CMJIX vs. VMCPX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) and Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX).
CMJIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015. VMCPX is managed by Vanguard. It was launched on Dec 15, 2010.
Performance
CMJIX vs. VMCPX - Performance Comparison
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CMJIX vs. VMCPX - 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% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | -2.79% | 11.70% | 14.68% | 16.55% | -18.68% | 24.54% | 18.20% | 31.06% | -9.23% | 19.28% |
Returns By Period
The year-to-date returns for both stocks are quite close, with CMJIX having a -2.73% return and VMCPX slightly lower at -2.79%. Both investments have delivered pretty close results over the past 10 years, with CMJIX having a 10.35% annualized return and VMCPX not far ahead at 10.44%.
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%
VMCPX
- 1D
- -0.66%
- 1M
- -7.87%
- YTD
- -2.79%
- 6M
- -3.58%
- 1Y
- 10.32%
- 3Y*
- 11.80%
- 5Y*
- 6.52%
- 10Y*
- 10.44%
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CMJIX vs. VMCPX - Expense Ratio Comparison
CMJIX has a 0.24% expense ratio, which is higher than VMCPX's 0.03% 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. VMCPX — Risk / Return Rank
CMJIX
VMCPX
CMJIX vs. VMCPX - 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 Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX). 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 | VMCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.63 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.99 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.73 | +0.02 |
Martin ratioReturn relative to average drawdown | 3.29 | 3.40 | -0.11 |
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 | VMCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.63 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.37 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.55 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.59 | -0.05 |
Correlation
The correlation between CMJIX and VMCPX is 0.99, 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. VMCPX - Dividend Comparison
CMJIX's dividend yield for the trailing twelve months is around 4.72%, more than VMCPX's 1.55% 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% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | 1.55% | 1.53% | 1.50% | 1.52% | 1.61% | 1.13% | 1.45% | 1.49% | 1.84% | 1.37% | 1.47% | 1.50% |
Drawdowns
CMJIX vs. VMCPX - Drawdown Comparison
The maximum CMJIX drawdown since its inception was -38.09%, roughly equal to the maximum VMCPX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for CMJIX and VMCPX.
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Drawdown Indicators
| CMJIX | VMCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -39.30% | +1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -12.77% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -28.13% | -27.54% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -39.30% | +1.21% |
Current DrawdownCurrent decline from peak | -9.37% | -8.13% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -5.26% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.74% | +0.24% |
Volatility
CMJIX vs. VMCPX - Volatility Comparison
Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) has a higher volatility of 4.98% compared to Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) at 4.23%. This indicates that CMJIX's price experiences larger fluctuations and is considered to be riskier than VMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJIX | VMCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.23% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 9.43% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 17.58% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 17.63% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 18.90% | +0.61% |