Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX)
The mutual fund aims to mirror the index performance by investing in common stock of companies listed on the Calvert US Mid-Cap Core Responsible Index in a similar proportion, with a focus on passive management. At least 95% of the fund's assets are typically invested in securities from the index.
Fund Info
US13161Y1038
13161Y103
Oct 30, 2015
$5,000
Calvert US Mid-Cap Core Responsible Index
Mid-Cap
Blend
Expense Ratio
CMJAX features an expense ratio of 0.49%, falling within the medium range.
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 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.
Returns By Period
Calvert US Mid-Cap Core Responsible Index Fund Class A had a return of 11.29% year-to-date (YTD) and 11.60% in the last 12 months.
CMJAX
11.29%
-3.51%
7.46%
11.60%
8.14%
N/A
^GSPC (Benchmark)
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
Monthly Returns
The table below presents the monthly returns of CMJAX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.54% | 5.74% | 4.02% | -6.09% | 2.55% | -0.78% | 5.14% | 1.71% | 2.27% | -1.36% | 7.94% | 11.29% | |
| 2023 | 8.66% | -2.27% | -1.71% | -1.24% | -2.63% | 8.44% | 3.28% | -3.92% | -5.39% | -5.85% | 10.21% | 8.45% | 15.00% |
| 2022 | -8.24% | -1.05% | 1.01% | -8.39% | -0.29% | -8.89% | 9.83% | -3.33% | -8.83% | 8.51% | 6.12% | -5.16% | -19.31% |
| 2021 | 0.15% | 5.10% | 2.26% | 4.80% | 0.31% | 0.77% | 1.30% | 2.69% | -4.46% | 5.69% | -2.86% | 1.52% | 18.12% |
| 2020 | -1.23% | -8.34% | -17.18% | 13.93% | 8.08% | 2.13% | 5.69% | 3.90% | -1.29% | 1.65% | 13.36% | 3.06% | 21.36% |
| 2019 | 10.95% | 5.12% | -0.27% | 4.49% | -6.82% | 7.64% | 1.66% | -4.25% | 1.79% | 1.42% | 4.82% | 0.82% | 29.44% |
| 2018 | 4.73% | -3.53% | -0.67% | -0.87% | 1.76% | 0.39% | 2.74% | 4.19% | -0.55% | -8.96% | 1.05% | -10.56% | -10.99% |
| 2017 | 2.98% | 3.21% | 0.13% | 0.86% | 0.85% | 0.68% | 0.97% | -1.08% | 2.99% | 1.68% | 3.22% | -0.95% | 16.54% |
| 2016 | -6.87% | 1.55% | 7.76% | 1.12% | 1.70% | -0.39% | 4.41% | 0.33% | 0.43% | -2.78% | 6.44% | -0.16% | 13.46% |
| 2015 | -0.30% | -2.68% | -2.97% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CMJAX is 43, 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 Mid-Cap Core Responsible Index Fund Class A (CMJAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert US Mid-Cap Core Responsible Index Fund Class A provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.31 | $0.26 | $0.14 | $0.19 | $0.18 | $0.24 | $0.24 | $0.16 | $0.06 |
Dividend yield | 0.00% | 0.84% | 0.80% | 0.34% | 0.56% | 0.63% | 1.10% | 0.95% | 0.72% | 0.29% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.24 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2015 | $0.06 | $0.06 |
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 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 7.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -29.91% | Nov 17, 2021 | 146 | Jun 16, 2022 | 573 | Sep 27, 2024 | 719 |
| -23.71% | Sep 21, 2018 | 65 | Dec 24, 2018 | 131 | Jul 3, 2019 | 196 |
| -16.15% | Nov 4, 2015 | 68 | Feb 11, 2016 | 52 | Apr 27, 2016 | 120 |
| -9.13% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
Volatility
Volatility Chart
The current Calvert US Mid-Cap Core Responsible Index Fund Class A volatility is 4.85%, 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.