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CISIX vs. BKTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CISIX vs. BKTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Core Responsible Index Fund (CISIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CISIX achieves a 12.25% return, which is significantly higher than BKTSX's 10.89% return. Both investments have delivered pretty close results over the past 10 years, with CISIX having a 15.55% annualized return and BKTSX not far behind at 15.05%.


CISIX

1D
-0.76%
1M
4.66%
YTD
12.25%
6M
12.07%
1Y
29.13%
3Y*
22.17%
5Y*
12.74%
10Y*
15.55%

BKTSX

1D
-0.75%
1M
4.00%
YTD
10.89%
6M
10.63%
1Y
27.71%
3Y*
21.99%
5Y*
12.76%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CISIX vs. BKTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CISIX
Calvert US Large-Cap Core Responsible Index Fund
12.25%15.90%24.14%27.27%-21.68%25.63%26.12%32.81%-4.08%21.18%
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
10.89%17.15%23.83%26.02%-19.05%25.56%20.82%31.12%-5.37%21.02%

Correlation

The correlation between CISIX and BKTSX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.99

The correlation between CISIX and BKTSX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

CISIX vs. BKTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CISIX
CISIX Risk / Return Rank: 6363
Overall Rank
CISIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CISIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
CISIX Omega Ratio Rank: 5757
Omega Ratio Rank
CISIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
CISIX Martin Ratio Rank: 7474
Martin Ratio Rank

BKTSX
BKTSX Risk / Return Rank: 6565
Overall Rank
BKTSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BKTSX Sortino Ratio Rank: 5757
Sortino Ratio Rank
BKTSX Omega Ratio Rank: 5858
Omega Ratio Rank
BKTSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
BKTSX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CISIX vs. BKTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index Fund (CISIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.


CISIXBKTSXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.01

3.14

-0.12

Martin ratioReturn relative to average drawdown

13.87

14.42

-0.54

CISIX vs. BKTSX - Sharpe Ratio Comparison

The current CISIX Sharpe Ratio is 2.34, which is comparable to the BKTSX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of CISIX and BKTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CISIXBKTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.29

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.74

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.82

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.82

-0.43

Drawdowns

CISIX vs. BKTSX - Drawdown Comparison

The maximum CISIX drawdown since its inception was -59.36%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for CISIX and BKTSX.


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Drawdown Indicators


CISIXBKTSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.36%

-34.97%

-24.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-8.87%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-19.94%

-19.29%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-24.98%

-2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-32.82%

-34.97%

+2.15%

Current Drawdown

Current decline from peak

-0.76%

-0.75%

-0.01%

Average Drawdown

Average peak-to-trough decline

-14.29%

-4.53%

-9.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.93%

+0.18%

Volatility

CISIX vs. BKTSX - Volatility Comparison

Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a higher volatility of 3.39% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 3.05%. This indicates that CISIX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CISIXBKTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

3.05%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

9.14%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

12.18%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.78%

17.36%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

18.41%

+0.16%

CISIX vs. BKTSX - Expense Ratio Comparison

CISIX has a 0.24% expense ratio, which is higher than BKTSX's 0.02% 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%.


Dividends

CISIX vs. BKTSX - Dividend Comparison

CISIX's dividend yield for the trailing twelve months is around 4.80%, more than BKTSX's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
1.05%1.14%1.27%1.46%1.64%1.58%1.51%2.15%2.49%2.17%1.54%0.00%
CISIX
Calvert US Large-Cap Core Responsible Index Fund
4.80%5.39%1.77%1.02%1.17%1.02%0.94%1.14%4.33%2.41%3.77%7.62%

Frequently Asked Questions


With a correlation of 0.99, CISIX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CISIX has higher volatility (3.39%) compared to BKTSX (3.05%). In terms of maximum drawdown, CISIX dropped -59.36% vs BKTSX's -34.97%.

CISIX currently has the higher Sharpe Ratio (2.34 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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