CYBIX vs. CGJIX
Compare and contrast key facts about Calvert High Yield Bond Fund (CYBIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX).
CYBIX is managed by Calvert Research and Management. It was launched on Jul 9, 2001. CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Performance
CYBIX vs. CGJIX - Performance Comparison
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CYBIX vs. CGJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CYBIX Calvert High Yield Bond Fund | -1.51% | 7.73% | 6.70% | 10.02% | -11.50% | 3.66% | 5.46% | 12.82% | -2.53% | 6.09% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | -6.56% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | 27.39% |
Returns By Period
In the year-to-date period, CYBIX achieves a -1.51% return, which is significantly higher than CGJIX's -6.56% return. Over the past 10 years, CYBIX has underperformed CGJIX with an annualized return of 4.37%, while CGJIX has yielded a comparatively higher 15.71% annualized return.
CYBIX
- 1D
- 0.58%
- 1M
- -1.58%
- YTD
- -1.51%
- 6M
- -0.00%
- 1Y
- 5.09%
- 3Y*
- 6.39%
- 5Y*
- 2.60%
- 10Y*
- 4.37%
CGJIX
- 1D
- 3.18%
- 1M
- -5.52%
- YTD
- -6.56%
- 6M
- -4.82%
- 1Y
- 16.08%
- 3Y*
- 18.31%
- 5Y*
- 10.78%
- 10Y*
- 15.71%
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CYBIX vs. CGJIX - Expense Ratio Comparison
CYBIX has a 0.76% expense ratio, which is higher than CGJIX's 0.24% expense ratio.
Return for Risk
CYBIX vs. CGJIX — Risk / Return Rank
CYBIX
CGJIX
CYBIX vs. CGJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert High Yield Bond Fund (CYBIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). 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.
| CYBIX | CGJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 0.83 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.33 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.19 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.35 | +0.81 |
Martin ratioReturn relative to average drawdown | 9.45 | 5.66 | +3.79 |
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
| CYBIX | CGJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 0.83 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.55 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.79 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.78 | +0.27 |
Correlation
The correlation between CYBIX and CGJIX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CYBIX vs. CGJIX - Dividend Comparison
CYBIX's dividend yield for the trailing twelve months is around 5.10%, more than CGJIX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CYBIX Calvert High Yield Bond Fund | 5.10% | 5.44% | 5.25% | 4.47% | 4.12% | 4.22% | 4.49% | 4.98% | 5.20% | 4.92% | 5.51% | 5.78% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 3.26% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.00% |
Drawdowns
CYBIX vs. CGJIX - Drawdown Comparison
The maximum CYBIX drawdown since its inception was -32.13%, roughly equal to the maximum CGJIX drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for CYBIX and CGJIX.
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Drawdown Indicators
| CYBIX | CGJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.13% | -31.18% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -12.62% | +9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | -31.18% | +16.23% |
Max Drawdown (10Y)Largest decline over 10 years | -17.55% | -31.18% | +13.63% |
Current DrawdownCurrent decline from peak | -1.83% | -8.32% | +6.49% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -5.53% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 3.02% | -2.42% |
Volatility
CYBIX vs. CGJIX - Volatility Comparison
The current volatility for Calvert High Yield Bond Fund (CYBIX) is 1.46%, while Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a volatility of 5.91%. This indicates that CYBIX experiences smaller price fluctuations and is considered to be less risky than CGJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CYBIX | CGJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 5.91% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 10.68% | -8.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 20.34% | -17.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.51% | 19.82% | -15.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.59% | 20.00% | -15.41% |