CVLC vs. ITOT
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index ETF (CVLC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
CVLC and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CVLC is a passively managed fund by Calvert that tracks the performance of the Calvert US Large-Cap Core Responsible Index - Benchmark TR Gross. It was launched on Jan 30, 2023. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both CVLC and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CVLC vs. ITOT - Performance Comparison
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CVLC vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CVLC Calvert US Large-Cap Core Responsible Index ETF | -4.76% | 16.13% | 24.20% | 17.14% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -4.00% | 17.00% | 23.80% | 16.59% |
Returns By Period
In the year-to-date period, CVLC achieves a -4.76% return, which is significantly lower than ITOT's -4.00% return.
CVLC
- 1D
- 3.04%
- 1M
- -5.40%
- YTD
- -4.76%
- 6M
- -1.68%
- 1Y
- 17.36%
- 3Y*
- 17.40%
- 5Y*
- —
- 10Y*
- —
ITOT
- 1D
- 2.98%
- 1M
- -4.92%
- YTD
- -4.00%
- 6M
- -1.67%
- 1Y
- 18.07%
- 3Y*
- 17.83%
- 5Y*
- 10.46%
- 10Y*
- 13.57%
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CVLC vs. ITOT - Expense Ratio Comparison
CVLC has a 0.15% expense ratio, which is higher than ITOT's 0.03% 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%.
Return for Risk
CVLC vs. ITOT — Risk / Return Rank
CVLC
ITOT
CVLC vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index ETF (CVLC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| CVLC | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.97 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.49 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.51 | -0.08 |
Martin ratioReturn relative to average drawdown | 6.70 | 7.22 | -0.52 |
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
| CVLC | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.97 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.54 | +0.51 |
Correlation
The correlation between CVLC and ITOT is 0.98, 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
CVLC vs. ITOT - Dividend Comparison
CVLC's dividend yield for the trailing twelve months is around 1.05%, less than ITOT's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVLC Calvert US Large-Cap Core Responsible Index ETF | 1.05% | 1.02% | 1.03% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.13% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
CVLC vs. ITOT - Drawdown Comparison
The maximum CVLC drawdown since its inception was -19.92%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for CVLC and ITOT.
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Drawdown Indicators
| CVLC | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.92% | -55.20% | +35.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.46% | -12.34% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -6.86% | -6.18% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -2.49% | -7.02% | +4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.59% | +0.08% |
Volatility
CVLC vs. ITOT - Volatility Comparison
Calvert US Large-Cap Core Responsible Index ETF (CVLC) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 5.63% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVLC | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.47% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.76% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 18.67% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 17.37% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 18.25% | -2.57% |