Correlation
The correlation between CFJIX and AMRMX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
CFJIX vs. AMRMX
Compare and contrast key facts about Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and American Funds American Mutual Fund Class A (AMRMX).
CFJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. AMRMX is managed by American Funds. It was launched on Feb 21, 1950.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFJIX or AMRMX.
Performance
CFJIX vs. AMRMX - Performance Comparison
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Key characteristics
CFJIX:
0.72
AMRMX:
1.01
CFJIX:
1.07
AMRMX:
1.37
CFJIX:
1.15
AMRMX:
1.20
CFJIX:
0.71
AMRMX:
1.04
CFJIX:
2.48
AMRMX:
4.31
CFJIX:
4.73%
AMRMX:
3.13%
CFJIX:
17.05%
AMRMX:
14.49%
CFJIX:
-36.91%
AMRMX:
-48.55%
CFJIX:
-4.69%
AMRMX:
-1.32%
Returns By Period
In the year-to-date period, CFJIX achieves a 2.59% return, which is significantly lower than AMRMX's 4.73% return.
CFJIX
2.59%
4.08%
-4.69%
12.15%
7.87%
12.57%
N/A
AMRMX
4.73%
4.48%
0.12%
14.53%
8.92%
12.32%
9.68%
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CFJIX vs. AMRMX - Expense Ratio Comparison
CFJIX has a 0.24% expense ratio, which is lower than AMRMX's 0.58% expense ratio.
Risk-Adjusted Performance
CFJIX vs. AMRMX — Risk-Adjusted Performance Rank
CFJIX
AMRMX
CFJIX vs. AMRMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and American Funds American Mutual Fund Class A (AMRMX). 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.
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Dividends
CFJIX vs. AMRMX - Dividend Comparison
CFJIX's dividend yield for the trailing twelve months is around 6.15%, more than AMRMX's 6.02% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 6.15% | 6.31% | 2.07% | 2.02% | 4.18% | 1.88% | 2.17% | 4.87% | 6.79% | 2.28% | 0.60% | 0.00% |
AMRMX American Funds American Mutual Fund Class A | 6.02% | 6.27% | 3.75% | 4.88% | 4.67% | 1.92% | 4.76% | 6.61% | 6.10% | 4.83% | 6.54% | 5.46% |
Drawdowns
CFJIX vs. AMRMX - Drawdown Comparison
The maximum CFJIX drawdown since its inception was -36.91%, smaller than the maximum AMRMX drawdown of -48.55%. Use the drawdown chart below to compare losses from any high point for CFJIX and AMRMX.
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Volatility
CFJIX vs. AMRMX - Volatility Comparison
Calvert US Large-Cap Value Responsible Index Fund (CFJIX) has a higher volatility of 4.39% compared to American Funds American Mutual Fund Class A (AMRMX) at 3.89%. This indicates that CFJIX's price experiences larger fluctuations and is considered to be riskier than AMRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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