CMJAX vs. TLVAX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Timothy Plan Large/Mid Cap Value Fund (TLVAX).
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. TLVAX is managed by Timothy Plan. It was launched on Jul 14, 1999.
Performance
CMJAX vs. TLVAX - Performance Comparison
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CMJAX vs. TLVAX - 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% |
TLVAX Timothy Plan Large/Mid Cap Value Fund | 3.41% | 4.80% | 11.64% | 13.21% | -11.70% | 26.86% | 13.07% | 26.39% | -8.93% | 17.50% |
Returns By Period
In the year-to-date period, CMJAX achieves a -0.02% return, which is significantly lower than TLVAX's 3.41% return. Over the past 10 years, CMJAX has outperformed TLVAX with an annualized return of 10.35%, while TLVAX has yielded a comparatively lower 9.55% 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%
TLVAX
- 1D
- 1.63%
- 1M
- -5.95%
- YTD
- 3.41%
- 6M
- 1.62%
- 1Y
- 8.80%
- 3Y*
- 9.67%
- 5Y*
- 7.42%
- 10Y*
- 9.55%
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CMJAX vs. TLVAX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than TLVAX's 1.58% expense ratio.
Return for Risk
CMJAX vs. TLVAX — Risk / Return Rank
CMJAX
TLVAX
CMJAX vs. TLVAX - 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 Timothy Plan Large/Mid Cap Value Fund (TLVAX). 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 | TLVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.57 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.18 | 0.94 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.89 | +0.22 |
Martin ratioReturn relative to average drawdown | 4.81 | 3.41 | +1.40 |
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 | TLVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.57 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.48 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.43 | +0.11 |
Correlation
The correlation between CMJAX and TLVAX is 0.94, 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. TLVAX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.41%, less than TLVAX's 8.86% 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% |
TLVAX Timothy Plan Large/Mid Cap Value Fund | 8.86% | 9.16% | 10.05% | 0.86% | 5.52% | 4.35% | 3.39% | 11.83% | 10.96% | 6.78% | 1.25% | 12.89% |
Drawdowns
CMJAX vs. TLVAX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum TLVAX drawdown of -55.23%. Use the drawdown chart below to compare losses from any high point for CMJAX and TLVAX.
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Drawdown Indicators
| CMJAX | TLVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -55.23% | +17.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.09% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -20.69% | -7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -37.34% | -0.75% |
Current DrawdownCurrent decline from peak | -6.82% | -5.95% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -8.30% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.89% | +0.13% |
Volatility
CMJAX vs. TLVAX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a higher volatility of 5.94% compared to Timothy Plan Large/Mid Cap Value Fund (TLVAX) at 4.18%. This indicates that CMJAX's price experiences larger fluctuations and is considered to be riskier than TLVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | TLVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 4.18% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 8.71% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 15.91% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 15.43% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 17.01% | +2.52% |