CISIX vs. VTI
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Vanguard Total Stock Market ETF (VTI).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISIX or VTI.
Key characteristics
| CISIX | VTI | |
|---|---|---|
| YTD Return | 26.41% | 26.35% |
| 1Y Return | 40.96% | 40.48% |
| 3Y Return (Ann) | 8.20% | 8.68% |
| 5Y Return (Ann) | 15.93% | 15.37% |
| 10Y Return (Ann) | 11.81% | 12.90% |
| Sharpe Ratio | 3.04 | 3.10 |
| Sortino Ratio | 4.04 | 4.13 |
| Omega Ratio | 1.56 | 1.58 |
| Calmar Ratio | 3.57 | 4.21 |
| Martin Ratio | 18.81 | 20.25 |
| Ulcer Index | 2.11% | 1.94% |
| Daily Std Dev | 13.07% | 12.68% |
| Max Drawdown | -58.02% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CISIX and VTI 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. VTI - Performance Comparison
The year-to-date returns for both stocks are quite close, with CISIX having a 26.41% return and VTI slightly lower at 26.35%. Over the past 10 years, CISIX has underperformed VTI with an annualized return of 11.81%, while VTI has yielded a comparatively higher 12.90% 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. 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%.
Risk-Adjusted Performance
CISIX vs. VTI - 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 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.
Dividends
CISIX vs. VTI - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 0.80%, less than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CISIX vs. VTI - Drawdown Comparison
The maximum CISIX drawdown since its inception was -58.02%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CISIX and VTI. For additional features, visit the drawdowns tool.
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 4.11% and 4.11%, 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.