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CMJAX vs. CFJIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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CMJAX vs. CFJIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

In the year-to-date period, CMJAX achieves a -2.79% return, which is significantly lower than CFJIX's -1.87% return. Both investments have delivered pretty close results over the past 10 years, with CMJAX having a 10.04% annualized return and CFJIX not far ahead at 10.34%.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMJAX vs. CFJIX - Expense Ratio Comparison

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


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: 2525
Overall Rank
CMJAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CMJAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
CMJAX Omega Ratio Rank: 2424
Omega Ratio Rank
CMJAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
CMJAX Martin Ratio Rank: 2929
Martin Ratio Rank

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
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 ratio

Return per unit of total volatility

0.61

0.88

-0.27

Sortino ratio

Return per unit of downside risk

0.99

1.31

-0.33

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.73

1.09

-0.36

Martin ratio

Return relative to average drawdown

3.19

4.50

-1.31

CMJAX vs. CFJIX - Sharpe Ratio Comparison

The current CMJAX Sharpe Ratio is 0.61, which is lower than the CFJIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CMJAX and CFJIX, 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


CMJAXCFJIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.88

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.46

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.58

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.58

-0.06

Correlation

The correlation between CMJAX and CFJIX 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

CMJAX vs. CFJIX - Dividend Comparison

CMJAX's dividend yield for the trailing twelve months is around 4.53%, less than CFJIX's 9.33% yield.


TTM2025202420232022202120202019201820172016
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%
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%

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

-13.05%

-11.88%

-1.17%

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

-9.39%

-9.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-6.43%

-5.17%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.88%

+0.11%

Volatility

CMJAX vs. CFJIX - Volatility Comparison

Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 4.97% compared to Calvert US Large-Cap Value Responsible Index Fund (CFJIX) at 4.18%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than CFJIX based on this measure. 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

4.97%

4.18%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

9.15%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.81%

16.63%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

15.88%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

17.94%

+1.57%