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 Jun 27, 2016.
Performance
CISIX vs. VTI - Performance Comparison
Loading graphics...
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 | -7.68% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, CISIX achieves a -7.68% return, which is significantly lower than VTI's -4.01% return. Both investments have delivered pretty close results over the past 10 years, with CISIX having a 13.49% annualized return and VTI not far ahead at 13.60%.
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%
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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%.
Return for Risk
CISIX vs. VTI — Risk / Return Rank
CISIX
VTI
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.
| CISIX | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.96 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.48 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.52 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.50 | 7.26 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CISIX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.96 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.75 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.48 | -0.13 |
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.
Dividends
CISIX vs. VTI - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 5.84%, more than VTI's 1.17% 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% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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.
Loading graphics...
Drawdown Indicators
| CISIX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.36% | -55.45% | -3.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -12.30% | -0.10% |
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 DrawdownCurrent decline from peak | -9.72% | -6.25% | -3.47% |
Average DrawdownAverage peak-to-trough decline | -14.38% | -8.08% | -6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.58% | +0.08% |
Volatility
CISIX vs. VTI - Volatility Comparison
The current volatility for Calvert US Large-Cap Core Responsible Index Fund (CISIX) is 4.43%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that CISIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CISIX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.45% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.73% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 19.01% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 17.42% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 18.29% | +0.23% |