Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CGJAX (Calvert US Large Cap Growth Resp Index F) | 11.19% | 27.30% | 22.55% | 14.03% | 17.39% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 06/24/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGJAX (Calvert US Large Cap Growth Resp Index F) | 06/24/2015 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.25 | 27.30 | 22.55 | 14.03 | 17.39 | NA | NA | … | … | 11.19 | 14.28 | 27.40 | 36.35 | -27.02 | 25.81 | 38.29 | 35.32 | 0.38 | 26.99 | 4.03 | -1.17 |
| Sharpe Ratio | NA | 1.91 | 1.17 | 0.57 | 0.79 | NA | NA | … | … | 1.73 | 0.55 | 1.55 | 2.18 | -0.99 | 1.63 | 1.10 | 2.34 | -0.05 | 3.42 | 0.27 | -0.12 |
| Standard Deviation(%) | NA | 13.52 | 17.10 | 19.78 | 20.05 | NA | NA | … | … | 15.62 | 20.95 | 15.38 | 15.11 | 28.95 | 15.87 | 34.40 | 14.49 | 19.80 | 7.73 | 14.01 | 18.65 |
| Draw Down(%) | NA | 11.20 | 21.94 | 31.32 | 31.32 | NA | NA | … | … | 11.20 | 21.94 | 10.45 | 10.71 | 31.00 | 8.47 | 30.81 | 7.79 | 20.76 | 2.41 | 12.05 | 11.78 |
| Yield(%) | 0.00 | 3.16 | 2.50 | 1.99 | 3.92 | 2.62 | 1.96 | … | … | 0.00 | 3.16 | 2.35 | 0.48 | 0.24 | 2.09 | 2.15 | 2.16 | 5.24 | 2.57 | 0.82 | 0.23 |
Data as of 06/03/2026, Common starting date is 06/24/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGJAX (Calvert US Large Cap Growth Resp Index F) |
7.14%
Apr 2021 – Apr 2024 |
10.83%
Mar 2021 – Mar 2026 |
15.21%
Jul 2015 – Jul 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGJAX (Calvert US Large Cap Growth Resp Index F) |
33.03%
Dec 2018 – Dec 2021 |
24.61%
Oct 2016 – Oct 2021 |
17.40%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart