CSIEX vs. SWLGX
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
CSIEX vs. SWLGX - Performance Comparison
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CSIEX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | -0.69% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, CSIEX achieves a -11.00% return, which is significantly higher than SWLGX's -13.06% 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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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CSIEX vs. SWLGX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
CSIEX vs. SWLGX — Risk / Return Rank
CSIEX
SWLGX
CSIEX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| CSIEX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 0.66 | -0.87 |
Sortino ratioReturn per unit of downside risk | -0.19 | 1.10 | -1.29 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.15 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 0.72 | -1.08 |
Martin ratioReturn relative to average drawdown | -1.20 | 2.51 | -3.71 |
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
| CSIEX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.66 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.56 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.68 | -0.20 |
Correlation
The correlation between CSIEX and SWLGX is 0.83, 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. SWLGX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 25.81%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
CSIEX vs. SWLGX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for CSIEX and SWLGX.
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Drawdown Indicators
| CSIEX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -32.69% | -18.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -16.16% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -32.69% | +6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | — | — |
Current DrawdownCurrent decline from peak | -13.14% | -16.16% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -7.13% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 4.62% | -0.36% |
Volatility
CSIEX vs. SWLGX - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 4.14%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that CSIEX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIEX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 5.38% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 11.82% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 22.31% | -6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 21.47% | -5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 22.78% | -5.66% |