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CMJIX vs. IJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMJIX vs. IJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) and iShares Core S&P Mid-Cap ETF (IJH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMJIX achieves a 17.18% return, which is significantly higher than IJH's 14.64% return. Over the past 10 years, CMJIX has outperformed IJH with an annualized return of 12.47%, while IJH has yielded a comparatively lower 11.63% annualized return.


CMJIX

1D
0.14%
1M
4.81%
YTD
17.18%
6M
15.72%
1Y
26.99%
3Y*
16.51%
5Y*
7.66%
10Y*
12.47%

IJH

1D
-1.01%
1M
2.70%
YTD
14.64%
6M
12.56%
1Y
25.12%
3Y*
16.11%
5Y*
8.47%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMJIX vs. IJH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMJIX
Calvert US Mid-Cap Core Responsible Index Fund
17.18%9.41%12.53%15.25%-19.10%21.27%24.04%31.03%-9.21%19.13%
IJH
iShares Core S&P Mid-Cap ETF
14.64%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%16.26%

Correlation

The correlation between CMJIX and IJH is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.96

The correlation between CMJIX and IJH has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

CMJIX vs. IJH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMJIX
CMJIX Risk / Return Rank: 5757
Overall Rank
CMJIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CMJIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMJIX Omega Ratio Rank: 4646
Omega Ratio Rank
CMJIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CMJIX Martin Ratio Rank: 6666
Martin Ratio Rank

IJH
IJH Risk / Return Rank: 5252
Overall Rank
IJH Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 4949
Sortino Ratio Rank
IJH Omega Ratio Rank: 4545
Omega Ratio Rank
IJH Calmar Ratio Rank: 6060
Calmar Ratio Rank
IJH Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMJIX vs. IJH - 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 iShares Core S&P Mid-Cap ETF (IJH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMJIXIJHDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratioReturn relative to maximum drawdown

3.03

2.86

+0.18

Martin ratioReturn relative to average drawdown

12.15

10.44

+1.71

CMJIX vs. IJH - Sharpe Ratio Comparison

The current CMJIX Sharpe Ratio is 1.95, which is comparable to the IJH Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CMJIX and IJH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMJIX vs. IJH - Drawdown Comparison

The maximum CMJIX drawdown since its inception was -38.09%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for CMJIX and IJH.


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Drawdown Indicators


CMJIXIJHDifference

Max Drawdown

Largest peak-to-trough decline

-38.09%

-55.07%

+16.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.37%

-8.83%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-21.46%

-24.10%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-24.10%

-4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-42.18%

+4.09%

Current Drawdown

Current decline from peak

-0.49%

-1.13%

+0.64%

Average Drawdown

Average peak-to-trough decline

-6.21%

-7.55%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.41%

-0.07%

Volatility

CMJIX vs. IJH - Volatility Comparison

Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) has a higher volatility of 5.14% compared to iShares Core S&P Mid-Cap ETF (IJH) at 4.75%. This indicates that CMJIX's price experiences larger fluctuations and is considered to be riskier than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMJIXIJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

4.75%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

11.75%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

15.88%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

19.76%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

21.17%

-1.56%

CMJIX vs. IJH - Expense Ratio Comparison

CMJIX has a 0.24% expense ratio, which is higher than IJH's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CMJIX vs. IJH - Dividend Comparison

CMJIX's dividend yield for the trailing twelve months is around 3.92%, more than IJH's 1.18% yield.


PositionTTM20252024202320222021202020192018201720162015
CMJIX
Calvert US Mid-Cap Core Responsible Index Fund
3.92%4.59%1.14%1.06%0.99%2.78%2.60%1.85%3.19%2.85%1.99%0.00%
IJH
iShares Core S&P Mid-Cap ETF
1.18%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%

Frequently Asked Questions


With a correlation of 0.96, CMJIX and IJH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CMJIX has higher volatility (5.14%) compared to IJH (4.75%). In terms of maximum drawdown, CMJIX dropped -38.09% vs IJH's -55.07%.

CMJIX currently has the higher Sharpe Ratio (1.95 vs 1.59), 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.

Portfolio Optimizer

Find the right allocation for CMJIX and IJH

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