CISIX vs. FXAIX
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Fidelity 500 Index Fund (FXAIX).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISIX or FXAIX.
Key characteristics
| CISIX | FXAIX | |
|---|---|---|
| YTD Return | 26.41% | 27.16% |
| 1Y Return | 40.96% | 39.89% |
| 3Y Return (Ann) | 8.20% | 10.29% |
| 5Y Return (Ann) | 15.93% | 16.01% |
| 10Y Return (Ann) | 11.81% | 13.33% |
| Sharpe Ratio | 3.04 | 3.13 |
| Sortino Ratio | 4.04 | 4.16 |
| Omega Ratio | 1.56 | 1.59 |
| Calmar Ratio | 3.57 | 4.59 |
| Martin Ratio | 18.81 | 20.80 |
| Ulcer Index | 2.11% | 1.86% |
| Daily Std Dev | 13.07% | 12.39% |
| Max Drawdown | -58.02% | -33.79% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CISIX and FXAIX is 0.98, 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. FXAIX - Performance Comparison
The year-to-date returns for both investments are quite close, with CISIX having a 26.41% return and FXAIX slightly higher at 27.16%. Over the past 10 years, CISIX has underperformed FXAIX with an annualized return of 11.81%, while FXAIX has yielded a comparatively higher 13.33% annualized 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. FXAIX - Expense Ratio Comparison
CISIX has a 0.24% expense ratio, which is higher than FXAIX'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%.
Risk-Adjusted Performance
CISIX vs. FXAIX - 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 Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 0.80%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | 0.80% | 1.02% | 1.17% | 0.79% | 0.94% | 1.14% | 1.34% | 1.42% | 1.59% | 1.42% | 0.97% | 1.26% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
CISIX vs. FXAIX - Drawdown Comparison
The maximum CISIX drawdown since its inception was -58.02%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CISIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
CISIX vs. FXAIX - Volatility Comparison
Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a higher volatility of 4.11% compared to Fidelity 500 Index Fund (FXAIX) at 3.91%. This indicates that CISIX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.