CMJAX vs. ETIDX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Eventide Dividend Opportunities Fund (ETIDX).
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. ETIDX is managed by Eventide Funds. It was launched on Sep 29, 2017.
Performance
CMJAX vs. ETIDX - Performance Comparison
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CMJAX vs. ETIDX - 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% | 4.55% |
ETIDX Eventide Dividend Opportunities Fund | 5.44% | 5.67% | 16.56% | 19.67% | -21.77% | 31.98% | 25.38% | 27.07% | -10.37% | 3.36% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly lower than ETIDX's 5.44% 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%
ETIDX
- 1D
- 2.45%
- 1M
- -5.16%
- YTD
- 5.44%
- 6M
- 2.78%
- 1Y
- 13.06%
- 3Y*
- 14.87%
- 5Y*
- 8.16%
- 10Y*
- —
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CMJAX vs. ETIDX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than ETIDX's 0.95% expense ratio.
Return for Risk
CMJAX vs. ETIDX — Risk / Return Rank
CMJAX
ETIDX
CMJAX vs. ETIDX - 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 Eventide Dividend Opportunities Fund (ETIDX). 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 | ETIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.76 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.14 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.20 | -0.08 |
Martin ratioReturn relative to average drawdown | 4.81 | 4.92 | -0.11 |
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 | ETIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.76 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.47 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.59 | -0.05 |
Correlation
The correlation between CMJAX and ETIDX is 0.91, 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. ETIDX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, more than ETIDX's 3.39% 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% |
ETIDX Eventide Dividend Opportunities Fund | 3.39% | 3.58% | 0.64% | 0.67% | 1.98% | 2.78% | 1.05% | 1.99% | 2.16% | 1.41% | 0.00% |
Drawdowns
CMJAX vs. ETIDX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, which is greater than ETIDX's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for CMJAX and ETIDX.
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Drawdown Indicators
| CMJAX | ETIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -34.12% | -3.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -12.06% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -29.11% | +0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | — | — |
Current DrawdownCurrent decline from peak | -6.82% | -5.34% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -7.22% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.93% | +0.09% |
Volatility
CMJAX vs. ETIDX - Volatility Comparison
The current volatility for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) is 5.94%, while Eventide Dividend Opportunities Fund (ETIDX) has a volatility of 6.71%. This indicates that CMJAX experiences smaller price fluctuations and is considered to be less risky than ETIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | ETIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 6.71% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 11.15% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 18.08% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 17.61% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 18.31% | +1.22% |