CMJAX vs. GABVX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Gabelli Value 25 Fund (GABVX).
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. GABVX is managed by Gabelli. It was launched on Sep 29, 1989.
Performance
CMJAX vs. GABVX - Performance Comparison
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CMJAX vs. GABVX - 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% |
GABVX Gabelli Value 25 Fund | 0.17% | 28.77% | 4.10% | 8.75% | -15.87% | 14.86% | 5.86% | 17.84% | -8.19% | 12.77% |
Returns By Period
In the year-to-date period, CMJAX achieves a -2.79% return, which is significantly lower than GABVX's 0.17% return. Over the past 10 years, CMJAX has outperformed GABVX with an annualized return of 10.04%, while GABVX has yielded a comparatively lower 7.03% 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%
GABVX
- 1D
- 0.17%
- 1M
- -7.98%
- YTD
- 0.17%
- 6M
- 4.61%
- 1Y
- 22.92%
- 3Y*
- 11.27%
- 5Y*
- 5.08%
- 10Y*
- 7.03%
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CMJAX vs. GABVX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than GABVX's 1.43% expense ratio.
Return for Risk
CMJAX vs. GABVX — Risk / Return Rank
CMJAX
GABVX
CMJAX vs. GABVX - 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 Gabelli Value 25 Fund (GABVX). 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 | GABVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.49 | -0.89 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.11 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.80 | -1.07 |
Martin ratioReturn relative to average drawdown | 3.19 | 8.24 | -5.05 |
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 | GABVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.49 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.32 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.40 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.51 | +0.02 |
Correlation
The correlation between CMJAX and GABVX 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. GABVX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.53%, less than GABVX's 11.00% 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% |
GABVX Gabelli Value 25 Fund | 11.00% | 11.01% | 0.00% | 12.15% | 17.78% | 12.01% | 9.32% | 10.28% | 9.54% | 6.82% | 7.49% | 17.39% |
Drawdowns
CMJAX vs. GABVX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum GABVX drawdown of -63.09%. Use the drawdown chart below to compare losses from any high point for CMJAX and GABVX.
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Drawdown Indicators
| CMJAX | GABVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -63.09% | +25.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.93% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -26.99% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -39.69% | +1.60% |
Current DrawdownCurrent decline from peak | -9.39% | -7.98% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -8.53% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.67% | +0.32% |
Volatility
CMJAX vs. GABVX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 4.97% compared to Gabelli Value 25 Fund (GABVX) at 4.33%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than GABVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | GABVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 4.33% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 9.49% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 15.99% | +2.82% |
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% | 17.53% | +1.98% |