CMJAX vs. VEMPX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX).
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. VEMPX is managed by Vanguard. It was launched on Jan 14, 2011.
Performance
CMJAX vs. VEMPX - Performance Comparison
Loading graphics...
CMJAX vs. VEMPX - 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | -4.53% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% | -9.35% | 18.13% |
Returns By Period
In the year-to-date period, CMJAX achieves a -2.79% return, which is significantly higher than VEMPX's -4.53% return. Over the past 10 years, CMJAX has underperformed VEMPX with an annualized return of 10.04%, while VEMPX has yielded a comparatively higher 10.57% 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%
VEMPX
- 1D
- -1.03%
- 1M
- -7.75%
- YTD
- -4.53%
- 6M
- -4.38%
- 1Y
- 16.81%
- 3Y*
- 13.80%
- 5Y*
- 3.67%
- 10Y*
- 10.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CMJAX vs. VEMPX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is higher than VEMPX's 0.04% expense ratio.
Return for Risk
CMJAX vs. VEMPX — Risk / Return Rank
CMJAX
VEMPX
CMJAX vs. VEMPX - 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 Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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 | VEMPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.72 | -0.11 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.16 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.95 | -0.22 |
Martin ratioReturn relative to average drawdown | 3.19 | 3.92 | -0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CMJAX | VEMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.72 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.17 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.48 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.49 | +0.03 |
Correlation
The correlation between CMJAX and VEMPX 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. VEMPX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.53%, more than VEMPX's 1.23% 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.23% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
Drawdowns
CMJAX vs. VEMPX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum VEMPX drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for CMJAX and VEMPX.
Loading graphics...
Drawdown Indicators
| CMJAX | VEMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -41.62% | +3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -14.63% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -36.32% | +8.10% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -41.62% | +3.53% |
Current DrawdownCurrent decline from peak | -9.39% | -10.25% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -8.04% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.54% | -0.55% |
Volatility
CMJAX vs. VEMPX - Volatility Comparison
The current volatility for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) is 4.97%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 6.02%. This indicates that CMJAX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CMJAX | VEMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 6.02% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 13.07% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 22.79% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 22.33% | -3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 22.30% | -2.79% |