Correlation
The correlation between CMJAX and FITLX 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.
CMJAX vs. FITLX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Fidelity US Sustainability Index Fund (FITLX).
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. FITLX is managed by Fidelity. It was launched on May 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMJAX or FITLX.
Performance
CMJAX vs. FITLX - Performance Comparison
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Key characteristics
CMJAX:
0.42
FITLX:
0.57
CMJAX:
0.56
FITLX:
0.91
CMJAX:
1.07
FITLX:
1.12
CMJAX:
0.27
FITLX:
0.56
CMJAX:
0.88
FITLX:
1.96
CMJAX:
6.52%
FITLX:
5.73%
CMJAX:
19.39%
FITLX:
20.66%
CMJAX:
-38.09%
FITLX:
-34.35%
CMJAX:
-7.61%
FITLX:
-3.28%
Returns By Period
In the year-to-date period, CMJAX achieves a -0.56% return, which is significantly lower than FITLX's 1.27% return.
CMJAX
-0.56%
5.76%
-7.22%
8.10%
6.93%
10.92%
N/A
FITLX
1.27%
8.51%
-1.13%
11.66%
14.38%
15.78%
N/A
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CMJAX vs. FITLX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is higher than FITLX's 0.11% expense ratio.
Risk-Adjusted Performance
CMJAX vs. FITLX — Risk-Adjusted Performance Rank
CMJAX
FITLX
CMJAX vs. FITLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Fidelity US Sustainability Index Fund (FITLX). 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.
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Dividends
CMJAX vs. FITLX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 0.90%, less than FITLX's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 0.90% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.82% | 1.86% | 0.29% |
FITLX Fidelity US Sustainability Index Fund | 1.28% | 1.29% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% | 0.00% | 0.00% |
Drawdowns
CMJAX vs. FITLX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, which is greater than FITLX's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for CMJAX and FITLX.
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Volatility
CMJAX vs. FITLX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 5.35% compared to Fidelity US Sustainability Index Fund (FITLX) at 4.91%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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