CMJAX vs. RSINX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Victory RS Investors Fund (RSINX).
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. RSINX is managed by Victory. It was launched on Nov 15, 2005.
Performance
CMJAX vs. RSINX - Performance Comparison
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CMJAX vs. RSINX - 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% |
RSINX Victory RS Investors Fund | -0.24% | 6.39% | 20.81% | 13.18% | -2.02% | 25.73% | -1.68% | 28.02% | -9.55% | 16.36% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly higher than RSINX's -0.24% return. Both investments have delivered pretty close results over the past 10 years, with CMJAX having a 10.35% annualized return and RSINX not far behind at 9.99%.
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%
RSINX
- 1D
- 1.67%
- 1M
- -6.00%
- YTD
- -0.24%
- 6M
- 3.14%
- 1Y
- 5.87%
- 3Y*
- 12.48%
- 5Y*
- 9.55%
- 10Y*
- 9.99%
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CMJAX vs. RSINX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than RSINX's 1.33% expense ratio.
Return for Risk
CMJAX vs. RSINX — Risk / Return Rank
CMJAX
RSINX
CMJAX vs. RSINX - 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 RS Investors Fund (RSINX). 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 | RSINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.39 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.65 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.09 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.57 | +0.54 |
Martin ratioReturn relative to average drawdown | 4.81 | 2.18 | +2.63 |
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 | RSINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.39 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.50 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.52 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.38 | +0.15 |
Correlation
The correlation between CMJAX and RSINX is 0.85, 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. RSINX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, less than RSINX's 4.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RSINX Victory RS Investors Fund | 4.47% | 4.46% | 10.21% | 0.77% | 4.03% | 15.89% | 0.30% | 4.32% | 17.89% | 14.37% | 0.00% |
Drawdowns
CMJAX vs. RSINX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum RSINX drawdown of -66.11%. Use the drawdown chart below to compare losses from any high point for CMJAX and RSINX.
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Drawdown Indicators
| CMJAX | RSINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -66.11% | +28.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.70% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -23.08% | -5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -40.86% | +2.77% |
Current DrawdownCurrent decline from peak | -6.82% | -7.11% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -10.64% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.06% | -0.04% |
Volatility
CMJAX vs. RSINX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 5.94% compared to Victory RS Investors Fund (RSINX) at 3.69%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than RSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | RSINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 3.69% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 9.23% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 15.83% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 19.18% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 19.10% | +0.43% |