CLDAX vs. CGJIX
Compare and contrast key facts about Calvert Core Bond Fund (CLDAX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX).
CLDAX is managed by Calvert Research and Management. It was launched on Dec 30, 2004. CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Performance
CLDAX vs. CGJIX - Performance Comparison
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CLDAX vs. CGJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLDAX Calvert Core Bond Fund | -0.96% | 7.27% | 1.39% | 5.04% | -13.48% | -2.30% | 14.56% | 20.77% | -5.73% | 9.47% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | -9.44% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | 27.39% |
Returns By Period
In the year-to-date period, CLDAX achieves a -0.96% return, which is significantly higher than CGJIX's -9.44% return. Over the past 10 years, CLDAX has underperformed CGJIX with an annualized return of 3.23%, while CGJIX has yielded a comparatively higher 15.35% annualized return.
CLDAX
- 1D
- 0.51%
- 1M
- -2.55%
- YTD
- -0.96%
- 6M
- 0.08%
- 1Y
- 3.49%
- 3Y*
- 3.08%
- 5Y*
- -0.14%
- 10Y*
- 3.23%
CGJIX
- 1D
- -0.50%
- 1M
- -8.33%
- YTD
- -9.44%
- 6M
- -7.33%
- 1Y
- 13.17%
- 3Y*
- 17.08%
- 5Y*
- 10.41%
- 10Y*
- 15.35%
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CLDAX vs. CGJIX - Expense Ratio Comparison
CLDAX has a 0.74% expense ratio, which is higher than CGJIX's 0.24% expense ratio.
Return for Risk
CLDAX vs. CGJIX — Risk / Return Rank
CLDAX
CGJIX
CLDAX vs. CGJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Core Bond Fund (CLDAX) 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.
| CLDAX | CGJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.67 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.11 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.86 | +0.60 |
Martin ratioReturn relative to average drawdown | 4.61 | 3.67 | +0.94 |
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
| CLDAX | CGJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.67 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.53 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.77 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.77 | +0.05 |
Correlation
The correlation between CLDAX and CGJIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CLDAX vs. CGJIX - Dividend Comparison
CLDAX's dividend yield for the trailing twelve months is around 3.91%, more than CGJIX's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLDAX Calvert Core Bond Fund | 3.91% | 4.24% | 4.16% | 3.17% | 1.80% | 6.08% | 5.22% | 3.04% | 3.63% | 3.02% | 7.02% | 2.85% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 3.36% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.00% |
Drawdowns
CLDAX vs. CGJIX - Drawdown Comparison
The maximum CLDAX drawdown since its inception was -18.88%, smaller than the maximum CGJIX drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for CLDAX and CGJIX.
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Drawdown Indicators
| CLDAX | CGJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.88% | -31.18% | +12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -12.62% | +9.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.21% | -31.18% | +12.97% |
Max Drawdown (10Y)Largest decline over 10 years | -18.88% | -31.18% | +12.30% |
Current DrawdownCurrent decline from peak | -4.35% | -11.15% | +6.80% |
Average DrawdownAverage peak-to-trough decline | -3.92% | -5.53% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 2.97% | -2.00% |
Volatility
CLDAX vs. CGJIX - Volatility Comparison
The current volatility for Calvert Core Bond Fund (CLDAX) is 1.61%, while Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a volatility of 4.74%. This indicates that CLDAX 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.
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Volatility by Period
| CLDAX | CGJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 4.74% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 10.20% | -7.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.27% | 20.14% | -15.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 19.77% | -14.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.85% | 19.98% | -13.13% |