CVLC vs. ESGV

In the year-to-date period, CVLC achieves a -0.16% return, which is significantly higher than ESGV's -0.28% return.

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CVLC has a 0.15% expense ratio, which is higher than ESGV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index ETF (CVLC) and Vanguard ESG U.S. Stock ETF (ESGV). 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.

The current CVLC Sharpe Ratio is 0.60, which is comparable to the ESGV Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CVLC and ESGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CVLC's dividend yield for the trailing twelve months is around 1.06%, less than ESGV's 1.09% yield.

The maximum CVLC drawdown since its inception was -19.92%, smaller than the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for CVLC and ESGV.

The current volatility for Calvert US Large-Cap Core Responsible Index ETF (CVLC) is 4.85%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 5.13%. This indicates that CVLC experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.