CISIX vs. VTI

Last updated Jun 24, 2026

CISIX (Calvert US Large-Cap Core Responsible Index Fund) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. Over the past 10 years, CISIX returned 15.95%/yr vs 15.14%/yr for VTI. With a 0.98 correlation, they move nearly in lockstep. CISIX charges 0.24%/yr vs 0.03%/yr for VTI.

Performance

CISIX vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CISIX achieves a 12.08% return, which is significantly higher than VTI's 8.82% return. Over the past 10 years, CISIX has outperformed VTI with an annualized return of 15.95%, while VTI has yielded a comparatively lower 15.14% annualized return.

CISIX

• 1D: -0.19%
• 1M: 1.67%
• YTD: 12.08%
• 6M: 11.13%
• 1Y: 28.10%
• 3Y*: 21.41%
• 5Y*: 12.49%
• 10Y*: 15.95%

VTI

• 1D: -1.39%
• 1M: -0.84%
• YTD: 8.82%
• 6M: 7.71%
• 1Y: 24.22%
• 3Y*: 20.62%
• 5Y*: 11.90%
• 10Y*: 15.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CISIX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CISIX Calvert US Large-Cap Core Responsible Index Fund	12.08%	15.90%	24.14%	27.27%	-21.68%	25.63%	26.12%	32.81%	-4.08%	21.18%
VTI Vanguard Total Stock Market ETF	8.82%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between CISIX and VTI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since May 31, 2001	0.98

The correlation between CISIX and VTI has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Return for Risk

CISIX vs. VTI — Risk / Return Rank

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

CISIX

CISIX Risk / Return Rank: 68
CISIX Sharpe Ratio Rank: 70
CISIX Sortino Ratio Rank: 64
CISIX Omega Ratio Rank: 62
CISIX Calmar Ratio Rank: 68
CISIX Martin Ratio Rank: 78

VTI

VTI Risk / Return Rank: 59
VTI Sharpe Ratio Rank: 58
VTI Sortino Ratio Rank: 56
VTI Omega Ratio Rank: 57
VTI Calmar Ratio Rank: 57
VTI Martin Ratio Rank: 68

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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CISIX	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.24	1.90	+0.34
Sortino ratio: Return per unit of downside risk	3.06	2.59	+0.46
Omega ratio: Gain probability vs. loss probability	1.40	1.34	+0.06
Calmar ratio: Return relative to maximum drawdown	3.02	2.73	+0.30
Martin ratio: Return relative to average drawdown	13.63	12.14	+1.49

CISIX vs. VTI - Sharpe Ratio Comparison

The current CISIX Sharpe Ratio is 2.24, which is comparable to the VTI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CISIX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CISIX vs. VTI - Drawdown Comparison

The maximum CISIX drawdown since its inception was -59.36%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CISIX and VTI.

Drawdown Indicators

	CISIX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-59.36%	-55.45%	-3.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.72%	-8.92%	-0.80%
Max Drawdown (3Y) Largest decline over 3 years	-19.94%	-19.30%	-0.64%
Max Drawdown (5Y) Largest decline over 5 years	-27.37%	-25.36%	-2.01%
Max Drawdown (10Y) Largest decline over 10 years	-32.82%	-35.00%	+2.18%
Current Drawdown Current decline from peak	-0.90%	-2.85%	+1.95%
Average Drawdown Average peak-to-trough decline	-14.26%	-8.01%	-6.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.00%	+0.15%

Volatility

CISIX vs. VTI - Volatility Comparison

Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.93% and 4.95%, 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.

Volatility by Period

	CISIX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	4.95%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.50%	10.05%	+0.45%
Volatility (1Y) Calculated over the trailing 1-year period	13.16%	12.83%	+0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.88%	17.51%	+0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.62%	18.32%	+0.30%

CISIX vs. VTI - Expense Ratio Comparison

CISIX has a 0.24% expense ratio, which is higher than VTI'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%.

Dividends

CISIX vs. VTI - Dividend Comparison

CISIX's dividend yield for the trailing twelve months is around 4.81%, more than VTI's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CISIX Calvert US Large-Cap Core Responsible Index Fund	4.81%	5.39%	1.77%	1.02%	1.17%	1.02%	0.94%	1.14%	4.33%	2.41%	3.77%	7.62%
VTI Vanguard Total Stock Market ETF	1.04%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both CISIX and VTI in my portfolio?

With a correlation of 0.99, CISIX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CISIX or VTI?

VTI has higher volatility (4.95%) compared to CISIX (4.93%). In terms of maximum drawdown, CISIX dropped -59.36% vs VTI's -55.45%.

Which has better risk-adjusted returns?

CISIX currently has the higher Sharpe Ratio (2.24 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.