CISIX vs. CGJIX
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISIX or CGJIX.
Key characteristics
| CISIX | CGJIX | |
|---|---|---|
| YTD Return | 21.57% | 23.60% |
| 1Y Return | 35.13% | 37.13% |
| 3Y Return (Ann) | 6.86% | 7.01% |
| 5Y Return (Ann) | 15.24% | 17.35% |
| Sharpe Ratio | 2.77 | 2.56 |
| Sortino Ratio | 3.66 | 3.34 |
| Omega Ratio | 1.51 | 1.47 |
| Calmar Ratio | 3.17 | 3.28 |
| Martin Ratio | 16.74 | 15.34 |
| Ulcer Index | 2.11% | 2.46% |
| Daily Std Dev | 12.78% | 14.71% |
| Max Drawdown | -58.02% | -31.73% |
| Current Drawdown | -1.28% | -1.02% |
Correlation
The correlation between CISIX and CGJIX is 0.96, 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
CISIX vs. CGJIX - Performance Comparison
In the year-to-date period, CISIX achieves a 21.57% return, which is significantly lower than CGJIX's 23.60% return. 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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CISIX vs. CGJIX - Expense Ratio Comparison
Both CISIX and CGJIX have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
CISIX vs. CGJIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). 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
CISIX vs. CGJIX - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 0.83%, more than CGJIX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | 0.83% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% | 3.52% | 3.40% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 0.43% | 0.53% | 0.51% | 0.39% | 0.51% | 0.74% | 1.02% | 0.87% | 1.14% | 0.29% | 0.00% | 0.00% |
Drawdowns
CISIX vs. CGJIX - Drawdown Comparison
The maximum CISIX drawdown since its inception was -58.02%, which is greater than CGJIX's maximum drawdown of -31.73%. Use the drawdown chart below to compare losses from any high point for CISIX and CGJIX. For additional features, visit the drawdowns tool.
Volatility
CISIX vs. CGJIX - Volatility Comparison
The current volatility for Calvert US Large-Cap Core Responsible Index Fund (CISIX) is 3.26%, while Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a volatility of 3.79%. This indicates that CISIX experiences smaller price fluctuations and is considered to be less risky than CGJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.