QCGDX vs. CMJAX
Compare and contrast key facts about Quantified Common Ground Fund (QCGDX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX).
QCGDX is managed by Advisors Preferred. It was launched on Dec 26, 2019. 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
QCGDX vs. CMJAX - Performance Comparison
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QCGDX vs. CMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QCGDX Quantified Common Ground Fund | 5.59% | 1.02% | 9.87% | 14.74% | -12.23% | 32.19% | 14.65% | 0.10% |
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% | 0.25% |
Returns By Period
In the year-to-date period, QCGDX achieves a 5.59% return, which is significantly higher than CMJAX's -0.02% return.
QCGDX
- 1D
- 2.59%
- 1M
- -2.22%
- YTD
- 5.59%
- 6M
- 7.10%
- 1Y
- 8.34%
- 3Y*
- 10.05%
- 5Y*
- 7.31%
- 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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QCGDX vs. CMJAX - Expense Ratio Comparison
QCGDX has a 1.68% expense ratio, which is higher than CMJAX's 0.49% expense ratio.
Return for Risk
QCGDX vs. CMJAX — Risk / Return Rank
QCGDX
CMJAX
QCGDX vs. CMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Common Ground Fund (QCGDX) 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.
| QCGDX | CMJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.74 | -0.10 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.18 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.11 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.42 | 4.81 | -0.39 |
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
| QCGDX | CMJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.74 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.26 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.54 | +0.06 |
Correlation
The correlation between QCGDX and CMJAX is 0.82, 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
QCGDX vs. CMJAX - Dividend Comparison
QCGDX's dividend yield for the trailing twelve months is around 0.66%, less than CMJAX's 4.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QCGDX Quantified Common Ground Fund | 0.66% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% | 0.00% | 0.00% | 0.00% | 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
QCGDX vs. CMJAX - Drawdown Comparison
The maximum QCGDX drawdown since its inception was -22.37%, smaller than the maximum CMJAX drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for QCGDX and CMJAX.
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Drawdown Indicators
| QCGDX | CMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.37% | -38.09% | +15.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -13.05% | +4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.18% | -28.22% | +8.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.09% | — |
Current DrawdownCurrent decline from peak | -2.22% | -6.82% | +4.60% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -6.43% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 3.02% | -0.76% |
Volatility
QCGDX vs. CMJAX - Volatility Comparison
The current volatility for Quantified Common Ground Fund (QCGDX) is 5.64%, while Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) has a volatility of 5.94%. This indicates that QCGDX 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
| QCGDX | CMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.94% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 10.58% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.74% | 18.98% | -5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 18.58% | -3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 19.53% | -2.97% |