CFJIX vs. MALVX
CFJIX (Calvert US Large-Cap Value Responsible Index Fund) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, CFJIX returned 12.26%/yr vs 12.99%/yr for MALVX. Their 0.96 correlation means they have historically moved very closely together. CFJIX charges 0.24%/yr vs 0.54%/yr for MALVX.
Performance
CFJIX vs. MALVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CFJIX having a 23.32% return and MALVX slightly lower at 22.59%. Over the past 10 years, CFJIX has underperformed MALVX with an annualized return of 12.26%, while MALVX has yielded a comparatively higher 12.99% annualized return.
CFJIX
- 1D
- -0.24%
- 1M
- 0.76%
- 6M
- 18.52%
- YTD
- 23.32%
- 1Y
- 37.23%
- 3Y*
- 19.43%
- 5Y*
- 11.16%
- 10Y*
- 12.26%
- ALL TIME*
- 12.45%
MALVX
- 1D
- 0.97%
- 1M
- 1.94%
- 6M
- 17.40%
- YTD
- 22.59%
- 1Y
- 38.80%
- 3Y*
- 20.54%
- 5Y*
- 12.93%
- 10Y*
- 12.99%
- ALL TIME*
- 9.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CFJIX vs. MALVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 23.32% | 16.76% | 14.63% | 9.86% | -11.70% | 24.40% | 9.06% | 29.36% | -10.08% | 15.17% |
MALVX BlackRock Advantage Large Cap Value Fund | 22.59% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
Correlation
The correlation between CFJIX and MALVX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.96 |
The correlation between CFJIX and MALVX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
CFJIX vs. MALVX — Risk / Return Rank
CFJIX
MALVX
CFJIX vs. MALVX - 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 BlackRock Advantage Large Cap Value Fund (MALVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CFJIX | MALVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.58 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 5.55 | -1.75 |
| Martin ratioReturn relative to average drawdown | 15.34 | 25.78 | -10.44 |
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Drawdowns
CFJIX vs. MALVX - Drawdown Comparison
The maximum CFJIX drawdown since its inception was -36.91%, smaller than the maximum MALVX drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for CFJIX and MALVX.
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Drawdown Indicators
| CFJIX | MALVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.91% | -55.21% | +18.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -6.53% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -16.60% | -16.13% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.62% | -19.73% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -37.12% | +0.21% |
Current DrawdownCurrent decline from peak | -1.49% | -0.19% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -8.70% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 1.41% | +0.83% |
Volatility
CFJIX vs. MALVX - Volatility Comparison
Calvert US Large-Cap Value Responsible Index Fund (CFJIX) has a higher volatility of 3.46% compared to BlackRock Advantage Large Cap Value Fund (MALVX) at 2.77%. This indicates that CFJIX's price experiences larger fluctuations and is considered to be riskier than MALVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFJIX | MALVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.77% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 8.90% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.03% | 11.35% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 14.78% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 17.25% | +0.69% |
CFJIX vs. MALVX - Expense Ratio Comparison
CFJIX has a 0.24% expense ratio, which is lower than MALVX's 0.54% expense ratio.
Dividends
CFJIX vs. MALVX - Dividend Comparison
CFJIX's dividend yield for the trailing twelve months is around 7.43%, less than MALVX's 10.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 7.43% | 9.16% | 6.31% | 2.07% | 2.02% | 4.17% | 1.88% | 2.17% | 4.87% | 6.79% | 2.28% | 0.00% |
MALVX BlackRock Advantage Large Cap Value Fund | 10.57% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
Frequently Asked Questions
With a correlation of 0.91, CFJIX and MALVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CFJIX has higher volatility (3.46%) compared to MALVX (2.77%). In terms of maximum drawdown, CFJIX dropped -36.91% vs MALVX's -55.21%.
MALVX currently has the higher Sharpe Ratio (3.20 vs 2.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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