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CISIX vs. CGJIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CISIX vs. CGJIX - 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 Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). The values are adjusted to include any dividend payments, if applicable.

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CISIX vs. CGJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CISIX
Calvert US Large-Cap Core Responsible Index Fund
-7.68%15.90%24.14%27.27%-21.68%25.63%26.12%32.81%-4.08%21.18%
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%

Returns By Period

In the year-to-date period, CISIX achieves a -7.68% return, which is significantly higher than CGJIX's -9.44% return. Over the past 10 years, CISIX has underperformed CGJIX with an annualized return of 13.49%, while CGJIX has yielded a comparatively higher 15.35% annualized return.


CISIX

1D
-0.44%
1M
-8.25%
YTD
-7.68%
6M
-4.74%
1Y
13.68%
3Y*
16.05%
5Y*
9.61%
10Y*
13.49%

CGJIX

1D
-0.50%
1M
-8.33%
YTD
-9.44%
6M
-7.33%
1Y
13.17%
3Y*
17.08%
5Y*
10.41%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

CISIX vs. CGJIX — Risk / Return Rank

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

CISIX
CISIX Risk / Return Rank: 3939
Overall Rank
CISIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CISIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
CISIX Omega Ratio Rank: 4141
Omega Ratio Rank
CISIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
CISIX Martin Ratio Rank: 4545
Martin Ratio Rank

CGJIX
CGJIX Risk / Return Rank: 3232
Overall Rank
CGJIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CGJIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
CGJIX Omega Ratio Rank: 3333
Omega Ratio Rank
CGJIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGJIX Martin Ratio Rank: 3434
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. CGJIX - 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 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.


CISIXCGJIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.67

+0.10

Sortino ratio

Return per unit of downside risk

1.22

1.11

+0.11

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

0.96

0.86

+0.10

Martin ratio

Return relative to average drawdown

4.50

3.67

+0.83

CISIX vs. CGJIX - Sharpe Ratio Comparison

The current CISIX Sharpe Ratio is 0.77, which is comparable to the CGJIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CISIX and CGJIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CISIXCGJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.67

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.53

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.77

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.77

-0.42

Correlation

The correlation between CISIX and CGJIX is 0.97, 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

CISIX vs. CGJIX - Dividend Comparison

CISIX's dividend yield for the trailing twelve months is around 5.84%, more than CGJIX's 3.36% yield.


TTM20252024202320222021202020192018201720162015
CISIX
Calvert US Large-Cap Core Responsible Index Fund
5.84%5.39%1.77%1.02%1.17%1.02%0.94%1.14%4.33%2.41%3.77%7.62%
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%

Drawdowns

CISIX vs. CGJIX - Drawdown Comparison

The maximum CISIX drawdown since its inception was -59.36%, which is greater than CGJIX's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for CISIX and CGJIX.


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Drawdown Indicators


CISIXCGJIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.36%

-31.18%

-28.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-12.62%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-31.18%

+3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.82%

-31.18%

-1.64%

Current Drawdown

Current decline from peak

-9.72%

-11.15%

+1.43%

Average Drawdown

Average peak-to-trough decline

-14.38%

-5.53%

-8.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.97%

-0.31%

Volatility

CISIX vs. CGJIX - Volatility Comparison

The current volatility for Calvert US Large-Cap Core Responsible Index Fund (CISIX) is 4.43%, while Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a volatility of 4.74%. 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.


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Volatility by Period


CISIXCGJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

4.74%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

10.20%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

20.14%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

19.77%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

19.98%

-1.46%