CMJAX vs. CYBIX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Calvert High Yield Bond Fund (CYBIX).
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. CYBIX is managed by Calvert Research and Management. It was launched on Jul 9, 2001.
Performance
CMJAX vs. CYBIX - Performance Comparison
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CMJAX vs. CYBIX - 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% |
CYBIX Calvert High Yield Bond Fund | -1.51% | 7.73% | 6.70% | 10.02% | -11.50% | 3.66% | 5.46% | 12.82% | -2.53% | 6.09% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly higher than CYBIX's -1.51% return. Over the past 10 years, CMJAX has outperformed CYBIX with an annualized return of 10.35%, while CYBIX has yielded a comparatively lower 4.37% 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%
CYBIX
- 1D
- 0.58%
- 1M
- -1.58%
- YTD
- -1.51%
- 6M
- -0.00%
- 1Y
- 5.09%
- 3Y*
- 6.39%
- 5Y*
- 2.60%
- 10Y*
- 4.37%
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CMJAX vs. CYBIX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than CYBIX's 0.76% expense ratio.
Return for Risk
CMJAX vs. CYBIX — Risk / Return Rank
CMJAX
CYBIX
CMJAX vs. CYBIX - 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 High Yield Bond Fund (CYBIX). 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 | CYBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.61 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.35 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.35 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.17 | -1.05 |
Martin ratioReturn relative to average drawdown | 4.81 | 9.45 | -4.63 |
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 | CYBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.61 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.58 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.95 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.06 | -0.52 |
Correlation
The correlation between CMJAX and CYBIX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CMJAX vs. CYBIX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, less than CYBIX's 5.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 4.41% | 4.40% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% | 0.00% |
CYBIX Calvert High Yield Bond Fund | 5.10% | 5.44% | 5.25% | 4.47% | 4.12% | 4.22% | 4.49% | 4.98% | 5.20% | 4.92% | 5.51% | 5.78% |
Drawdowns
CMJAX vs. CYBIX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, which is greater than CYBIX's maximum drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for CMJAX and CYBIX.
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Drawdown Indicators
| CMJAX | CYBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -32.13% | -5.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -2.63% | -10.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -14.95% | -13.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -17.55% | -20.54% |
Current DrawdownCurrent decline from peak | -6.82% | -1.83% | -4.99% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -3.37% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 0.60% | +2.42% |
Volatility
CMJAX vs. CYBIX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 5.94% compared to Calvert High Yield Bond Fund (CYBIX) at 1.46%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than CYBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | CYBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 1.46% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 2.15% | +8.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 3.32% | +15.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 4.51% | +14.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 4.59% | +14.94% |