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CVLC vs. CVMC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVLC vs. CVMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert US Large-Cap Core Responsible Index ETF (CVLC) and Calvert US Mid-Cap Core Responsible Index ETF (CVMC). The values are adjusted to include any dividend payments, if applicable.

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CVLC vs. CVMC - Yearly Performance Comparison


2026 (YTD)202520242023
CVLC
Calvert US Large-Cap Core Responsible Index ETF
-4.76%16.13%24.20%17.14%
CVMC
Calvert US Mid-Cap Core Responsible Index ETF
0.08%9.52%12.57%4.40%

Returns By Period

In the year-to-date period, CVLC achieves a -4.76% return, which is significantly lower than CVMC's 0.08% return.


CVLC

1D
3.04%
1M
-5.40%
YTD
-4.76%
6M
-1.68%
1Y
17.36%
3Y*
17.40%
5Y*
10Y*

CVMC

1D
2.84%
1M
-6.16%
YTD
0.08%
6M
1.53%
1Y
14.43%
3Y*
10.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CVLC vs. CVMC - Expense Ratio Comparison

Both CVLC and CVMC have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

CVLC vs. CVMC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CVLC
CVLC Risk / Return Rank: 5858
Overall Rank
CVLC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CVLC Sortino Ratio Rank: 5555
Sortino Ratio Rank
CVLC Omega Ratio Rank: 5858
Omega Ratio Rank
CVLC Calmar Ratio Rank: 5757
Calmar Ratio Rank
CVLC Martin Ratio Rank: 6666
Martin Ratio Rank

CVMC
CVMC Risk / Return Rank: 4343
Overall Rank
CVMC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CVMC Sortino Ratio Rank: 4242
Sortino Ratio Rank
CVMC Omega Ratio Rank: 4141
Omega Ratio Rank
CVMC Calmar Ratio Rank: 4141
Calmar Ratio Rank
CVMC Martin Ratio Rank: 5050
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.

CVLC vs. CVMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index ETF (CVLC) and Calvert US Mid-Cap Core Responsible Index ETF (CVMC). 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.


CVLCCVMCDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.73

+0.20

Sortino ratio

Return per unit of downside risk

1.44

1.20

+0.24

Omega ratio

Gain probability vs. loss probability

1.21

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.44

1.05

+0.38

Martin ratio

Return relative to average drawdown

6.70

4.92

+1.78

CVLC vs. CVMC - Sharpe Ratio Comparison

The current CVLC Sharpe Ratio is 0.93, which is comparable to the CVMC Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of CVLC and CVMC, 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


CVLCCVMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.73

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.51

+0.54

Correlation

The correlation between CVLC and CVMC is 0.87, 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

CVLC vs. CVMC - Dividend Comparison

CVLC's dividend yield for the trailing twelve months is around 1.05%, less than CVMC's 1.35% yield.


TTM202520242023
CVLC
Calvert US Large-Cap Core Responsible Index ETF
1.05%1.02%1.03%0.91%
CVMC
Calvert US Mid-Cap Core Responsible Index ETF
1.35%1.39%1.21%1.00%

Drawdowns

CVLC vs. CVMC - Drawdown Comparison

The maximum CVLC drawdown since its inception was -19.92%, smaller than the maximum CVMC drawdown of -22.53%. Use the drawdown chart below to compare losses from any high point for CVLC and CVMC.


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Drawdown Indicators


CVLCCVMCDifference

Max Drawdown

Largest peak-to-trough decline

-19.92%

-22.53%

+2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-14.14%

+1.68%

Current Drawdown

Current decline from peak

-6.86%

-6.77%

-0.09%

Average Drawdown

Average peak-to-trough decline

-2.49%

-4.34%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.03%

-0.36%

Volatility

CVLC vs. CVMC - Volatility Comparison

Calvert US Large-Cap Core Responsible Index ETF (CVLC) and Calvert US Mid-Cap Core Responsible Index ETF (CVMC) have volatilities of 5.63% and 5.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVLCCVMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

5.78%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

10.51%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

19.89%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

16.54%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

16.54%

-0.86%