CMJIX vs. CGJIX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX).
CMJIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015. CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015.
Performance
CMJIX vs. CGJIX - Performance Comparison
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CMJIX vs. CGJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMJIX Calvert US Mid-Cap Core Responsible Index Fund | -2.73% | 9.41% | 12.53% | 15.25% | -19.10% | 21.27% | 24.04% | 31.03% | -9.21% | 19.13% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | -9.44% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | 27.39% |
Returns By Period
In the year-to-date period, CMJIX achieves a -2.73% return, which is significantly higher than CGJIX's -9.44% return. Over the past 10 years, CMJIX has underperformed CGJIX with an annualized return of 10.35%, while CGJIX has yielded a comparatively higher 15.35% annualized return.
CMJIX
- 1D
- -0.73%
- 1M
- -8.91%
- YTD
- -2.73%
- 6M
- -1.31%
- 1Y
- 11.21%
- 3Y*
- 9.74%
- 5Y*
- 4.69%
- 10Y*
- 10.35%
CGJIX
- 1D
- -0.50%
- 1M
- -8.33%
- YTD
- -9.44%
- 6M
- -7.33%
- 1Y
- 13.17%
- 3Y*
- 17.08%
- 5Y*
- 10.41%
- 10Y*
- 15.35%
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CMJIX vs. CGJIX - Expense Ratio Comparison
Both CMJIX and CGJIX have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
CMJIX vs. CGJIX — Risk / Return Rank
CMJIX
CGJIX
CMJIX vs. CGJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) and Calvert US Large-Cap Growth Responsible Index Fund (CGJIX). 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.
| CMJIX | CGJIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.67 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.11 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.86 | -0.11 |
Martin ratioReturn relative to average drawdown | 3.29 | 3.67 | -0.38 |
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
| CMJIX | CGJIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.67 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.53 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.77 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.77 | -0.23 |
Correlation
The correlation between CMJIX and CGJIX 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
CMJIX vs. CGJIX - Dividend Comparison
CMJIX's dividend yield for the trailing twelve months is around 4.72%, more than CGJIX's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CMJIX Calvert US Mid-Cap Core Responsible Index Fund | 4.72% | 4.59% | 1.14% | 1.06% | 0.99% | 2.78% | 2.60% | 1.85% | 3.19% | 2.85% | 1.99% |
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 3.36% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% |
Drawdowns
CMJIX vs. CGJIX - Drawdown Comparison
The maximum CMJIX drawdown since its inception was -38.09%, which is greater than CGJIX's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for CMJIX and CGJIX.
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Drawdown Indicators
| CMJIX | CGJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -31.18% | -6.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -12.62% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.13% | -31.18% | +3.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -31.18% | -6.91% |
Current DrawdownCurrent decline from peak | -9.37% | -11.15% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -5.53% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.97% | +0.01% |
Volatility
CMJIX vs. CGJIX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) has a higher volatility of 4.98% compared to Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) at 4.74%. This indicates that CMJIX's price experiences larger fluctuations and is considered to be riskier than CGJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJIX | CGJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.74% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 10.20% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 20.14% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 19.77% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 19.98% | -0.47% |