FITLX vs. CMJAX
Compare and contrast key facts about Fidelity US Sustainability Index Fund (FITLX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX).
FITLX is managed by Fidelity. It was launched on May 9, 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
FITLX vs. CMJAX - Performance Comparison
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FITLX vs. CMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | -5.94% | 18.77% | 23.59% | 29.04% | -20.28% | 31.55% | 18.69% | 31.54% | -3.32% | 13.07% |
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% | 10.26% |
Returns By Period
In the year-to-date period, FITLX achieves a -5.94% return, which is significantly lower than CMJAX's -0.02% return.
FITLX
- 1D
- 3.06%
- 1M
- -5.69%
- YTD
- -5.94%
- 6M
- -2.92%
- 1Y
- 18.96%
- 3Y*
- 18.12%
- 5Y*
- 11.53%
- 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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FITLX vs. CMJAX - Expense Ratio Comparison
FITLX has a 0.11% expense ratio, which is lower than CMJAX's 0.49% expense ratio.
Return for Risk
FITLX vs. CMJAX — Risk / Return Rank
FITLX
CMJAX
FITLX vs. CMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) 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.
| FITLX | CMJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.74 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.18 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.11 | +0.64 |
Martin ratioReturn relative to average drawdown | 7.04 | 4.81 | +2.23 |
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
| FITLX | CMJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.74 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.26 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.54 | +0.19 |
Correlation
The correlation between FITLX and CMJAX is 0.88, 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
FITLX vs. CMJAX - Dividend Comparison
FITLX's dividend yield for the trailing twelve months is around 1.18%, less than CMJAX's 4.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | 1.18% | 1.11% | 1.29% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% | 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
FITLX vs. CMJAX - Drawdown Comparison
The maximum FITLX drawdown since its inception was -34.35%, smaller than the maximum CMJAX drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for FITLX and CMJAX.
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Drawdown Indicators
| FITLX | CMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -38.09% | +3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -13.05% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.91% | -28.22% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.09% | — |
Current DrawdownCurrent decline from peak | -8.43% | -6.82% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -6.43% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.02% | -0.19% |
Volatility
FITLX vs. CMJAX - Volatility Comparison
The current volatility for Fidelity US Sustainability Index Fund (FITLX) is 5.61%, while Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a volatility of 5.94%. This indicates that FITLX 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
| FITLX | CMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.94% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 10.58% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.49% | 18.98% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 18.58% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 19.53% | -0.34% |