CMJAX vs. GTSGX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Madison Mid Cap Fund (GTSGX).
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. GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983.
Performance
CMJAX vs. GTSGX - Performance Comparison
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CMJAX vs. GTSGX - 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% |
GTSGX Madison Mid Cap Fund | -4.35% | 1.62% | 10.24% | 26.51% | -13.60% | 26.31% | 9.45% | 33.53% | -1.60% | 15.65% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly higher than GTSGX's -4.35% return. Both investments have delivered pretty close results over the past 10 years, with CMJAX having a 10.35% annualized return and GTSGX not far behind at 10.15%.
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%
GTSGX
- 1D
- 2.26%
- 1M
- -6.95%
- YTD
- -4.35%
- 6M
- -5.69%
- 1Y
- 1.28%
- 3Y*
- 8.80%
- 5Y*
- 6.79%
- 10Y*
- 10.15%
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CMJAX vs. GTSGX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than GTSGX's 0.95% expense ratio.
Return for Risk
CMJAX vs. GTSGX — Risk / Return Rank
CMJAX
GTSGX
CMJAX vs. GTSGX - 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 Madison Mid Cap Fund (GTSGX). 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 | GTSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.07 | +0.67 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.25 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.03 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.16 | +0.95 |
Martin ratioReturn relative to average drawdown | 4.81 | 0.47 | +4.34 |
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 | GTSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.07 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.39 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.14 | +0.39 |
Correlation
The correlation between CMJAX and GTSGX is 0.92, 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. GTSGX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, more than GTSGX's 3.52% 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% |
GTSGX Madison Mid Cap Fund | 3.52% | 3.37% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% |
Drawdowns
CMJAX vs. GTSGX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for CMJAX and GTSGX.
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Drawdown Indicators
| CMJAX | GTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -73.82% | +35.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.99% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -21.94% | -6.28% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -38.25% | +0.16% |
Current DrawdownCurrent decline from peak | -6.82% | -10.00% | +3.18% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -29.79% | +23.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 4.07% | -1.05% |
Volatility
CMJAX vs. GTSGX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 5.94% compared to Madison Mid Cap Fund (GTSGX) at 4.73%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than GTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | GTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 4.73% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 10.17% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 19.05% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 17.36% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 18.01% | +1.52% |