CISIX vs. VV
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Vanguard Large-Cap ETF (VV).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004.
Performance
CISIX vs. VV - Performance Comparison
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CISIX vs. VV - 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% |
VV Vanguard Large-Cap ETF | -4.79% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
Returns By Period
In the year-to-date period, CISIX achieves a -7.68% return, which is significantly lower than VV's -4.79% return. Both investments have delivered pretty close results over the past 10 years, with CISIX having a 13.49% annualized return and VV not far ahead at 14.04%.
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%
VV
- 1D
- 2.96%
- 1M
- -4.90%
- YTD
- -4.79%
- 6M
- -2.38%
- 1Y
- 17.59%
- 3Y*
- 18.49%
- 5Y*
- 11.31%
- 10Y*
- 14.04%
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CISIX vs. VV - Expense Ratio Comparison
CISIX has a 0.24% expense ratio, which is higher than VV's 0.04% 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. VV — Risk / Return Rank
CISIX
VV
CISIX vs. VV - 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 Large-Cap ETF (VV). 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 | VV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.95 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.46 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.51 | -0.55 |
Martin ratioReturn relative to average drawdown | 4.50 | 7.07 | -2.58 |
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 | VV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.95 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.66 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.78 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.56 | -0.21 |
Correlation
The correlation between CISIX and VV 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. VV - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 5.84%, more than VV's 1.13% 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% |
VV Vanguard Large-Cap ETF | 1.13% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Drawdowns
CISIX vs. VV - Drawdown Comparison
The maximum CISIX drawdown since its inception was -59.36%, which is greater than VV's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for CISIX and VV.
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Drawdown Indicators
| CISIX | VV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.36% | -54.81% | -4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -12.09% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -25.66% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -32.82% | -34.28% | +1.46% |
Current DrawdownCurrent decline from peak | -9.72% | -6.52% | -3.20% |
Average DrawdownAverage peak-to-trough decline | -14.38% | -6.88% | -7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.59% | +0.07% |
Volatility
CISIX vs. VV - Volatility Comparison
The current volatility for Calvert US Large-Cap Core Responsible Index Fund (CISIX) is 4.43%, while Vanguard Large-Cap ETF (VV) has a volatility of 5.30%. This indicates that CISIX experiences smaller price fluctuations and is considered to be less risky than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CISIX | VV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.30% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.58% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 18.60% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 17.24% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 18.18% | +0.34% |