Calvert US Mid-Cap Core Responsible Index Fund (CMJIX)
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
| ISIN | US13161Y3018 |
|---|---|
| CUSIP | 13161Y301 |
| Issuer | Calvert Research and Management |
| Inception Date | Oct 30, 2015 |
| Category | Mid Cap Blend Equities |
| Min. Investment | $100,000 |
| Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
CMJIX has a high expense ratio of 0.24%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: CMJIX vs. FXAIX, CMJIX vs. QQQ
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert US Mid-Cap Core 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 Mid-Cap Core Responsible Index Fund had a return of 1.77% year-to-date (YTD) and 15.45% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.77% | 5.21% |
| 1 month | -5.38% | -4.30% |
| 6 months | 21.13% | 18.42% |
| 1 year | 15.45% | 21.82% |
| 5 years (annualized) | 8.91% | 11.27% |
| 10 years (annualized) | N/A | 10.33% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.50% | 5.73% | 4.03% | -6.05% | ||||||||
| 2023 | -5.84% | 10.19% | 8.50% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CMJIX is 46, 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(CMJIX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) 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 granted a 1.04% dividend yield in the last twelve months. The annual payout for that period amounted to $0.40 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.40 | $0.32 | $1.14 | $0.90 | $0.53 | $0.71 | $0.72 | $0.43 | $0.07 |
Dividend yield | 1.04% | 1.06% | 0.99% | 2.78% | 2.60% | 1.85% | 3.19% | 2.85% | 1.99% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert US Mid-Cap Core 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.40 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $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 | $0.72 |
| 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 |
| 2015 | $0.07 |
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. 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 was 38.09%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Calvert US Mid-Cap Core Responsible Index Fund drawdown is 7.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -28.13% | Nov 17, 2021 | 146 | Jun 16, 2022 | — | — | — |
| -22.34% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -16.11% | Nov 4, 2015 | 68 | Feb 11, 2016 | 52 | Apr 27, 2016 | 120 |
| -9.11% | 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 volatility is 4.00%, 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.