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CVLC vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVLC vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Core Responsible Index ETF (CVLC) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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CVLC vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023
CVLC
Calvert US Large-Cap Core Responsible Index ETF
-4.76%16.13%24.20%17.14%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%30.50%

Returns By Period

In the year-to-date period, CVLC achieves a -4.76% return, which is significantly higher than VUG's -10.37% return.


CVLC

1D
3.04%
1M
-5.40%
YTD
-4.76%
6M
-1.68%
1Y
17.36%
3Y*
17.40%
5Y*
10Y*

VUG

1D
4.00%
1M
-5.12%
YTD
-10.37%
6M
-8.73%
1Y
18.30%
3Y*
21.15%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CVLC vs. VUG - Expense Ratio Comparison

CVLC has a 0.15% expense ratio, which is higher than VUG'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. VUG — Risk / Return Rank

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

CVLC
CVLC Risk / Return Rank: 5858
Overall Rank
CVLC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CVLC Sortino Ratio Rank: 5555
Sortino Ratio Rank
CVLC Omega Ratio Rank: 5858
Omega Ratio Rank
CVLC Calmar Ratio Rank: 5757
Calmar Ratio Rank
CVLC Martin Ratio Rank: 6666
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
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.

CVLC vs. VUG - 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 Vanguard Growth ETF (VUG). 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.


CVLCVUGDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.81

+0.12

Sortino ratio

Return per unit of downside risk

1.44

1.31

+0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.44

1.11

+0.32

Martin ratio

Return relative to average drawdown

6.70

3.96

+2.74

CVLC vs. VUG - Sharpe Ratio Comparison

The current CVLC Sharpe Ratio is 0.93, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of CVLC and VUG, 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


CVLCVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.81

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

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

0.57

+0.47

Correlation

The correlation between CVLC and VUG is 0.91, 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. VUG - Dividend Comparison

CVLC's dividend yield for the trailing twelve months is around 1.05%, more than VUG's 0.46% yield.


TTM20252024202320222021202020192018201720162015
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%
VUG
Vanguard Growth ETF
0.46%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

CVLC vs. VUG - Drawdown Comparison

The maximum CVLC drawdown since its inception was -19.92%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CVLC and VUG.


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Drawdown Indicators


CVLCVUGDifference

Max Drawdown

Largest peak-to-trough decline

-19.92%

-50.68%

+30.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-16.53%

+4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-6.86%

-13.20%

+6.34%

Average Drawdown

Average peak-to-trough decline

-2.49%

-7.13%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

4.66%

-1.99%

Volatility

CVLC vs. VUG - Volatility Comparison

The current volatility for Calvert US Large-Cap Core Responsible Index ETF (CVLC) is 5.63%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that CVLC experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVLCVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

7.00%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

12.65%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

22.68%

-3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

22.23%

-6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

21.38%

-5.70%