CMJAX vs. KMVAX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Kirr Marbach Partners Value Fund (KMVAX).
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. KMVAX is managed by Kirr Marbach Partners. It was launched on Dec 31, 1998.
Performance
CMJAX vs. KMVAX - Performance Comparison
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CMJAX vs. KMVAX - 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% |
KMVAX Kirr Marbach Partners Value Fund | 1.97% | 14.44% | 27.82% | 20.42% | -16.01% | 28.83% | 2.96% | 27.03% | -19.72% | 16.12% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly lower than KMVAX's 1.97% return. Both investments have delivered pretty close results over the past 10 years, with CMJAX having a 10.35% annualized return and KMVAX not far behind at 10.26%.
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%
KMVAX
- 1D
- 3.26%
- 1M
- -6.04%
- YTD
- 1.97%
- 6M
- -2.72%
- 1Y
- 23.05%
- 3Y*
- 18.99%
- 5Y*
- 11.56%
- 10Y*
- 10.26%
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CMJAX vs. KMVAX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than KMVAX's 1.45% expense ratio.
Return for Risk
CMJAX vs. KMVAX — Risk / Return Rank
CMJAX
KMVAX
CMJAX vs. KMVAX - 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 Kirr Marbach Partners Value Fund (KMVAX). 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 | KMVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.20 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.79 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.17 | -1.06 |
Martin ratioReturn relative to average drawdown | 4.81 | 6.23 | -1.42 |
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 | KMVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.20 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.63 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.51 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.40 | +0.14 |
Correlation
The correlation between CMJAX and KMVAX 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. KMVAX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, less than KMVAX's 5.19% 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% |
KMVAX Kirr Marbach Partners Value Fund | 5.19% | 5.30% | 7.58% | 3.35% | 3.57% | 3.72% | 1.35% | 2.11% | 9.38% | 6.87% | 5.64% | 0.34% |
Drawdowns
CMJAX vs. KMVAX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum KMVAX drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for CMJAX and KMVAX.
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Drawdown Indicators
| CMJAX | KMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -65.81% | +27.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.33% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -24.84% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -45.41% | +7.32% |
Current DrawdownCurrent decline from peak | -6.82% | -6.82% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -10.04% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.95% | -0.93% |
Volatility
CMJAX vs. KMVAX - Volatility Comparison
The current volatility for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) is 5.94%, while Kirr Marbach Partners Value Fund (KMVAX) has a volatility of 6.55%. This indicates that CMJAX experiences smaller price fluctuations and is considered to be less risky than KMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | KMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 6.55% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 12.31% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 20.21% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 18.30% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 20.10% | -0.57% |