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
US13161Y3018
13161Y301
Oct 30, 2015
$100,000
Mid-Cap
Blend
Expense Ratio
CMJIX has an expense ratio of 0.24%, which is considered low.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) returned -3.05% year-to-date (YTD) and 3.31% over the past 12 months.
CMJIX
-3.05%
9.59%
-7.48%
3.31%
11.04%
N/A
^GSPC (Benchmark)
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
Monthly Returns
The table below presents the monthly returns of CMJIX, 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 | 4.28% | -2.97% | -5.42% | -1.48% | 2.83% | -3.05% | |||||||
| 2024 | -1.50% | 5.73% | 4.03% | -6.05% | 2.58% | -0.77% | 5.17% | 1.74% | 2.27% | -1.32% | 7.97% | -6.85% | 12.53% |
| 2023 | 8.64% | -2.22% | -1.69% | -1.26% | -2.60% | 8.51% | 3.28% | -3.88% | -5.36% | -5.84% | 10.19% | 8.50% | 15.25% |
| 2022 | -8.22% | -1.04% | 1.05% | -8.37% | -0.29% | -8.87% | 9.82% | -3.29% | -8.80% | 8.52% | 6.15% | -5.13% | -19.10% |
| 2021 | 0.17% | 5.12% | 2.27% | 4.84% | 0.31% | 0.79% | 1.31% | 2.72% | -4.42% | 5.71% | -2.83% | 1.55% | 18.44% |
| 2020 | -1.18% | -8.35% | -17.18% | 13.97% | 8.14% | 2.11% | 5.75% | 3.87% | -1.24% | 1.67% | 13.37% | 3.10% | 21.69% |
| 2019 | 11.01% | 5.12% | -0.27% | 4.54% | -6.81% | 7.70% | 1.65% | -4.22% | 1.77% | 1.48% | 4.81% | 0.86% | 29.80% |
| 2018 | 4.74% | -3.51% | -0.63% | -0.87% | 1.83% | 0.39% | 2.80% | 4.23% | -0.54% | -8.96% | 1.09% | -10.53% | -10.70% |
| 2017 | 3.02% | 3.20% | 0.22% | 0.86% | 0.89% | 0.68% | 1.05% | -1.08% | 3.02% | 1.71% | 3.24% | -0.90% | 16.97% |
| 2016 | -6.82% | 1.55% | 7.76% | 1.17% | 1.75% | -0.34% | 4.40% | 0.38% | 0.47% | -2.77% | 6.47% | -0.12% | 13.86% |
| 2015 | -0.25% | -2.67% | -2.92% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CMJIX is 37, 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 (CMJIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Calvert US Mid-Cap Core Responsible Index Fund provided a 1.18% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.48 | $0.48 | $0.40 | $0.32 | $0.20 | $0.26 | $0.27 | $0.30 | $0.25 | $0.19 | $0.07 |
Dividend yield | 1.18% | 1.14% | 1.06% | 0.99% | 0.50% | 0.74% | 0.92% | 1.33% | 1.00% | 0.85% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $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 | $0.48 | $0.48 |
| 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 | $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 | $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 | $0.20 | $0.20 |
| 2020 | $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 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.00 | $0.30 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2016 | $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 |
| 2015 | $0.07 | $0.07 |
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.
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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 9.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -29.8% | Nov 17, 2021 | 146 | Jun 16, 2022 | 567 | Sep 19, 2024 | 713 |
| -23.61% | Sep 21, 2018 | 65 | Dec 24, 2018 | 129 | Jul 1, 2019 | 194 |
| -21.46% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -16.11% | Nov 4, 2015 | 68 | Feb 11, 2016 | 52 | Apr 27, 2016 | 120 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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