CMJAX vs. BIGTX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and The Texas Fund (BIGTX).
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. BIGTX is managed by Monteagle Funds. It was launched on Sep 17, 2013.
Performance
CMJAX vs. BIGTX - Performance Comparison
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CMJAX vs. BIGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | -0.02% | 9.14% | 12.24% | 15.00% | -19.32% | 20.96% | 23.72% | 30.67% | -9.50% | 18.70% |
BIGTX The Texas Fund | 9.34% | 5.98% | 15.76% | 11.32% | -6.93% | 23.90% | 13.11% | 9.61% | -11.44% | 11.58% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly lower than BIGTX's 9.34% return. Over the past 10 years, CMJAX has outperformed BIGTX with an annualized return of 10.35%, while BIGTX has yielded a comparatively lower 9.58% annualized return.
CMJAX
- 1D
- 2.84%
- 1M
- -6.25%
- YTD
- -0.02%
- 6M
- 1.32%
- 1Y
- 13.70%
- 3Y*
- 10.50%
- 5Y*
- 4.74%
- 10Y*
- 10.35%
BIGTX
- 1D
- 2.09%
- 1M
- -3.58%
- YTD
- 9.34%
- 6M
- 4.74%
- 1Y
- 22.70%
- 3Y*
- 14.81%
- 5Y*
- 7.05%
- 10Y*
- 9.58%
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CMJAX vs. BIGTX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than BIGTX's 1.67% expense ratio.
Return for Risk
CMJAX vs. BIGTX — Risk / Return Rank
CMJAX
BIGTX
CMJAX vs. BIGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and The Texas Fund (BIGTX). 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.
| CMJAX | BIGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.33 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.91 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.06 | -0.95 |
Martin ratioReturn relative to average drawdown | 4.81 | 8.80 | -3.99 |
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
| CMJAX | BIGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.33 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.01 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.01 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.01 | +0.53 |
Correlation
The correlation between CMJAX and BIGTX is 0.84, 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
CMJAX vs. BIGTX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, less than BIGTX's 6.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 4.41% | 4.40% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% |
BIGTX The Texas Fund | 6.75% | 7.38% | 3.52% | 2.51% | 3.06% | 5.27% | 0.07% | 0.08% | 2.27% | 0.00% | 0.00% |
Drawdowns
CMJAX vs. BIGTX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum BIGTX drawdown of -97.22%. Use the drawdown chart below to compare losses from any high point for CMJAX and BIGTX.
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Drawdown Indicators
| CMJAX | BIGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -97.22% | +59.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.70% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -97.22% | +69.00% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -97.22% | +59.13% |
Current DrawdownCurrent decline from peak | -6.82% | -96.18% | +89.36% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -18.89% | +12.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.74% | +0.28% |
Volatility
CMJAX vs. BIGTX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 5.94% compared to The Texas Fund (BIGTX) at 5.26%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than BIGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | BIGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 5.26% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 10.77% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 17.93% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 1,245.70% | -1,227.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 880.79% | -861.26% |