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.
Performance
CGJIX vs. VOO - Performance Comparison
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CGJIX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, CGJIX achieves a -9.44% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, CGJIX has outperformed VOO with an annualized return of 15.35%, while VOO has yielded a comparatively lower 14.14% annualized return.
CGJIX
- 1D
- -0.50%
- 1M
- -8.43%
- YTD
- -9.44%
- 6M
- -7.75%
- 1Y
- 12.50%
- 3Y*
- 17.08%
- 5Y*
- 10.41%
- 10Y*
- 15.35%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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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%.
Return for Risk
CGJIX vs. VOO — Risk / Return Rank
CGJIX
VOO
CGJIX vs. VOO - 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 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.
| CGJIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.01 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.53 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.55 | -0.69 |
Martin ratioReturn relative to average drawdown | 3.67 | 7.31 | -3.64 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.01 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.71 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.79 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.83 | -0.07 |
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.
Dividends
CGJIX vs. VOO - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 3.36%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
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Drawdown Indicators
| CGJIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -33.99% | +2.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -11.98% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -24.52% | -6.66% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -33.99% | +2.81% |
Current DrawdownCurrent decline from peak | -11.15% | -5.55% | -5.60% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -3.72% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.55% | +0.42% |
Volatility
CGJIX vs. VOO - Volatility Comparison
The current volatility for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) is 4.74%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that CGJIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGJIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 5.34% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 9.47% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 18.11% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 16.82% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 17.99% | +1.99% |