CMJAX vs. MISIX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Victory Trivalent International Small-Cap Fund Class I (MISIX).
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. MISIX is managed by Victory.
Performance
CMJAX vs. MISIX - Performance Comparison
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CMJAX vs. MISIX - 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% |
MISIX Victory Trivalent International Small-Cap Fund Class I | -0.70% | 42.00% | 4.70% | 15.49% | -23.13% | 12.41% | 15.42% | 27.88% | -20.20% | 37.14% |
Returns By Period
In the year-to-date period, CMJAX achieves a -2.79% return, which is significantly lower than MISIX's -0.70% return. Over the past 10 years, CMJAX has outperformed MISIX with an annualized return of 10.04%, while MISIX has yielded a comparatively lower 9.25% 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%
MISIX
- 1D
- -0.60%
- 1M
- -13.84%
- YTD
- -0.70%
- 6M
- 4.64%
- 1Y
- 33.88%
- 3Y*
- 16.76%
- 5Y*
- 7.07%
- 10Y*
- 9.25%
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CMJAX vs. MISIX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than MISIX's 0.97% expense ratio.
Return for Risk
CMJAX vs. MISIX — Risk / Return Rank
CMJAX
MISIX
CMJAX vs. MISIX - 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 Victory Trivalent International Small-Cap Fund Class I (MISIX). 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 | MISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.97 | -1.36 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.54 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.24 | -1.51 |
Martin ratioReturn relative to average drawdown | 3.19 | 9.80 | -6.62 |
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 | MISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.97 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.40 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.52 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.31 | +0.21 |
Correlation
The correlation between CMJAX and MISIX is 0.75, 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. MISIX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.53%, less than MISIX's 6.09% 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% |
MISIX Victory Trivalent International Small-Cap Fund Class I | 6.09% | 6.05% | 2.27% | 1.90% | 1.12% | 8.61% | 0.41% | 1.99% | 3.59% | 1.85% | 1.56% | 1.21% |
Drawdowns
CMJAX vs. MISIX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum MISIX drawdown of -67.61%. Use the drawdown chart below to compare losses from any high point for CMJAX and MISIX.
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Drawdown Indicators
| CMJAX | MISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -67.61% | +29.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -13.84% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -37.69% | +9.47% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -41.82% | +3.73% |
Current DrawdownCurrent decline from peak | -9.39% | -13.84% | +4.45% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -16.99% | +10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.16% | -0.17% |
Volatility
CMJAX vs. MISIX - Volatility Comparison
The current volatility for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) is 4.97%, while Victory Trivalent International Small-Cap Fund Class I (MISIX) has a volatility of 6.80%. This indicates that CMJAX experiences smaller price fluctuations and is considered to be less risky than MISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | MISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 6.80% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 11.32% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 16.62% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 17.68% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 17.78% | +1.73% |