CISIX vs. RSP
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Invesco S&P 500 Equal Weight ETF (RSP).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. RSP is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Apr 24, 2003.
Performance
CISIX vs. RSP - Performance Comparison
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CISIX vs. RSP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RSP Invesco S&P 500 Equal Weight ETF | 0.62% | 11.21% | 12.79% | 13.70% | -11.62% | 29.41% | 12.66% | 28.91% | -7.84% | 18.52% |
Returns By Period
In the year-to-date period, CISIX achieves a -7.68% return, which is significantly lower than RSP's 0.62% return. Over the past 10 years, CISIX has outperformed RSP with an annualized return of 13.49%, while RSP has yielded a comparatively lower 11.17% 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%
RSP
- 1D
- 2.05%
- 1M
- -5.97%
- YTD
- 0.62%
- 6M
- 2.01%
- 1Y
- 12.65%
- 3Y*
- 11.72%
- 5Y*
- 7.81%
- 10Y*
- 11.17%
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CISIX vs. RSP - Expense Ratio Comparison
CISIX has a 0.24% expense ratio, which is higher than RSP's 0.20% 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%.
Return for Risk
CISIX vs. RSP — Risk / Return Rank
CISIX
RSP
CISIX vs. RSP - 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 Invesco S&P 500 Equal Weight ETF (RSP). 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 | RSP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.74 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.15 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.08 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.50 | 4.89 | -0.39 |
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 | RSP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.74 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.48 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.61 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.55 | -0.20 |
Correlation
The correlation between CISIX and RSP is 0.93, 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. RSP - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 5.84%, more than RSP's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RSP Invesco S&P 500 Equal Weight ETF | 1.62% | 1.64% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% |
Drawdowns
CISIX vs. RSP - Drawdown Comparison
The maximum CISIX drawdown since its inception was -59.36%, roughly equal to the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for CISIX and RSP.
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Drawdown Indicators
| CISIX | RSP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.36% | -59.92% | +0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -12.54% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -21.38% | -5.99% |
Max Drawdown (10Y)Largest decline over 10 years | -32.82% | -39.04% | +6.22% |
Current DrawdownCurrent decline from peak | -9.72% | -5.97% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -14.38% | -6.69% | -7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.78% | -0.12% |
Volatility
CISIX vs. RSP - Volatility Comparison
Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Invesco S&P 500 Equal Weight ETF (RSP) have volatilities of 4.43% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CISIX | RSP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.47% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 8.83% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 17.17% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 16.20% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 18.36% | +0.16% |