PortfoliosLab logoPortfoliosLab logo
CMJIX vs. WASMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMJIX vs. WASMX - 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 Boston Trust Walden SMID Cap Fund (WASMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CMJIX vs. WASMX - 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%
WASMX
Boston Trust Walden SMID Cap Fund
-6.45%0.31%10.39%16.40%-14.57%30.04%9.22%32.50%-5.60%14.91%

Returns By Period

In the year-to-date period, CMJIX achieves a -2.73% return, which is significantly higher than WASMX's -6.45% return. Over the past 10 years, CMJIX has outperformed WASMX with an annualized return of 10.35%, while WASMX has yielded a comparatively lower 9.19% annualized return.


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%

WASMX

1D
0.13%
1M
-8.88%
YTD
-6.45%
6M
-5.96%
1Y
-3.41%
3Y*
5.13%
5Y*
4.02%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CMJIX vs. WASMX - Expense Ratio Comparison

CMJIX has a 0.24% expense ratio, which is lower than WASMX's 1.00% expense ratio.


Return for Risk

CMJIX vs. WASMX — 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

WASMX
WASMX Risk / Return Rank: 33
Overall Rank
WASMX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WASMX Sortino Ratio Rank: 44
Sortino Ratio Rank
WASMX Omega Ratio Rank: 44
Omega Ratio Rank
WASMX Calmar Ratio Rank: 33
Calmar Ratio Rank
WASMX Martin Ratio Rank: 22
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. WASMX - 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 Boston Trust Walden SMID Cap Fund (WASMX). 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.


CMJIXWASMXDifference

Sharpe ratio

Return per unit of total volatility

0.62

-0.15

+0.78

Sortino ratio

Return per unit of downside risk

1.01

-0.10

+1.10

Omega ratio

Gain probability vs. loss probability

1.14

0.99

+0.15

Calmar ratio

Return relative to maximum drawdown

0.75

-0.34

+1.09

Martin ratio

Return relative to average drawdown

3.29

-1.07

+4.36

CMJIX vs. WASMX - Sharpe Ratio Comparison

The current CMJIX Sharpe Ratio is 0.62, which is higher than the WASMX Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of CMJIX and WASMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CMJIXWASMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.15

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.24

+0.02

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

0.56

-0.02

Correlation

The correlation between CMJIX and WASMX is 0.95, 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. WASMX - Dividend Comparison

CMJIX's dividend yield for the trailing twelve months is around 4.72%, more than WASMX's 1.76% 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%
WASMX
Boston Trust Walden SMID Cap Fund
1.76%1.65%1.67%0.52%4.90%4.75%1.86%9.96%4.40%0.52%5.41%7.06%

Drawdowns

CMJIX vs. WASMX - Drawdown Comparison

The maximum CMJIX drawdown since its inception was -38.09%, roughly equal to the maximum WASMX drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for CMJIX and WASMX.


Loading graphics...

Drawdown Indicators


CMJIXWASMXDifference

Max Drawdown

Largest peak-to-trough decline

-38.09%

-37.74%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-12.29%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-23.07%

-5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

-37.74%

-0.35%

Current Drawdown

Current decline from peak

-9.37%

-13.45%

+4.08%

Average Drawdown

Average peak-to-trough decline

-6.32%

-5.18%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.86%

-0.88%

Volatility

CMJIX vs. WASMX - Volatility Comparison

Calvert US Mid-Cap Core Responsible Index Fund (CMJIX) has a higher volatility of 4.98% compared to Boston Trust Walden SMID Cap Fund (WASMX) at 3.61%. This indicates that CMJIX's price experiences larger fluctuations and is considered to be riskier than WASMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CMJIXWASMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

3.61%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

9.52%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

18.11%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

17.15%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

18.62%

+0.89%