CISIX vs. IVV
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and iShares Core S&P 500 ETF (IVV).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISIX or IVV.
Key characteristics
| CISIX | IVV | |
|---|---|---|
| YTD Return | 26.22% | 26.93% |
| 1Y Return | 35.69% | 35.02% |
| 3Y Return (Ann) | 8.15% | 10.23% |
| 5Y Return (Ann) | 15.70% | 15.77% |
| 10Y Return (Ann) | 11.77% | 13.40% |
| Sharpe Ratio | 2.98 | 3.09 |
| Sortino Ratio | 3.97 | 4.11 |
| Omega Ratio | 1.56 | 1.58 |
| Calmar Ratio | 4.25 | 4.48 |
| Martin Ratio | 18.31 | 20.29 |
| Ulcer Index | 2.11% | 1.86% |
| Daily Std Dev | 12.96% | 12.20% |
| Max Drawdown | -58.02% | -55.25% |
| Current Drawdown | -0.43% | -0.23% |
Correlation
The correlation between CISIX and IVV 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.
Performance
CISIX vs. IVV - Performance Comparison
The year-to-date returns for both investments are quite close, with CISIX having a 26.22% return and IVV slightly higher at 26.93%. Over the past 10 years, CISIX has underperformed IVV with an annualized return of 11.77%, while IVV has yielded a comparatively higher 13.40% 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. IVV - Expense Ratio Comparison
CISIX has a 0.24% expense ratio, which is higher than IVV's 0.03% 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. IVV - 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 iShares Core S&P 500 ETF (IVV). 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. IVV - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 0.81%, less than IVV's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | 0.81% | 1.02% | 1.17% | 0.79% | 0.94% | 1.14% | 1.34% | 1.42% | 1.59% | 1.42% | 0.97% | 1.26% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
CISIX vs. IVV - Drawdown Comparison
The maximum CISIX drawdown since its inception was -58.02%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CISIX and IVV. For additional features, visit the drawdowns tool.
Volatility
CISIX vs. IVV - Volatility Comparison
Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a higher volatility of 3.98% compared to iShares Core S&P 500 ETF (IVV) at 3.77%. This indicates that CISIX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.