CISIX vs. SPY
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and SPDR S&P 500 ETF (SPY).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISIX or SPY.
Correlation
The correlation between CISIX and SPY 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. SPY - Performance Comparison
Key characteristics
CISIX:
0.42
SPY:
0.54
CISIX:
0.72
SPY:
0.90
CISIX:
1.10
SPY:
1.13
CISIX:
0.41
SPY:
0.58
CISIX:
1.55
SPY:
2.32
CISIX:
5.39%
SPY:
4.69%
CISIX:
19.99%
SPY:
20.01%
CISIX:
-58.02%
SPY:
-55.19%
CISIX:
-10.07%
SPY:
-8.61%
Returns By Period
In the year-to-date period, CISIX achieves a -5.75% return, which is significantly lower than SPY's -4.42% return. Over the past 10 years, CISIX has underperformed SPY with an annualized return of 10.49%, while SPY has yielded a comparatively higher 12.16% annualized return.
CISIX
-5.75%
-0.31%
-3.12%
10.57%
15.32%
10.49%
SPY
-4.42%
-0.45%
-1.16%
13.04%
16.32%
12.16%
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CISIX vs. SPY - Expense Ratio Comparison
CISIX has a 0.24% expense ratio, which is higher than SPY's 0.09% 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. SPY — Risk-Adjusted Performance Rank
CISIX
SPY
CISIX vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 0.99%, less than SPY's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | 0.99% | 0.93% | 1.02% | 1.17% | 0.79% | 0.94% | 1.14% | 1.34% | 1.42% | 1.59% | 1.42% | 0.97% |
SPY SPDR S&P 500 ETF | 1.28% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CISIX vs. SPY - Drawdown Comparison
The maximum CISIX drawdown since its inception was -58.02%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CISIX and SPY. For additional features, visit the drawdowns tool.
Volatility
CISIX vs. SPY - Volatility Comparison
The current volatility for Calvert US Large-Cap Core Responsible Index Fund (CISIX) is 14.25%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.00%. This indicates that CISIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.