CMJAX vs. UMBMX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Carillon Scout Mid Cap Fund (UMBMX).
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. UMBMX is managed by Carillon Family of Funds. It was launched on Oct 31, 2006.
Performance
CMJAX vs. UMBMX - Performance Comparison
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CMJAX vs. UMBMX - 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 | 0.95% | 9.14% | 12.24% | 15.00% | -19.32% | 20.96% | 23.72% | 30.67% | -9.50% | 18.70% |
UMBMX Carillon Scout Mid Cap Fund | 5.10% | 15.46% | 22.93% | 12.73% | -17.31% | 15.69% | 27.28% | 20.76% | -9.83% | 24.04% |
Returns By Period
In the year-to-date period, CMJAX achieves a 0.95% return, which is significantly lower than UMBMX's 5.10% return. Over the past 10 years, CMJAX has underperformed UMBMX with an annualized return of 10.46%, while UMBMX has yielded a comparatively higher 12.47% annualized return.
CMJAX
- 1D
- 0.98%
- 1M
- -3.78%
- YTD
- 0.95%
- 6M
- 1.89%
- 1Y
- 13.43%
- 3Y*
- 10.86%
- 5Y*
- 4.94%
- 10Y*
- 10.46%
UMBMX
- 1D
- 0.79%
- 1M
- -3.37%
- YTD
- 5.10%
- 6M
- 6.87%
- 1Y
- 22.83%
- 3Y*
- 18.19%
- 5Y*
- 7.93%
- 10Y*
- 12.47%
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CMJAX vs. UMBMX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is lower than UMBMX's 0.95% expense ratio.
Return for Risk
CMJAX vs. UMBMX — Risk / Return Rank
CMJAX
UMBMX
CMJAX vs. UMBMX - 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 Carillon Scout Mid Cap Fund (UMBMX). 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 | UMBMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.31 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.86 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.97 | -0.81 |
Martin ratioReturn relative to average drawdown | 4.99 | 8.52 | -3.53 |
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 | UMBMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.31 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.45 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.66 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.57 | -0.02 |
Correlation
The correlation between CMJAX and UMBMX is 0.96, 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. UMBMX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.36%, less than UMBMX's 9.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 4.36% | 4.40% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% | 0.00% |
UMBMX Carillon Scout Mid Cap Fund | 9.79% | 10.29% | 15.75% | 0.17% | 4.21% | 11.54% | 2.40% | 0.74% | 8.09% | 8.38% | 2.39% | 8.74% |
Drawdowns
CMJAX vs. UMBMX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum UMBMX drawdown of -49.91%. Use the drawdown chart below to compare losses from any high point for CMJAX and UMBMX.
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Drawdown Indicators
| CMJAX | UMBMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -49.91% | +11.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -9.19% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -26.30% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -36.91% | -1.18% |
Current DrawdownCurrent decline from peak | -5.91% | -5.69% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -7.15% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.92% | +0.12% |
Volatility
CMJAX vs. UMBMX - Volatility Comparison
The current volatility for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) is 5.90%, while Carillon Scout Mid Cap Fund (UMBMX) has a volatility of 6.29%. This indicates that CMJAX experiences smaller price fluctuations and is considered to be less risky than UMBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | UMBMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 6.29% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 11.15% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 18.58% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.58% | 17.70% | +0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 19.06% | +0.47% |