Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX)

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The chart shows the growth of an initial investment of $10,000 in Calvert US Mid-Cap Core Responsible Index Fund Class A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has returned -2.79% so far this year and 10.92% over the past 12 months. Over the last ten years, CMJAX has returned 10.04% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 4, 2016, CMJAX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.9%, while the worst month was Mar 2020 at -17.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CMJAX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -12.4%.

Calvert US Mid-Cap Core Responsible Index Fund Class A has an annualized alpha of -1.50%, beta of 1.02, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• This fund participated in 107.25% of S&P 500 Index downside but only 99.68% of its upside — more exposed to losses than it benefited from rallies.
• With beta of 1.02 and R² of 0.89, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

CMJAX has an expense ratio of 0.49%, placing it in the medium range.

CMJAX ranks 24 for risk / return — below 24% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and compare them to a chosen benchmark (S&P 500 Index).

Calvert US Mid-Cap Core Responsible Index Fund Class A provided a 4.53% dividend yield over the last twelve months, with an annual payout of $1.90 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for Calvert US Mid-Cap Core Responsible Index Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Calvert US Mid-Cap Core Responsible Index Fund Class A. 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 Mid-Cap Core Responsible Index Fund Class A was 38.09%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current Calvert US Mid-Cap Core Responsible Index Fund Class A drawdown is 9.39%.

The chart below shows the rolling one-month volatility.