CFICX vs. CMJAX
Compare and contrast key facts about Calvert Income Fund (CFICX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX).
CFICX is managed by Calvert Research and Management. It was launched on Oct 12, 1982. CMJAX is a passively managed fund by Calvert Research and Management that tracks the performance of the Calvert US Mid-Cap Core Responsible Index. It was launched on Oct 30, 2015.
Performance
CFICX vs. CMJAX - Performance Comparison
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CFICX vs. CMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFICX Calvert Income Fund | -0.99% | 8.94% | 4.11% | 7.61% | -16.07% | 1.71% | 8.26% | 14.75% | -3.36% | 6.57% |
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | -2.79% | 9.14% | 12.24% | 15.00% | -19.32% | 20.96% | 23.72% | 30.67% | -9.50% | 18.70% |
Returns By Period
In the year-to-date period, CFICX achieves a -0.99% return, which is significantly higher than CMJAX's -2.79% return. Over the past 10 years, CFICX has underperformed CMJAX with an annualized return of 3.07%, while CMJAX has yielded a comparatively higher 10.04% annualized return.
CFICX
- 1D
- 0.46%
- 1M
- -2.63%
- YTD
- -0.99%
- 6M
- 0.12%
- 1Y
- 5.26%
- 3Y*
- 5.26%
- 5Y*
- 1.08%
- 10Y*
- 3.07%
CMJAX
- 1D
- -0.71%
- 1M
- -8.92%
- YTD
- -2.79%
- 6M
- -1.44%
- 1Y
- 10.92%
- 3Y*
- 9.47%
- 5Y*
- 4.42%
- 10Y*
- 10.04%
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CFICX vs. CMJAX - Expense Ratio Comparison
CFICX has a 0.92% expense ratio, which is higher than CMJAX's 0.49% expense ratio.
Return for Risk
CFICX vs. CMJAX — Risk / Return Rank
CFICX
CMJAX
CFICX vs. CMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Income Fund (CFICX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CFICX | CMJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.61 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.13 | 0.99 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.14 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 0.73 | +1.26 |
Martin ratioReturn relative to average drawdown | 7.67 | 3.19 | +4.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CFICX | CMJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.61 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.24 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.52 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.52 | +0.48 |
Correlation
The correlation between CFICX and CMJAX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CFICX vs. CMJAX - Dividend Comparison
CFICX's dividend yield for the trailing twelve months is around 4.51%, which matches CMJAX's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFICX Calvert Income Fund | 4.51% | 4.86% | 4.91% | 4.05% | 3.22% | 2.70% | 2.96% | 3.25% | 3.60% | 2.96% | 3.23% | 2.87% |
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 4.53% | 4.40% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% | 0.00% |
Drawdowns
CFICX vs. CMJAX - Drawdown Comparison
The maximum CFICX drawdown since its inception was -21.28%, smaller than the maximum CMJAX drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for CFICX and CMJAX.
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Drawdown Indicators
| CFICX | CMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.28% | -38.09% | +16.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -13.05% | +9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.28% | -28.22% | +6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -21.28% | -38.09% | +16.81% |
Current DrawdownCurrent decline from peak | -2.63% | -9.39% | +6.76% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -6.43% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 2.99% | -2.19% |
Volatility
CFICX vs. CMJAX - Volatility Comparison
The current volatility for Calvert Income Fund (CFICX) is 1.51%, while Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a volatility of 4.97%. This indicates that CFICX experiences smaller price fluctuations and is considered to be less risky than CMJAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFICX | CMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 4.97% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.36% | 10.20% | -7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 18.81% | -14.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 18.54% | -12.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 19.51% | -14.31% |