DSMFX vs. CMJAX
Compare and contrast key facts about Destinations Small-Mid Cap Equity Fund (DSMFX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX).
DSMFX is managed by Destinations Funds. It was launched on Mar 20, 2017. 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
DSMFX vs. CMJAX - Performance Comparison
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DSMFX vs. CMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSMFX Destinations Small-Mid Cap Equity Fund | 3.77% | 13.94% | 14.72% | 11.61% | -19.89% | 26.65% | 23.63% | 30.82% | -7.68% | 12.35% |
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | -0.02% | 9.14% | 12.24% | 15.00% | -19.32% | 20.96% | 23.72% | 30.67% | -9.50% | 11.54% |
Returns By Period
In the year-to-date period, DSMFX achieves a 3.77% return, which is significantly higher than CMJAX's -0.02% return.
DSMFX
- 1D
- 3.48%
- 1M
- -6.60%
- YTD
- 3.77%
- 6M
- 6.88%
- 1Y
- 30.89%
- 3Y*
- 14.62%
- 5Y*
- 5.88%
- 10Y*
- —
CMJAX
- 1D
- 2.84%
- 1M
- -6.25%
- YTD
- -0.02%
- 6M
- 1.32%
- 1Y
- 13.70%
- 3Y*
- 10.50%
- 5Y*
- 4.74%
- 10Y*
- 10.35%
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DSMFX vs. CMJAX - Expense Ratio Comparison
DSMFX has a 1.10% expense ratio, which is higher than CMJAX's 0.49% expense ratio.
Return for Risk
DSMFX vs. CMJAX — Risk / Return Rank
DSMFX
CMJAX
DSMFX vs. CMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Destinations Small-Mid Cap Equity Fund (DSMFX) 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.
| DSMFX | CMJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.74 | +0.60 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.18 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.16 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.11 | +0.57 |
Martin ratioReturn relative to average drawdown | 7.48 | 4.81 | +2.67 |
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
| DSMFX | CMJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.74 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.26 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.54 | -0.03 |
Correlation
The correlation between DSMFX and CMJAX is 0.94, 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
DSMFX vs. CMJAX - Dividend Comparison
DSMFX's dividend yield for the trailing twelve months is around 6.88%, more than CMJAX's 4.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DSMFX Destinations Small-Mid Cap Equity Fund | 6.88% | 7.13% | 7.71% | 0.26% | 3.57% | 27.39% | 2.06% | 4.05% | 5.96% | 0.92% | 0.00% |
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 4.41% | 4.40% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% |
Drawdowns
DSMFX vs. CMJAX - Drawdown Comparison
The maximum DSMFX drawdown since its inception was -42.52%, which is greater than CMJAX's maximum drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for DSMFX and CMJAX.
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Drawdown Indicators
| DSMFX | CMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -38.09% | -4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -13.05% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -30.72% | -28.22% | -2.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.09% | — |
Current DrawdownCurrent decline from peak | -6.60% | -6.82% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -6.43% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.02% | +0.65% |
Volatility
DSMFX vs. CMJAX - Volatility Comparison
Destinations Small-Mid Cap Equity Fund (DSMFX) has a higher volatility of 7.47% compared to Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) at 5.94%. This indicates that DSMFX's price experiences larger fluctuations and is considered to be riskier 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
| DSMFX | CMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 5.94% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.70% | 10.58% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 18.98% | +5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.95% | 18.58% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.92% | 19.53% | +2.39% |