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CSIEX vs. RGAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSIEX vs. RGAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Equity Fund (CSIEX) and American Funds The Growth Fund of America Class R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

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CSIEX vs. RGAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSIEX
Calvert Equity Fund
-11.00%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
-11.15%20.08%28.41%37.66%-30.53%19.67%38.30%29.22%-2.88%26.53%

Returns By Period

The year-to-date returns for both stocks are quite close, with CSIEX having a -11.00% return and RGAGX slightly lower at -11.15%. Over the past 10 years, CSIEX has underperformed RGAGX with an annualized return of 11.39%, while RGAGX has yielded a comparatively higher 14.34% annualized return.


CSIEX

1D
1.14%
1M
-7.71%
YTD
-11.00%
6M
-10.10%
1Y
-4.11%
3Y*
5.46%
5Y*
4.83%
10Y*
11.39%

RGAGX

1D
-0.47%
1M
-9.63%
YTD
-11.15%
6M
-9.74%
1Y
13.94%
3Y*
19.23%
5Y*
8.87%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSIEX vs. RGAGX - Expense Ratio Comparison

CSIEX has a 0.91% expense ratio, which is higher than RGAGX's 0.30% expense ratio.


Return for Risk

CSIEX vs. RGAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSIEX
CSIEX Risk / Return Rank: 33
Overall Rank
CSIEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CSIEX Sortino Ratio Rank: 33
Sortino Ratio Rank
CSIEX Omega Ratio Rank: 33
Omega Ratio Rank
CSIEX Calmar Ratio Rank: 33
Calmar Ratio Rank
CSIEX Martin Ratio Rank: 22
Martin Ratio Rank

RGAGX
RGAGX Risk / Return Rank: 3030
Overall Rank
RGAGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RGAGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RGAGX Omega Ratio Rank: 3232
Omega Ratio Rank
RGAGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
RGAGX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CSIEXRGAGXDifference

Sharpe ratio

Return per unit of total volatility

-0.21

0.66

-0.88

Sortino ratio

Return per unit of downside risk

-0.19

1.09

-1.28

Omega ratio

Gain probability vs. loss probability

0.98

1.16

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.36

0.79

-1.15

Martin ratio

Return relative to average drawdown

-1.20

3.04

-4.24

CSIEX vs. RGAGX - Sharpe Ratio Comparison

The current CSIEX Sharpe Ratio is -0.21, which is lower than the RGAGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CSIEX and RGAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSIEXRGAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

0.66

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.44

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.73

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.79

-0.31

Correlation

The correlation between CSIEX and RGAGX is 0.88, 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

CSIEX vs. RGAGX - Dividend Comparison

CSIEX's dividend yield for the trailing twelve months is around 25.81%, more than RGAGX's 12.37% yield.


TTM20252024202320222021202020192018201720162015
CSIEX
Calvert Equity Fund
25.81%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
12.37%10.99%9.29%7.70%4.44%8.49%4.57%7.93%12.36%7.34%6.95%9.22%

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


CSIEXRGAGXDifference

Max Drawdown

Largest peak-to-trough decline

-50.81%

-36.19%

-14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.12%

-13.71%

-0.41%

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 Drawdown

Current decline from peak

-13.14%

-13.71%

+0.57%

Average Drawdown

Average peak-to-trough decline

-6.21%

-5.53%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

3.55%

+0.71%

Volatility

CSIEX vs. RGAGX - Volatility Comparison

The current volatility for Calvert Equity Fund (CSIEX) is 4.14%, while American Funds The Growth Fund of America Class R-6 (RGAGX) has a volatility of 5.45%. 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


CSIEXRGAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

5.45%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

11.60%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.11%

20.75%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

20.17%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

19.61%

-2.49%