CSIEX vs. RGAGX
CSIEX (Calvert Equity Fund) and RGAGX (American Funds The Growth Fund of America Class R-6) are both Large Cap Growth Equities funds. Over the past 10 years, CSIEX returned 11.69%/yr vs 15.99%/yr for RGAGX. Their correlation of 0.86 suggests significant overlap in exposure. CSIEX charges 0.91%/yr vs 0.30%/yr for RGAGX.
Performance
CSIEX vs. RGAGX - Performance Comparison
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Returns By Period
In the year-to-date period, CSIEX achieves a -6.75% return, which is significantly lower than RGAGX's 8.63% return. Over the past 10 years, CSIEX has underperformed RGAGX with an annualized return of 11.69%, while RGAGX has yielded a comparatively higher 15.99% annualized return.
CSIEX
- 1D
- 0.53%
- 1M
- 2.24%
- 6M
- -8.71%
- YTD
- -6.75%
- 1Y
- -4.09%
- 3Y*
- 4.90%
- 5Y*
- 3.25%
- 10Y*
- 11.69%
RGAGX
- 1D
- 0.52%
- 1M
- -0.03%
- 6M
- 6.93%
- YTD
- 8.63%
- 1Y
- 16.54%
- 3Y*
- 22.17%
- 5Y*
- 11.80%
- 10Y*
- 15.99%
CSIEX vs. RGAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -6.75% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
RGAGX American Funds The Growth Fund of America Class R-6 | 8.63% | 20.08% | 28.41% | 37.66% | -30.53% | 19.67% | 38.30% | 29.22% | -2.88% | 26.53% |
Correlation
The correlation between CSIEX and RGAGX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 1, 2009 | 0.86 |
Over the past year, the correlation between CSIEX and RGAGX has dropped to 0.45 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
CSIEX vs. RGAGX — Risk / Return Rank
CSIEX
RGAGX
CSIEX vs. RGAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and American Funds The Growth Fund of America Class R-6 (RGAGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSIEX | RGAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.19 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.25 | -1.51 |
| Martin ratioReturn relative to average drawdown | -0.53 | 4.71 | -5.23 |
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Drawdowns
CSIEX vs. RGAGX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, which is greater than RGAGX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for CSIEX and RGAGX.
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Drawdown Indicators
| CSIEX | RGAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -36.19% | -14.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -13.71% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -14.87% | -21.54% | +6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -36.19% | +10.48% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -36.19% | +5.69% |
Current DrawdownCurrent decline from peak | -9.00% | -1.78% | -7.22% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -5.47% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.05% | 3.62% | +3.43% |
Volatility
CSIEX vs. RGAGX - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 5.14%, while American Funds The Growth Fund of America Class R-6 (RGAGX) has a volatility of 5.49%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than RGAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIEX | RGAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.49% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 13.38% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 16.50% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 20.49% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 19.73% | -2.56% |
CSIEX vs. RGAGX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than RGAGX's 0.30% expense ratio.
Dividends
CSIEX vs. RGAGX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 24.63%, more than RGAGX's 10.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 24.63% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
RGAGX American Funds The Growth Fund of America Class R-6 | 10.12% | 10.99% | 9.29% | 7.70% | 4.44% | 8.49% | 4.57% | 7.93% | 12.36% | 7.34% | 6.95% | 9.22% |
Frequently Asked Questions
CSIEX and RGAGX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RGAGX has higher volatility (5.49%) compared to CSIEX (5.14%). In terms of maximum drawdown, CSIEX dropped -50.81% vs RGAGX's -36.19%.
RGAGX currently has the higher Sharpe Ratio (1.04 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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