FRGN vs CVMC
Comparison between Horizon International Equity ETF (FRGN, ETF) and CALVERT US MID-CAP CORE RESPONSIBLE INDEX ETF (CVMC, ETF).
FRGN vs CVMC - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
FRGN
$102M
CVMC
$102M
Expense Ratio
FRGN
0.75%
Winner
CVMC
0.15%
Max Drawdown
Winner
FRGN
12.40%
CVMC
23.11%
Sharpe Ratio
Winner
FRGN
1.50
CVMC
1.46
5Y Beta
FRGN
1.27
Winner
CVMC
0.93
P/E Ratio
FRGN
N/A
CVMC
27.44
Forward P/E
FRGN
N/A
CVMC
17.67
5Y EPS CAGR
FRGN
N/A
CVMC
10.59%
Debt to Equity
FRGN
N/A
CVMC
149.07%
P/S Ratio
FRGN
N/A
CVMC
1.83
P/B Ratio
FRGN
N/A
CVMC
3.03
FRGN vs CVMC - Holdings Comparison
FRGN and CVMC have 2 common holdings. Overlap is 0.25%
FRGN's top 25 holdings weight is 33.63%. CVMC's top 25 holdings weight is 11.94%.
| Rank | FRGN | CVMC |
|---|---|---|
| #1 | n/a (n/a) - 4.43% | HEWLETT PACKARD ENTERPRISE CO (HPE) - 0.60% |
| #2 | ASML HOLDING NV (n/a) - 3.68% | PACCAR INC (PCAR) - 0.59% |
| #3 | SAMSUNG ELECTRONICS CO LTD (n/a) - 2.10% | MORGAN STANLEY INSTL LQUDTY GOVT INSTL (MVRXX) - 0.57% |
| #4 | THE TORONTO-DOMINION BANK (n/a) - 1.76% | TARGET CORP (TGT) - 0.57% |
| #5 | SHELL PLC (n/a) - 1.75% | ARTHUR J. GALLAGHER & CO (AJG) - 0.54% |
| #6 | SK HYNIX INC (n/a) - 1.61% | NUCOR CORP (NUE) - 0.53% |
| #7 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.56% | DELTA AIR LINES INC (DAL) - 0.51% |
| #8 | TOTALENERGIES SE (TTE:XPAR) - 1.39% | AMETEK INC (AME) - 0.50% |
| #9 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.13% | DOMINION ENERGY INC (D) - 0.50% |
| #10 | ADVANTEST CORP (n/a) - 1.10% | FASTENAL CO (FAST) - 0.50% |
| #11 | UBS GROUP AG REGISTERED SHARES (n/a) - 1.08% | TERADYNE INC (TER) - 0.50% |
| #12 | ROYAL BANK OF CANADA (RY) - 1.07% | REALTY INCOME CORP (O) - 0.50% |
| #13 | ISHARES MSCI INDIA ETF (INDA) - 1.02% | AFLAC INC (AFL) - 0.49% |
| #14 | TOKYO ELECTRON LTD (n/a) - 1.00% | KEYSIGHT TECHNOLOGIES INC (KEYS) - 0.49% |
| #15 | RIO TINTO PLC ORDINARY SHARES (n/a) - 0.98% | PUBLIC STORAGE (PSA) - 0.49% |
| #16 | ALLIANZ SE (n/a) - 0.89% | PAYPAL HOLDINGS INC (PYPL) - 0.47% |
| #17 | BRITISH AMERICAN TOBACCO PLC (n/a) - 0.88% | SEMPRA (SRE) - 0.47% |
| #18 | CANADIAN NATURAL RESOURCES LTD (CNQ) - 0.84% | W.W. GRAINGER INC (GWW) - 0.47% |
| #19 | ASTRAZENECA PLC (AZN) - 0.81% | METLIFE INC (MET) - 0.46% |
| #20 | INVESTOR AB CLASS B (n/a) - 0.78% | AUTODESK INC (ADSK) - 0.46% |
| #21 | BNP PARIBAS ACT. CAT.A (n/a) - 0.78% | WORKDAY INC CLASS A (WDAY) - 0.35% |
| #22 | ABB LTD (n/a) - 0.78% | MSCI INC (MSCI) - 0.35% |
| #23 | SOFTBANK GROUP CORP (n/a) - 0.76% | NETAPP INC (NTAP) - 0.35% |
| #24 | SUNCOR ENERGY INC (SU) - 0.73% | HEICO CORP (HEI) - 0.34% |
| #25 | UNICREDIT SPA (n/a) - 0.72% | PUBLIC SERVICE ENTERPRISE GROUP INC (PEG) - 0.34% |
| Total Holdings | 297 | 555 |
FRGN vs CVMC - Historical Returns
Returns include dividend reinvestment.
1M
FRGN
+2.86%
Winner
CVMC
+3.36%
3M
FRGN
+3.47%
Winner
CVMC
+10.18%
6M
FRGN
+10.29%
Winner
CVMC
+14.24%
1Y
FRGN
N/A
CVMC
+27.03%
Max(CAGR)
Winner
FRGN
+39.57%
CVMC
+13.59%
FRGN vs CVMC - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | FRGN | CVMC |
|---|---|---|
| 2026 | +22.48% | +20.98% |
| 2025 | +1.47% | +9.77% |
| 2024 | N/A | +13.43% |
| 2023 | N/A | +4.40% |
FRGN vs CVMC Drawdown Comparison
The maximum drawdown for FRGN was -12.40%, occurring on Mar 30, 2026. Recovery took 45 trading sessions.
The maximum drawdown for CVMC was -22.53%, occurring on Apr 8, 2025. Recovery took 184 trading sessions.
The current FRGN drawdown is -0.77%. The current CVMC drawdown is -1.26%.
| Rank | FRGN | CVMC |
|---|---|---|
| #1 | -12.40% Feb 25, 2026 - Apr 30, 2026 | -22.53% Nov 25, 2024 - Aug 22, 2025 |
| #2 | -7.70% Jun 22, 2026 - Jul 29, 2026 | -15.90% Jul 19, 2023 - Dec 14, 2023 |
| #3 | -5.47% Jun 2, 2026 - Jun 18, 2026 | -11.72% Feb 2, 2023 - Jul 18, 2023 |
| #4 | -3.88% May 13, 2026 - May 29, 2026 | -9.35% Feb 26, 2026 - Apr 17, 2026 |
| #5 | -3.02% Jan 29, 2026 - Feb 9, 2026 | -7.27% Mar 28, 2024 - Jul 16, 2024 |
| #6 | -2.62% Dec 10, 2025 - Dec 23, 2025 | -5.90% Jul 16, 2024 - Aug 21, 2024 |
| #7 | -1.79% Jan 15, 2026 - Jan 22, 2026 | -5.45% Oct 27, 2025 - Dec 5, 2025 |
| #8 | -1.78% May 11, 2026 - May 13, 2026 | -3.90% Dec 28, 2023 - Feb 8, 2024 |
| #9 | -1.55% May 6, 2026 - May 8, 2026 | -3.75% Aug 30, 2024 - Sep 16, 2024 |
| #10 | -1.34% Feb 11, 2026 - Feb 20, 2026 | -3.44% Oct 3, 2025 - Oct 21, 2025 |
| #11 | -0.86% Jan 6, 2026 - Jan 12, 2026 | -3.28% May 6, 2026 - May 26, 2026 |
| #12 | -0.76% Apr 30, 2026 - May 5, 2026 | -3.26% Jun 4, 2026 - Jun 12, 2026 |
| #13 | -0.64% Dec 26, 2025 - Jan 2, 2026 | -2.95% Oct 18, 2024 - Nov 6, 2024 |
| #14 | -0.46% Jan 27, 2026 - Jan 29, 2026 | -2.81% Nov 11, 2024 - Nov 22, 2024 |
| #15 | -0.38% Jan 12, 2026 - Jan 14, 2026 | -2.28% Sep 11, 2025 - Oct 3, 2025 |
Correlation
Correlation between FRGN and CVMC is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2023 - 2026)
FRGN vs CVMC dividend yield comparison.
| Year | FRGN | CVMC |
|---|---|---|
| 2026 | 0.00% | 0.49% |
| 2025 | 0.25% | 1.39% |
| 2024 | 0.00% | 1.21% |
| 2023 | 0.00% | 1.00% |
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