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CFJIX vs. CLDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFJIX vs. CLDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and Calvert Core Bond Fund (CLDAX). The values are adjusted to include any dividend payments, if applicable.

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CFJIX vs. CLDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFJIX
Calvert US Large-Cap Value Responsible Index Fund
-1.87%16.76%14.63%9.86%-11.70%24.40%9.06%29.36%-10.08%15.17%
CLDAX
Calvert Core Bond Fund
-0.96%7.27%1.39%5.04%-13.48%-2.30%14.56%20.77%-5.73%9.47%

Returns By Period

In the year-to-date period, CFJIX achieves a -1.87% return, which is significantly lower than CLDAX's -0.96% return. Over the past 10 years, CFJIX has outperformed CLDAX with an annualized return of 10.34%, while CLDAX has yielded a comparatively lower 3.23% annualized return.


CFJIX

1D
-0.33%
1M
-7.93%
YTD
-1.87%
6M
1.93%
1Y
13.38%
3Y*
13.19%
5Y*
7.28%
10Y*
10.34%

CLDAX

1D
0.51%
1M
-2.55%
YTD
-0.96%
6M
0.08%
1Y
3.49%
3Y*
3.08%
5Y*
-0.14%
10Y*
3.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFJIX vs. CLDAX - Expense Ratio Comparison

CFJIX has a 0.24% expense ratio, which is lower than CLDAX's 0.74% expense ratio.


Return for Risk

CFJIX vs. CLDAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFJIX
CFJIX Risk / Return Rank: 4343
Overall Rank
CFJIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CFJIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
CFJIX Omega Ratio Rank: 4141
Omega Ratio Rank
CFJIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
CFJIX Martin Ratio Rank: 4444
Martin Ratio Rank

CLDAX
CLDAX Risk / Return Rank: 4747
Overall Rank
CLDAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CLDAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
CLDAX Omega Ratio Rank: 3333
Omega Ratio Rank
CLDAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
CLDAX Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFJIX vs. CLDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Value Responsible Index Fund (CFJIX) and Calvert Core Bond Fund (CLDAX). 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.


CFJIXCLDAXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.94

-0.07

Sortino ratio

Return per unit of downside risk

1.31

1.35

-0.04

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.09

1.47

-0.38

Martin ratio

Return relative to average drawdown

4.50

4.61

-0.11

CFJIX vs. CLDAX - Sharpe Ratio Comparison

The current CFJIX Sharpe Ratio is 0.88, which is comparable to the CLDAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of CFJIX and CLDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFJIXCLDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.94

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.03

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.47

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.82

-0.24

Correlation

The correlation between CFJIX and CLDAX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CFJIX vs. CLDAX - Dividend Comparison

CFJIX's dividend yield for the trailing twelve months is around 9.33%, more than CLDAX's 3.91% yield.


TTM20252024202320222021202020192018201720162015
CFJIX
Calvert US Large-Cap Value Responsible Index Fund
9.33%9.16%6.31%2.07%2.02%4.17%1.88%2.17%4.87%6.79%2.28%0.00%
CLDAX
Calvert Core Bond Fund
3.91%4.24%4.16%3.17%1.80%6.08%5.22%3.04%3.63%3.02%7.02%2.85%

Drawdowns

CFJIX vs. CLDAX - Drawdown Comparison

The maximum CFJIX drawdown since its inception was -36.91%, which is greater than CLDAX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for CFJIX and CLDAX.


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Drawdown Indicators


CFJIXCLDAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.91%

-18.88%

-18.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-3.04%

-8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

-18.21%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-18.88%

-18.03%

Current Drawdown

Current decline from peak

-9.00%

-4.35%

-4.65%

Average Drawdown

Average peak-to-trough decline

-5.17%

-3.92%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

0.97%

+1.91%

Volatility

CFJIX vs. CLDAX - Volatility Comparison

Calvert US Large-Cap Value Responsible Index Fund (CFJIX) has a higher volatility of 4.18% compared to Calvert Core Bond Fund (CLDAX) at 1.61%. This indicates that CFJIX's price experiences larger fluctuations and is considered to be riskier than CLDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFJIXCLDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

1.61%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

2.56%

+6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

4.27%

+12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

5.59%

+10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

6.85%

+11.09%