69% | -2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 22.30% | -2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 21.49% | -1.51% |