CISIX vs. WBREOX
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. WBREOX is a passively managed fund by BlackRock that tracks the performance of the S&P 500. It was launched on Jul 24, 2017.
Performance
CISIX vs. WBREOX - Performance Comparison
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CISIX vs. WBREOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | -3.84% | 14.71% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | -3.54% | 16.64% |
Returns By Period
In the year-to-date period, CISIX achieves a -3.84% return, which is significantly lower than WBREOX's -3.54% return.
CISIX
- 1D
- 0.19%
- 1M
- -4.03%
- YTD
- -3.84%
- 6M
- -1.58%
- 1Y
- 23.16%
- 3Y*
- 17.65%
- 5Y*
- 10.24%
- 10Y*
- 14.00%
WBREOX
- 1D
- 0.12%
- 1M
- -4.07%
- YTD
- -3.54%
- 6M
- -1.38%
- 1Y
- 23.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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CISIX vs. WBREOX - Expense Ratio Comparison
CISIX has a 0.24% expense ratio, which is higher than WBREOX's 0.02% 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. WBREOX — Risk / Return Rank
CISIX
WBREOX
CISIX vs. WBREOX - 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 CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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 | WBREOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.02 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.65 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.53 | +0.91 |
Martin ratioReturn relative to average drawdown | 6.51 | 2.01 | +4.50 |
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 | WBREOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.02 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.23 |
Correlation
The correlation between CISIX and WBREOX is 0.76, 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. WBREOX - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 5.61%, while WBREOX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | 5.61% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CISIX vs. WBREOX - Drawdown Comparison
The maximum CISIX drawdown since its inception was -59.36%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for CISIX and WBREOX.
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Drawdown Indicators
| CISIX | WBREOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.36% | -19.07% | -40.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -8.89% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.82% | — | — |
Current DrawdownCurrent decline from peak | -5.97% | -5.45% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -14.37% | -2.89% | -11.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 5.00% | -2.25% |
Volatility
CISIX vs. WBREOX - Volatility Comparison
Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a higher volatility of 5.58% compared to CIT: BlackRock Equity Index Fund Class 1 (WBREOX) at 5.29%. This indicates that CISIX's price experiences larger fluctuations and is considered to be riskier than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CISIX | WBREOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 5.29% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 9.68% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 20.04% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 19.46% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 19.46% | -0.92% |