CRFIX vs. CMJAX
Compare and contrast key facts about Calvert Focused Value Fund (CRFIX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX).
CRFIX is managed by Calvert Research and Management. It was launched on Apr 28, 2022. CMJAX is a passively managed fund by Calvert Research and Management that tracks the performance of the Calvert US Mid-Cap Core Responsible Index. It was launched on Oct 30, 2015.
Performance
CRFIX vs. CMJAX - Performance Comparison
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CRFIX vs. CMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRFIX Calvert Focused Value Fund | -4.34% | 13.26% | 12.24% | 8.84% | -1.34% |
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | -2.79% | 9.14% | 12.24% | 15.00% | -3.97% |
Returns By Period
In the year-to-date period, CRFIX achieves a -4.34% return, which is significantly lower than CMJAX's -2.79% return.
CRFIX
- 1D
- -0.85%
- 1M
- -10.56%
- YTD
- -4.34%
- 6M
- 0.67%
- 1Y
- 8.82%
- 3Y*
- 9.83%
- 5Y*
- —
- 10Y*
- —
CMJAX
- 1D
- -0.71%
- 1M
- -8.92%
- YTD
- -2.79%
- 6M
- -1.44%
- 1Y
- 10.92%
- 3Y*
- 9.47%
- 5Y*
- 4.42%
- 10Y*
- 10.04%
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CRFIX vs. CMJAX - Expense Ratio Comparison
CRFIX has a 0.74% expense ratio, which is higher than CMJAX's 0.49% expense ratio.
Return for Risk
CRFIX vs. CMJAX — Risk / Return Rank
CRFIX
CMJAX
CRFIX vs. CMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Focused Value Fund (CRFIX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX). 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.
| CRFIX | CMJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.61 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.92 | 0.99 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.73 | -0.04 |
Martin ratioReturn relative to average drawdown | 2.51 | 3.19 | -0.67 |
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
| CRFIX | CMJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.61 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.52 | -0.07 |
Correlation
The correlation between CRFIX and CMJAX is 0.92, 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
CRFIX vs. CMJAX - Dividend Comparison
CRFIX's dividend yield for the trailing twelve months is around 6.03%, more than CMJAX's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CRFIX Calvert Focused Value Fund | 6.03% | 5.77% | 4.37% | 1.02% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 4.53% | 4.40% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% |
Drawdowns
CRFIX vs. CMJAX - Drawdown Comparison
The maximum CRFIX drawdown since its inception was -18.29%, smaller than the maximum CMJAX drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for CRFIX and CMJAX.
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Drawdown Indicators
| CRFIX | CMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.29% | -38.09% | +19.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -13.05% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.09% | — |
Current DrawdownCurrent decline from peak | -11.97% | -9.39% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -6.43% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.99% | +0.37% |
Volatility
CRFIX vs. CMJAX - Volatility Comparison
The current volatility for Calvert Focused Value Fund (CRFIX) is 4.25%, while Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a volatility of 4.97%. This indicates that CRFIX experiences smaller price fluctuations and is considered to be less risky than CMJAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRFIX | CMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.97% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 10.20% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 18.81% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 18.54% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 19.51% | -3.82% |