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CMJAX vs. CFJIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMJAX vs. CFJIX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with CMJAX having a 15.34% return and CFJIX slightly lower at 15.07%. Both investments have delivered pretty close results over the past 10 years, with CMJAX having a 11.61% annualized return and CFJIX not far ahead at 11.84%.


CMJAX

1D
1.33%
1M
6.20%
YTD
15.34%
6M
15.48%
1Y
25.40%
3Y*
16.11%
5Y*
7.13%
10Y*
11.61%

CFJIX

1D
0.89%
1M
5.68%
YTD
15.07%
6M
16.33%
1Y
30.02%
3Y*
19.73%
5Y*
9.31%
10Y*
11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMJAX vs. CFJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMJAX
Calvert US Mid-Cap Core Responsible Index Fund Class A
15.34%9.14%12.24%15.00%-19.32%20.96%23.72%30.67%-9.50%18.70%
CFJIX
Calvert US Large-Cap Value Responsible Index Fund
15.07%16.76%14.63%9.86%-11.70%24.40%9.06%29.36%-10.08%15.17%

Correlation

The correlation between CMJAX and CFJIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.92

The correlation between CMJAX and CFJIX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

CMJAX vs. CFJIX — Risk / Return Rank

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

CMJAX
CMJAX Risk / Return Rank: 4747
Overall Rank
CMJAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CMJAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
CMJAX Omega Ratio Rank: 3838
Omega Ratio Rank
CMJAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
CMJAX Martin Ratio Rank: 5757
Martin Ratio Rank

CFJIX
CFJIX Risk / Return Rank: 6969
Overall Rank
CFJIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CFJIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CFJIX Omega Ratio Rank: 5959
Omega Ratio Rank
CFJIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CFJIX Martin Ratio Rank: 6969
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.

CMJAX vs. CFJIX - 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 Calvert US Large-Cap Value Responsible Index Fund (CFJIX). 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.


CMJAXCFJIXDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.33

1.43

-0.09

Calmar ratioReturn relative to maximum drawdown

2.84

3.44

-0.59

Martin ratioReturn relative to average drawdown

11.45

13.35

-1.90

CMJAX vs. CFJIX - Sharpe Ratio Comparison

The current CMJAX Sharpe Ratio is 1.90, which is comparable to the CFJIX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of CMJAX and CFJIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CMJAXCFJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

2.44

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.59

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.66

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.67

-0.06

Drawdowns

CMJAX vs. CFJIX - Drawdown Comparison

The maximum CMJAX drawdown since its inception was -38.09%, roughly equal to the maximum CFJIX drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for CMJAX and CFJIX.


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Drawdown Indicators


CMJAXCFJIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.09%

-36.91%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-9.00%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.53%

-16.60%

-4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

-22.62%

-5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-36.91%

-1.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.35%

-5.10%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.31%

+0.02%

Volatility

CMJAX vs. CFJIX - Volatility Comparison

Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Calvert US Large-Cap Value Responsible Index Fund (CFJIX) have volatilities of 4.04% and 3.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMJAXCFJIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.91%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

9.60%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.07%

12.70%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.61%

15.97%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

17.99%

+1.59%

CMJAX vs. CFJIX - Expense Ratio Comparison

CMJAX has a 0.49% expense ratio, which is higher than CFJIX's 0.24% expense ratio.


Dividends

CMJAX vs. CFJIX - Dividend Comparison

CMJAX's dividend yield for the trailing twelve months is around 3.82%, less than CFJIX's 7.96% yield.


PositionTTM2025202420232022202120202019201820172016
CFJIX
Calvert US Large-Cap Value Responsible Index Fund
7.96%9.16%6.31%2.07%2.02%4.17%1.88%2.17%4.87%6.79%2.28%
CMJAX
Calvert US Mid-Cap Core Responsible Index Fund Class A
3.82%4.40%0.89%0.84%0.80%2.64%2.43%1.57%2.97%2.81%1.86%

Frequently Asked Questions


With a correlation of 0.93, CMJAX and CFJIX 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.

CMJAX has higher volatility (4.04%) compared to CFJIX (3.91%). In terms of maximum drawdown, CMJAX dropped -38.09% vs CFJIX's -36.91%.

CFJIX currently has the higher Sharpe Ratio (2.44 vs 1.90), 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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