Correlation
The correlation between CVMC and ESGV is 0.85, 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.
CVMC vs. ESGV
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index ETF (CVMC) and Vanguard ESG U.S. Stock ETF (ESGV).
CVMC and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CVMC is a passively managed fund by Calvert that tracks the performance of the Russell Midcap Index. It was launched on Jan 30, 2023. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both CVMC and ESGV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVMC or ESGV.
Performance
CVMC vs. ESGV - Performance Comparison
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Key characteristics
CVMC:
0.40
ESGV:
0.66
CVMC:
0.67
ESGV:
0.95
CVMC:
1.09
ESGV:
1.13
CVMC:
0.32
ESGV:
0.60
CVMC:
1.11
ESGV:
2.15
CVMC:
6.54%
ESGV:
5.65%
CVMC:
20.35%
ESGV:
21.01%
CVMC:
-22.53%
ESGV:
-33.66%
CVMC:
-7.37%
ESGV:
-4.64%
Returns By Period
In the year-to-date period, CVMC achieves a -0.24% return, which is significantly higher than ESGV's -0.44% return.
CVMC
-0.24%
5.53%
-7.17%
7.53%
N/A
N/A
N/A
ESGV
-0.44%
5.90%
-2.59%
13.16%
14.38%
15.03%
N/A
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CVMC vs. ESGV - Expense Ratio Comparison
CVMC 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%.
Risk-Adjusted Performance
CVMC vs. ESGV — Risk-Adjusted Performance Rank
CVMC
ESGV
CVMC vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index ETF (CVMC) 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.
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Dividends
CVMC vs. ESGV - Dividend Comparison
CVMC's dividend yield for the trailing twelve months is around 1.35%, more than ESGV's 1.10% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
CVMC Calvert US Mid-Cap Core Responsible Index ETF | 1.35% | 1.21% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.10% | 1.05% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
Drawdowns
CVMC vs. ESGV - Drawdown Comparison
The maximum CVMC drawdown since its inception was -22.53%, smaller than the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for CVMC and ESGV.
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Volatility
CVMC vs. ESGV - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index ETF (CVMC) and Vanguard ESG U.S. Stock ETF (ESGV) have volatilities of 5.35% and 5.14%, 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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