CMJAX vs. PFSLX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Paradigm Select Fund (PFSLX).
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. PFSLX is managed by Paradigm Funds. It was launched on Jan 3, 2005.
Performance
CMJAX vs. PFSLX - Performance Comparison
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CMJAX vs. PFSLX - 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% |
PFSLX Paradigm Select Fund | 11.83% | 13.27% | 16.73% | 26.94% | -26.44% | 31.16% | 26.05% | 38.32% | -9.93% | 16.13% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly lower than PFSLX's 11.83% return. Over the past 10 years, CMJAX has underperformed PFSLX with an annualized return of 10.35%, while PFSLX has yielded a comparatively higher 14.28% 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%
PFSLX
- 1D
- 4.93%
- 1M
- -5.75%
- YTD
- 11.83%
- 6M
- 22.96%
- 1Y
- 45.46%
- 3Y*
- 19.79%
- 5Y*
- 9.58%
- 10Y*
- 14.28%
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CMJAX vs. PFSLX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than PFSLX's 1.16% expense ratio.
Return for Risk
CMJAX vs. PFSLX — Risk / Return Rank
CMJAX
PFSLX
CMJAX vs. PFSLX - 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 Paradigm Select Fund (PFSLX). 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 | PFSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.65 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.30 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 3.36 | -2.24 |
Martin ratioReturn relative to average drawdown | 4.81 | 12.98 | -8.16 |
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 | PFSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.65 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.02 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.04 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.05 | +0.49 |
Correlation
The correlation between CMJAX and PFSLX is 0.90, 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. PFSLX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, more than PFSLX's 0.13% 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% |
PFSLX Paradigm Select Fund | 0.13% | 0.14% | 0.02% | 0.31% | 0.01% | 0.17% | 0.11% | 0.58% | 2.93% | 3.89% | 0.74% | 9.40% |
Drawdowns
CMJAX vs. PFSLX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum PFSLX drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for CMJAX and PFSLX.
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Drawdown Indicators
| CMJAX | PFSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -93.50% | +55.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -13.70% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -93.50% | +65.28% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -93.50% | +55.41% |
Current DrawdownCurrent decline from peak | -6.82% | -89.23% | +82.41% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -13.35% | +6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.55% | -0.53% |
Volatility
CMJAX vs. PFSLX - Volatility Comparison
The current volatility for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) is 5.94%, while Paradigm Select Fund (PFSLX) has a volatility of 11.60%. This indicates that CMJAX experiences smaller price fluctuations and is considered to be less risky than PFSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | PFSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 11.60% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 18.65% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 28.15% | -9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 475.26% | -456.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 336.39% | -316.86% |