CMJIX vs. CISIX
CMJIX (Calvert US Mid-Cap Core Responsible Index Fund) and CISIX (Calvert US Large-Cap Core Responsible Index Fund) are both mutual funds - CMJIX is a Mid Cap Blend Equities fund managed by Calvert Research and Management, while CISIX is a Large Cap Blend Equities fund managed by Calvert Research and Management. Over the past 10 years, CMJIX returned 11.92%/yr vs 15.63%/yr for CISIX. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.24% expense ratio.
Performance
CMJIX vs. CISIX - Performance Comparison
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Returns By Period
In the year-to-date period, CMJIX achieves a 15.46% return, which is significantly higher than CISIX's 13.10% return. Over the past 10 years, CMJIX has underperformed CISIX with an annualized return of 11.92%, while CISIX has yielded a comparatively higher 15.63% annualized return.
CMJIX
- 1D
- 1.33%
- 1M
- 6.21%
- YTD
- 15.46%
- 6M
- 15.62%
- 1Y
- 25.72%
- 3Y*
- 16.41%
- 5Y*
- 7.39%
- 10Y*
- 11.92%
CISIX
- 1D
- 0.24%
- 1M
- 6.59%
- YTD
- 13.10%
- 6M
- 12.90%
- 1Y
- 30.17%
- 3Y*
- 22.48%
- 5Y*
- 13.13%
- 10Y*
- 15.63%
CMJIX vs. CISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMJIX Calvert US Mid-Cap Core Responsible Index Fund | 15.46% | 9.41% | 12.53% | 15.25% | -19.10% | 21.27% | 24.04% | 31.03% | -9.21% | 19.13% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 13.10% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
Correlation
The correlation between CMJIX and CISIX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.92 |
The correlation between CMJIX and CISIX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
CMJIX vs. CISIX — Risk / Return Rank
CMJIX
CISIX
CMJIX vs. CISIX - 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 Core Responsible Index Fund (CISIX). 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 | CISIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.44 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.21 | -0.33 |
| Martin ratioReturn relative to average drawdown | 11.62 | 14.79 | -3.16 |
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 | CISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.50 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.74 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.84 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.39 | +0.23 |
Drawdowns
CMJIX vs. CISIX - Drawdown Comparison
The maximum CMJIX drawdown since its inception was -38.09%, smaller than the maximum CISIX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for CMJIX and CISIX.
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Drawdown Indicators
| CMJIX | CISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -59.36% | +21.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -9.72% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.46% | -19.94% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -28.13% | -27.37% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -32.82% | -5.27% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -14.29% | +8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.11% | +0.21% |
Volatility
CMJIX vs. CISIX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) has a higher volatility of 4.05% compared to Calvert US Large-Cap Core Responsible Index Fund (CISIX) at 3.33%. This indicates that CMJIX's price experiences larger fluctuations and is considered to be riskier than CISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJIX | CISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 3.33% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 9.66% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 12.51% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 17.78% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 18.57% | +1.00% |
CMJIX vs. CISIX - Expense Ratio Comparison
Both CMJIX and CISIX 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%.
Dividends
CMJIX vs. CISIX - Dividend Comparison
CMJIX's dividend yield for the trailing twelve months is around 3.98%, less than CISIX's 4.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CISIX Calvert US Large-Cap Core Responsible Index Fund | 4.77% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
CMJIX Calvert US Mid-Cap Core Responsible Index Fund | 3.98% | 4.59% | 1.14% | 1.06% | 0.99% | 2.78% | 2.60% | 1.85% | 3.19% | 2.85% | 1.99% | 0.00% |
Frequently Asked Questions
CMJIX and CISIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMJIX has higher volatility (4.05%) compared to CISIX (3.33%). In terms of maximum drawdown, CMJIX dropped -38.09% vs CISIX's -59.36%.
CISIX currently has the higher Sharpe Ratio (2.50 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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