EMTIX vs. CFJIX
EMTIX (Transamerica Emerging Markets Debt Fund) and CFJIX (Calvert US Large-Cap Value Responsible Index Fund) are both mutual funds - EMTIX is a Emerging Markets Bonds fund managed by Transamerica, while CFJIX is a Large Cap Value Equities fund managed by Calvert. Over the past 10 years, EMTIX returned 4.21%/yr vs 12.26%/yr for CFJIX. Their 0.37 correlation means their historical movements had little consistent relationship. EMTIX charges 0.85%/yr vs 0.24%/yr for CFJIX.
Performance
EMTIX vs. CFJIX - Performance Comparison
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Returns By Period
In the year-to-date period, EMTIX achieves a 4.59% return, which is significantly lower than CFJIX's 23.32% return. Over the past 10 years, EMTIX has underperformed CFJIX with an annualized return of 4.21%, while CFJIX has yielded a comparatively higher 12.26% annualized return.
EMTIX
- 1D
- 0.10%
- 1M
- -0.60%
- 6M
- 2.28%
- YTD
- 4.59%
- 1Y
- 11.91%
- 3Y*
- 9.11%
- 5Y*
- 3.60%
- 10Y*
- 4.21%
- ALL TIME*
- 4.80%
CFJIX
- 1D
- -0.24%
- 1M
- 0.76%
- 6M
- 18.52%
- YTD
- 23.32%
- 1Y
- 37.23%
- 3Y*
- 19.43%
- 5Y*
- 11.16%
- 10Y*
- 12.26%
- ALL TIME*
- 12.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EMTIX vs. CFJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMTIX Transamerica Emerging Markets Debt Fund | 4.59% | 14.58% | 4.69% | 13.05% | -13.33% | -4.00% | 7.14% | 13.48% | -6.71% | 12.68% |
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 23.32% | 16.76% | 14.63% | 9.86% | -11.70% | 24.40% | 9.06% | 29.36% | -10.08% | 15.17% |
Correlation
The correlation between EMTIX and CFJIX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.37 |
The correlation between EMTIX and CFJIX shifts across timeframes, from 0.35 (10 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EMTIX vs. CFJIX — Risk / Return Rank
EMTIX
CFJIX
EMTIX vs. CFJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Emerging Markets Debt Fund (EMTIX) and Calvert US Large-Cap Value Responsible Index Fund (CFJIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EMTIX | CFJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.46 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.80 | -1.23 |
| Martin ratioReturn relative to average drawdown | 10.59 | 15.34 | -4.75 |
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Drawdowns
EMTIX vs. CFJIX - Drawdown Comparison
The maximum EMTIX drawdown since its inception was -25.28%, smaller than the maximum CFJIX drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for EMTIX and CFJIX.
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Drawdown Indicators
| EMTIX | CFJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.28% | -36.91% | +11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -4.69% | -9.00% | +4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -5.30% | -16.60% | +11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | -22.62% | -2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -25.28% | -36.91% | +11.63% |
Current DrawdownCurrent decline from peak | -1.27% | -1.49% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -5.03% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 2.24% | -1.10% |
Volatility
EMTIX vs. CFJIX - Volatility Comparison
The current volatility for Transamerica Emerging Markets Debt Fund (EMTIX) is 1.21%, while Calvert US Large-Cap Value Responsible Index Fund (CFJIX) has a volatility of 3.46%. This indicates that EMTIX experiences smaller price fluctuations and is considered to be less risky than CFJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMTIX | CFJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 3.46% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.40% | 9.95% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.04% | 13.03% | -7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.80% | 15.97% | -10.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.52% | 17.94% | -11.42% |
EMTIX vs. CFJIX - Expense Ratio Comparison
EMTIX has a 0.85% expense ratio, which is higher than CFJIX's 0.24% expense ratio.
Dividends
EMTIX vs. CFJIX - Dividend Comparison
EMTIX's dividend yield for the trailing twelve months is around 5.90%, less than CFJIX's 7.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFJIX Calvert US Large-Cap Value Responsible Index Fund | 7.43% | 9.16% | 6.31% | 2.07% | 2.02% | 4.17% | 1.88% | 2.17% | 4.87% | 6.79% | 2.28% | 0.00% |
EMTIX Transamerica Emerging Markets Debt Fund | 5.90% | 5.77% | 6.98% | 5.11% | 4.16% | 4.03% | 2.02% | 4.80% | 3.27% | 5.10% | 3.48% | 4.30% |
Frequently Asked Questions
EMTIX and CFJIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFJIX has higher volatility (3.46%) compared to EMTIX (1.21%). In terms of maximum drawdown, EMTIX dropped -25.28% vs CFJIX's -36.91%.
CFJIX currently has the higher Sharpe Ratio (2.63 vs 2.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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