CMJAX vs. LLSCX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Longleaf Partners Small-Cap Fund (LLSCX).
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. LLSCX is managed by Longleaf Partners. It was launched on Feb 21, 1989.
Performance
CMJAX vs. LLSCX - Performance Comparison
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CMJAX vs. LLSCX - 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% |
LLSCX Longleaf Partners Small-Cap Fund | -2.72% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 27.74% | -6.52% | 9.07% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly higher than LLSCX's -2.72% return. Over the past 10 years, CMJAX has outperformed LLSCX with an annualized return of 10.35%, while LLSCX has yielded a comparatively lower 6.79% annualized 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%
LLSCX
- 1D
- 1.00%
- 1M
- -2.25%
- YTD
- -2.72%
- 6M
- -1.89%
- 1Y
- 2.76%
- 3Y*
- 9.79%
- 5Y*
- 1.82%
- 10Y*
- 6.79%
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CMJAX vs. LLSCX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than LLSCX's 0.95% expense ratio.
Return for Risk
CMJAX vs. LLSCX — Risk / Return Rank
CMJAX
LLSCX
CMJAX vs. LLSCX - 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 Longleaf Partners Small-Cap Fund (LLSCX). 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 | LLSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.20 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.39 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.05 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.32 | +0.79 |
Martin ratioReturn relative to average drawdown | 4.81 | 0.91 | +3.91 |
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 | LLSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.20 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.11 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.28 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.51 | +0.02 |
Correlation
The correlation between CMJAX and LLSCX is 0.80, 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. LLSCX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, more than LLSCX's 1.21% 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% |
LLSCX Longleaf Partners Small-Cap Fund | 1.21% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
Drawdowns
CMJAX vs. LLSCX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum LLSCX drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for CMJAX and LLSCX.
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Drawdown Indicators
| CMJAX | LLSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -63.97% | +25.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -10.47% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -28.37% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -42.23% | +4.14% |
Current DrawdownCurrent decline from peak | -6.82% | -7.00% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -8.90% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.71% | -0.69% |
Volatility
CMJAX vs. LLSCX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 5.94% compared to Longleaf Partners Small-Cap Fund (LLSCX) at 4.04%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than LLSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | LLSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 4.04% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 9.29% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 15.42% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 17.01% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 24.58% | -5.05% |