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
ISIN | US13161Y1038 |
---|---|
CUSIP | 13161Y103 |
Issuer | Calvert Research and Management |
Inception Date | Oct 30, 2015 |
Category | Mid Cap Blend Equities |
Min. Investment | $5,000 |
Index Tracked | Calvert US Mid-Cap Core Responsible Index |
Home Page | www.calvert.com |
Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
CMJAX has a high expense ratio of 0.49%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 3.24% year-to-date (YTD) and 18.69% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.24% | 7.50% |
1 month | -2.92% | -1.61% |
6 months | 18.03% | 17.65% |
1 year | 18.69% | 26.26% |
5 years (annualized) | 8.95% | 11.73% |
10 years (annualized) | N/A | 10.64% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.54% | 5.74% | 4.02% | -6.09% | ||||||||
2023 | -5.85% | 10.21% | 8.45% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CMJAX is 48, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Calvert US Mid-Cap Core Responsible Index Fund Class A(CMJAX)
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 granted a 0.81% dividend yield in the last twelve months. The annual payout for that period amounted to $0.31 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.31 | $0.31 | $0.26 | $1.07 | $0.84 | $0.45 | $0.66 | $0.71 | $0.41 | $0.06 |
Dividend yield | 0.81% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $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 |
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 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.84 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $0.00 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 |
2015 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 6.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-38.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
-28.22% | Nov 17, 2021 | 146 | Jun 16, 2022 | — | — | — |
-22.43% | Sep 21, 2018 | 65 | Dec 24, 2018 | 84 | Apr 26, 2019 | 149 |
-16.16% | 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 4.05%, 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.