Calvert US Large-Cap Value Responsible Index Fund (CFJIX)
The manager employs a passive management strategy designed to track, as closely as possible, the performance of the index. The fund invests in the common stock of each company in the index in approximately the same proportion as represented in the index itself. The fund will normally invest at least 95% of its net assets, including borrowings for investment purposes, in securities contained in the index.
Fund Info
US13162A7081
13162A708
Jun 19, 2015
$100,000
Large-Cap
Value
Expense Ratio
CFJIX has an expense ratio of 0.24%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert US Large-Cap Value Responsible Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Calvert US Large-Cap Value Responsible Index Fund had a return of 5.92% year-to-date (YTD) and 15.18% in the last 12 months.
CFJIX
5.92%
2.35%
5.37%
15.18%
8.10%
N/A
^GSPC (Benchmark)
3.96%
1.97%
9.03%
22.16%
12.60%
11.26%
Monthly Returns
The table below presents the monthly returns of CFJIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.18% | 5.92% | |||||||||||
| 2024 | -0.20% | 3.17% | 5.37% | -4.85% | 3.13% | -1.20% | 5.51% | 2.58% | 1.92% | -0.81% | 7.20% | -10.63% | 10.27% |
| 2023 | 6.27% | -2.66% | -3.82% | 0.40% | -4.32% | 7.02% | 4.08% | -3.78% | -4.07% | -3.80% | 8.63% | 6.99% | 9.86% |
| 2022 | -3.39% | -1.82% | 1.13% | -6.42% | 1.26% | -8.57% | 6.31% | -2.35% | -8.88% | 11.06% | 6.47% | -5.02% | -11.70% |
| 2021 | -0.75% | 5.96% | 6.05% | 4.13% | 2.29% | -1.76% | 0.58% | 2.55% | -3.86% | 5.01% | -3.05% | 2.62% | 20.90% |
| 2020 | -2.64% | -9.79% | -15.73% | 11.15% | 4.09% | 0.56% | 4.23% | 4.69% | -1.28% | -0.17% | 13.54% | 3.34% | 8.64% |
| 2019 | 9.58% | 3.10% | -0.85% | 4.84% | -6.43% | 6.87% | 1.94% | -4.15% | 3.93% | 1.87% | 4.00% | 1.76% | 28.59% |
| 2018 | 3.97% | -3.74% | -1.92% | -0.04% | 0.00% | -0.58% | 4.25% | 2.40% | -0.46% | -6.07% | 0.81% | -10.68% | -12.32% |
| 2017 | 0.94% | 3.92% | -0.49% | -0.27% | 0.36% | 0.86% | 1.34% | -1.10% | 3.08% | 0.95% | 3.60% | -3.73% | 9.59% |
| 2016 | -5.45% | -0.17% | 7.03% | 1.50% | 1.37% | 0.05% | 3.48% | 1.10% | 0.10% | -1.14% | 6.32% | 2.14% | 16.91% |
| 2015 | -2.25% | 0.26% | -5.26% | -3.77% | 7.16% | 0.16% | -2.81% | -6.79% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CFJIX is 64, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert US Large-Cap Value Responsible Index Fund provided a 2.07% dividend yield over the last twelve months, with an annual payout of $0.70 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.70 | $0.62 | $0.56 | $0.45 | $0.40 | $0.39 | $0.40 | $0.39 | $0.43 | $0.11 |
Dividend yield | 2.07% | 2.19% | 2.07% | 2.02% | 1.40% | 1.50% | 1.57% | 2.03% | 1.72% | 2.02% | 0.60% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert US Large-Cap Value Responsible Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.62 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.56 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.40 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2015 | $0.11 | $0.11 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert US Large-Cap Value Responsible Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calvert US Large-Cap Value Responsible Index Fund was 36.91%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Calvert US Large-Cap Value Responsible Index Fund drawdown is 5.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.91% | Feb 13, 2020 | 27 | Mar 23, 2020 | 162 | Nov 10, 2020 | 189 |
| -23.5% | Nov 15, 2021 | 221 | Sep 30, 2022 | 368 | Mar 20, 2024 | 589 |
| -21.98% | Jan 29, 2018 | 229 | Dec 24, 2018 | 145 | Jul 24, 2019 | 374 |
| -17.57% | Jun 24, 2015 | 161 | Feb 11, 2016 | 122 | Aug 5, 2016 | 283 |
| -11.58% | Dec 2, 2024 | 27 | Jan 10, 2025 | — | — | — |
Volatility
Volatility Chart
The current Calvert US Large-Cap Value Responsible Index Fund volatility is 2.66%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.