CISMX vs. CGJIX
Compare and contrast key facts about Clarkston Partners Fund (CISMX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX).
CISMX is managed by Clarkston Funds. It was launched on Sep 15, 2015. CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CISMX or CGJIX.
Key characteristics
| CISMX | CGJIX | |
|---|---|---|
| YTD Return | 6.54% | 28.89% |
| 1Y Return | 20.38% | 42.74% |
| 3Y Return (Ann) | 3.78% | 8.62% |
| 5Y Return (Ann) | 7.89% | 18.22% |
| Sharpe Ratio | 1.28 | 2.77 |
| Sortino Ratio | 1.97 | 3.62 |
| Omega Ratio | 1.24 | 1.51 |
| Calmar Ratio | 1.14 | 3.66 |
| Martin Ratio | 5.14 | 16.87 |
| Ulcer Index | 3.75% | 2.46% |
| Daily Std Dev | 15.09% | 14.93% |
| Max Drawdown | -33.80% | -31.73% |
| Current Drawdown | -0.02% | 0.00% |
Correlation
The correlation between CISMX and CGJIX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CISMX vs. CGJIX - Performance Comparison
In the year-to-date period, CISMX achieves a 6.54% return, which is significantly lower than CGJIX's 28.89% 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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CISMX vs. CGJIX - Expense Ratio Comparison
CISMX has a 1.00% expense ratio, which is higher than CGJIX's 0.24% expense ratio.
Risk-Adjusted Performance
CISMX vs. CGJIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Clarkston Partners Fund (CISMX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). 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
CISMX vs. CGJIX - Dividend Comparison
CISMX's dividend yield for the trailing twelve months is around 0.30%, less than CGJIX's 0.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
CISMX Clarkston Partners Fund | 0.30% | 0.32% | 1.20% | 0.33% | 0.37% | 0.93% | 0.82% | 0.28% | 0.47% | 0.12% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 0.41% | 0.53% | 0.51% | 0.39% | 0.51% | 0.74% | 1.02% | 0.87% | 1.14% | 0.29% |
Drawdowns
CISMX vs. CGJIX - Drawdown Comparison
The maximum CISMX drawdown since its inception was -33.80%, which is greater than CGJIX's maximum drawdown of -31.73%. Use the drawdown chart below to compare losses from any high point for CISMX and CGJIX. For additional features, visit the drawdowns tool.
Volatility
CISMX vs. CGJIX - Volatility Comparison
The current volatility for Clarkston Partners Fund (CISMX) is 2.43%, while Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a volatility of 4.43%. This indicates that CISMX experiences smaller price fluctuations and is considered to be less risky than CGJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.