CMJAX vs. CSIEX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Calvert Equity Fund (CSIEX).
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. CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987.
Performance
CMJAX vs. CSIEX - Performance Comparison
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CMJAX vs. CSIEX - 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 | -2.79% | 9.14% | 12.24% | 15.00% | -19.32% | 20.96% | 23.72% | 30.67% | -9.50% | 18.70% |
CSIEX Calvert Equity Fund | -9.53% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
Returns By Period
In the year-to-date period, CMJAX achieves a -2.79% return, which is significantly higher than CSIEX's -9.53% return. Over the past 10 years, CMJAX has underperformed CSIEX with an annualized return of 10.04%, while CSIEX has yielded a comparatively higher 11.57% annualized return.
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%
CSIEX
- 1D
- 1.65%
- 1M
- -5.52%
- YTD
- -9.53%
- 6M
- -9.23%
- 1Y
- -2.44%
- 3Y*
- 6.03%
- 5Y*
- 4.91%
- 10Y*
- 11.57%
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CMJAX vs. CSIEX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than CSIEX's 0.91% expense ratio.
Return for Risk
CMJAX vs. CSIEX — Risk / Return Rank
CMJAX
CSIEX
CMJAX vs. CSIEX - 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 Equity Fund (CSIEX). 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 | CSIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | -0.16 | +0.77 |
Sortino ratioReturn per unit of downside risk | 0.99 | -0.11 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.99 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.13 | +0.86 |
Martin ratioReturn relative to average drawdown | 3.19 | -0.42 | +3.60 |
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 | CSIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | -0.16 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.30 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.68 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.05 |
Correlation
The correlation between CMJAX and CSIEX is 0.85, 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. CSIEX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.53%, less than CSIEX's 25.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSIEX Calvert Equity Fund | 25.39% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
Drawdowns
CMJAX vs. CSIEX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum CSIEX drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for CMJAX and CSIEX.
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Drawdown Indicators
| CMJAX | CSIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -50.81% | +12.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -14.12% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -25.71% | -2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -30.50% | -7.59% |
Current DrawdownCurrent decline from peak | -9.39% | -11.71% | +2.32% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -6.21% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 4.32% | -1.33% |
Volatility
CMJAX vs. CSIEX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 4.97% compared to Calvert Equity Fund (CSIEX) at 4.59%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than CSIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | CSIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 4.59% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 9.29% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 16.16% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 16.21% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 17.12% | +2.39% |