CMJIX vs. IJH
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) and iShares Core S&P Mid-Cap ETF (IJH).
CMJIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015. IJH is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400 Index. It was launched on May 22, 2000.
Performance
CMJIX vs. IJH - Performance Comparison
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CMJIX vs. IJH - 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% |
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%
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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
CMJIX
IJH
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.
| CMJIX | IJH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.83 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.30 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.24 | -0.49 |
Martin ratioReturn relative to average drawdown | 3.29 | 5.37 | -2.09 |
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 | IJH | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| CMJIX | IJH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.37% | -6.13% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -7.61% | +1.29% |
Ulcer IndexDepth 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
| CMJIX | IJH | Difference | |
|---|---|---|---|
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% |