VEIRX vs. CFJIX
Compare and contrast key facts about Vanguard Equity Income Fund Admiral Shares (VEIRX) and Calvert US Large-Cap Value Responsible Index Fund (CFJIX).
VEIRX is managed by Vanguard. It was launched on Aug 13, 2001. CFJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Performance
VEIRX vs. CFJIX - Performance Comparison
Loading graphics...
VEIRX vs. CFJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEIRX Vanguard Equity Income Fund Admiral Shares | -0.12% | 17.25% | 14.91% | 7.76% | -0.08% | 25.49% | 3.08% | 25.34% | -5.68% | 17.68% |
CFJIX Calvert US Large-Cap Value Responsible Index Fund | -1.87% | 16.76% | 14.63% | 9.86% | -11.70% | 24.40% | 9.06% | 29.36% | -10.08% | 15.17% |
Returns By Period
In the year-to-date period, VEIRX achieves a -0.12% return, which is significantly higher than CFJIX's -1.87% return. Over the past 10 years, VEIRX has outperformed CFJIX with an annualized return of 11.15%, while CFJIX has yielded a comparatively lower 10.34% annualized return.
VEIRX
- 1D
- 0.05%
- 1M
- -6.01%
- YTD
- -0.12%
- 6M
- 3.46%
- 1Y
- 13.96%
- 3Y*
- 14.00%
- 5Y*
- 10.56%
- 10Y*
- 11.15%
CFJIX
- 1D
- -0.33%
- 1M
- -7.93%
- YTD
- -1.87%
- 6M
- 1.93%
- 1Y
- 13.38%
- 3Y*
- 13.19%
- 5Y*
- 7.28%
- 10Y*
- 10.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VEIRX vs. CFJIX - Expense Ratio Comparison
VEIRX has a 0.19% expense ratio, which is lower than CFJIX'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
VEIRX vs. CFJIX — Risk / Return Rank
VEIRX
CFJIX
VEIRX vs. CFJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Equity Income Fund Admiral Shares (VEIRX) and Calvert US Large-Cap Value Responsible Index Fund (CFJIX). 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.
| VEIRX | CFJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.88 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.31 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.09 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.65 | 4.50 | +1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VEIRX | CFJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.88 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.46 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.58 | -0.09 |
Correlation
The correlation between VEIRX and CFJIX is 0.95, 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
VEIRX vs. CFJIX - Dividend Comparison
VEIRX's dividend yield for the trailing twelve months is around 11.12%, more than CFJIX's 9.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEIRX Vanguard Equity Income Fund Admiral Shares | 11.12% | 11.03% | 9.83% | 7.96% | 8.79% | 7.71% | 2.86% | 4.45% | 10.98% | 3.04% | 3.87% | 6.48% |
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 9.33% | 9.16% | 6.31% | 2.07% | 2.02% | 4.17% | 1.88% | 2.17% | 4.87% | 6.79% | 2.28% | 0.00% |
Drawdowns
VEIRX vs. CFJIX - Drawdown Comparison
The maximum VEIRX drawdown since its inception was -54.02%, which is greater than CFJIX's maximum drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for VEIRX and CFJIX.
Loading graphics...
Drawdown Indicators
| VEIRX | CFJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -36.91% | -17.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -11.88% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -22.62% | +7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -35.26% | -36.91% | +1.65% |
Current DrawdownCurrent decline from peak | -6.84% | -9.00% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -5.17% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.88% | -0.41% |
Volatility
VEIRX vs. CFJIX - Volatility Comparison
The current volatility for Vanguard Equity Income Fund Admiral Shares (VEIRX) is 3.13%, while Calvert US Large-Cap Value Responsible Index Fund (CFJIX) has a volatility of 4.18%. This indicates that VEIRX experiences smaller price fluctuations and is considered to be less risky than CFJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VEIRX | CFJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 4.18% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 9.15% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 16.63% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 15.88% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 17.94% | -1.65% |