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CMJIX vs. IJH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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CMJIX vs. IJH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IJH
iShares Core S&P Mid-Cap ETF
2.56%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%16.26%

Returns By Period

In the year-to-date period, CMJIX achieves a -2.73% return, which is significantly lower than IJH's 2.56% return. Both investments have delivered pretty close results over the past 10 years, with CMJIX having a 10.35% annualized return and IJH not far ahead at 10.48%.


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%

IJH

1D
2.96%
1M
-5.32%
YTD
2.56%
6M
4.23%
1Y
17.32%
3Y*
12.06%
5Y*
6.57%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 2626
Overall Rank
CMJIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CMJIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
CMJIX Omega Ratio Rank: 2525
Omega Ratio Rank
CMJIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
CMJIX Martin Ratio Rank: 3030
Martin Ratio Rank

IJH
IJH Risk / Return Rank: 5353
Overall Rank
IJH Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5252
Sortino Ratio Rank
IJH Omega Ratio Rank: 5050
Omega Ratio Rank
IJH Calmar Ratio Rank: 5454
Calmar Ratio Rank
IJH Martin Ratio Rank: 5959
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.


CMJIXIJHDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.83

-0.20

Sortino ratio

Return per unit of downside risk

1.01

1.30

-0.29

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.75

1.24

-0.49

Martin ratio

Return relative to average drawdown

3.29

5.37

-2.09

CMJIX vs. IJH - Sharpe Ratio Comparison

The current CMJIX Sharpe Ratio is 0.62, which is comparable to the IJH Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CMJIX and IJH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMJIXIJHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.83

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.33

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.50

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.44

+0.09

Correlation

The correlation between CMJIX and IJH 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

CMJIX vs. IJH - Dividend Comparison

CMJIX's dividend yield for the trailing twelve months is around 4.72%, more than IJH's 1.32% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
IJH
iShares Core S&P Mid-Cap ETF
1.32%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%

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

-13.04%

-14.16%

+1.12%

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

-9.37%

-6.13%

-3.24%

Average Drawdown

Average peak-to-trough decline

-6.32%

-7.61%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.28%

-0.30%

Volatility

CMJIX vs. IJH - Volatility Comparison

The current volatility for Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) is 4.98%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 6.49%. This indicates that CMJIX experiences smaller price fluctuations and is considered to be less risky 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

4.98%

6.49%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

11.91%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

21.07%

-2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

19.75%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

21.16%

-1.65%