EFIV vs. CISIX
Compare and contrast key facts about State Street SPDR S&P 500 ESG ETF (EFIV) and Calvert US Large-Cap Core Responsible Index Fund (CISIX).
EFIV is a passively managed fund by State Street that tracks the performance of the S&P 500 ESG Index. It was launched on Jul 27, 2020. CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000.
Performance
EFIV vs. CISIX - Performance Comparison
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EFIV vs. CISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | -4.39% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.69% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | -7.68% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 20.39% |
Returns By Period
In the year-to-date period, EFIV achieves a -4.39% return, which is significantly higher than CISIX's -7.68% return.
EFIV
- 1D
- 2.85%
- 1M
- -5.17%
- YTD
- -4.39%
- 6M
- -0.28%
- 1Y
- 19.21%
- 3Y*
- 18.43%
- 5Y*
- 12.58%
- 10Y*
- —
CISIX
- 1D
- -0.44%
- 1M
- -8.25%
- YTD
- -7.68%
- 6M
- -4.74%
- 1Y
- 13.68%
- 3Y*
- 16.05%
- 5Y*
- 9.61%
- 10Y*
- 13.49%
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EFIV vs. CISIX - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is lower than CISIX's 0.24% expense ratio. Despite the difference, 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
EFIV vs. CISIX — Risk / Return Rank
EFIV
CISIX
EFIV vs. CISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) and Calvert US Large-Cap Core Responsible Index Fund (CISIX). 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.
| EFIV | CISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.77 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.22 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.96 | +0.64 |
Martin ratioReturn relative to average drawdown | 7.57 | 4.50 | +3.07 |
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
| EFIV | CISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.77 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.55 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.35 | +0.57 |
Correlation
The correlation between EFIV and CISIX 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
EFIV vs. CISIX - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 1.08%, less than CISIX's 5.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 1.08% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 5.84% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
Drawdowns
EFIV vs. CISIX - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum CISIX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for EFIV and CISIX.
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Drawdown Indicators
| EFIV | CISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -59.36% | +34.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -12.40% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -27.37% | +2.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.82% | — |
Current DrawdownCurrent decline from peak | -6.86% | -9.72% | +2.86% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -14.38% | +9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.66% | -0.01% |
Volatility
EFIV vs. CISIX - Volatility Comparison
State Street SPDR S&P 500 ESG ETF (EFIV) has a higher volatility of 5.18% compared to Calvert US Large-Cap Core Responsible Index Fund (CISIX) at 4.43%. This indicates that EFIV's price experiences larger fluctuations and is considered to be riskier than CISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFIV | CISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.43% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 9.37% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 18.54% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 17.72% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 18.52% | -1.56% |