CISIX vs. CMJAX
Compare and contrast key facts about Calvert US Large-Cap Core Responsible Index Fund (CISIX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX).
CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000. 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
CISIX vs. CMJAX - Performance Comparison
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CISIX vs. CMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | -7.68% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
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, CISIX achieves a -7.68% return, which is significantly lower than CMJAX's -2.79% return. Over the past 10 years, CISIX has outperformed CMJAX with an annualized return of 13.49%, while CMJAX has yielded a comparatively lower 10.04% annualized return.
CISIX
- 1D
- -0.44%
- 1M
- -8.25%
- YTD
- -7.68%
- 6M
- -4.74%
- 1Y
- 13.68%
- 3Y*
- 16.05%
- 5Y*
- 9.61%
- 10Y*
- 13.49%
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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CISIX vs. CMJAX - Expense Ratio Comparison
CISIX has a 0.24% expense ratio, which is lower than CMJAX's 0.49% expense ratio.
Return for Risk
CISIX vs. CMJAX — Risk / Return Rank
CISIX
CMJAX
CISIX vs. CMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index Fund (CISIX) 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.
| CISIX | CMJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.61 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.99 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.73 | +0.23 |
Martin ratioReturn relative to average drawdown | 4.50 | 3.19 | +1.31 |
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
| CISIX | CMJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.61 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.24 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.52 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.52 | -0.17 |
Correlation
The correlation between CISIX and CMJAX is 0.92, 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.
Dividends
CISIX vs. CMJAX - Dividend Comparison
CISIX's dividend yield for the trailing twelve months is around 5.84%, more than CMJAX's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | 5.84% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
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
CISIX vs. CMJAX - Drawdown Comparison
The maximum CISIX drawdown since its inception was -59.36%, which is greater than CMJAX's maximum drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for CISIX and CMJAX.
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Drawdown Indicators
| CISIX | CMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.36% | -38.09% | -21.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -13.05% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -28.22% | +0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -32.82% | -38.09% | +5.27% |
Current DrawdownCurrent decline from peak | -9.72% | -9.39% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -14.38% | -6.43% | -7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.99% | -0.33% |
Volatility
CISIX vs. CMJAX - Volatility Comparison
The current volatility for Calvert US Large-Cap Core Responsible Index Fund (CISIX) is 4.43%, while Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a volatility of 4.97%. This indicates that CISIX 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
| CISIX | CMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.97% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 10.20% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 18.81% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 18.54% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 19.51% | -0.99% |