CGJIX vs. VOO
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Vanguard S&P 500 ETF (VOO).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGJIX or VOO.
Key characteristics
| CGJIX | VOO | |
|---|---|---|
| YTD Return | 12.08% | 11.78% |
| 1Y Return | 31.23% | 28.27% |
| 3Y Return (Ann) | 10.85% | 10.42% |
| 5Y Return (Ann) | 17.86% | 15.03% |
| Sharpe Ratio | 2.37 | 2.56 |
| Daily Std Dev | 13.91% | 11.55% |
| Max Drawdown | -31.18% | -33.99% |
| Current Drawdown | -0.30% | -0.04% |
Correlation
The correlation between CGJIX and VOO 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.
Performance
CGJIX vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with CGJIX having a 12.08% return and VOO slightly lower at 11.78%. 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. VOO - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
CGJIX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 0.47%, less than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 0.47% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.30% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CGJIX vs. VOO - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CGJIX and VOO. For additional features, visit the drawdowns tool.
Volatility
CGJIX vs. VOO - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 4.19% compared to Vanguard S&P 500 ETF (VOO) at 3.37%. This indicates that CGJIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.