CISIX vs. BKTSX
CISIX (Calvert US Large-Cap Core Responsible Index Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, CISIX returned 15.55%/yr vs 15.05%/yr for BKTSX. With a 0.99 correlation, they move nearly in lockstep. CISIX charges 0.24%/yr vs 0.02%/yr for BKTSX.
Performance
CISIX vs. BKTSX - Performance Comparison
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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%
CISIX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CISIX
BKTSX
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.
| CISIX | BKTSX | Difference | |
|---|---|---|---|
| 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 |
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
| CISIX | BKTSX | Difference | |
|---|---|---|---|
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
| CISIX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.76% | -0.75% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -14.29% | -4.53% | -9.76% |
Ulcer IndexDepth 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
| CISIX | BKTSX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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