TARKX vs. CMJAX
Compare and contrast key facts about Tarkio Fund (TARKX) and Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX).
TARKX is managed by Clark Fork Trust. It was launched on Jun 28, 2011. 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
TARKX vs. CMJAX - Performance Comparison
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TARKX vs. CMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TARKX Tarkio Fund | 3.13% | 30.18% | 21.72% | 26.33% | -30.39% | 24.41% | 27.00% | 29.54% | -23.30% | 29.04% |
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% | 18.70% |
Returns By Period
In the year-to-date period, TARKX achieves a 3.13% return, which is significantly higher than CMJAX's -0.02% return. Over the past 10 years, TARKX has outperformed CMJAX with an annualized return of 13.42%, while CMJAX has yielded a comparatively lower 10.35% annualized return.
TARKX
- 1D
- 5.32%
- 1M
- -11.53%
- YTD
- 3.13%
- 6M
- 11.85%
- 1Y
- 48.87%
- 3Y*
- 21.76%
- 5Y*
- 7.94%
- 10Y*
- 13.42%
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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TARKX vs. CMJAX - Expense Ratio Comparison
TARKX has a 1.00% expense ratio, which is higher than CMJAX's 0.49% expense ratio.
Return for Risk
TARKX vs. CMJAX — Risk / Return Rank
TARKX
CMJAX
TARKX vs. CMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tarkio Fund (TARKX) 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.
| TARKX | CMJAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.74 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.18 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.16 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.82 | 1.11 | +1.71 |
Martin ratioReturn relative to average drawdown | 9.30 | 4.81 | +4.49 |
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
| TARKX | CMJAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.74 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.26 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.53 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.54 | -0.50 |
Correlation
The correlation between TARKX and CMJAX is 0.86, 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
TARKX vs. CMJAX - Dividend Comparison
TARKX's dividend yield for the trailing twelve months is around 5.34%, more than CMJAX's 4.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TARKX Tarkio Fund | 5.34% | 5.50% | 1.51% | 2.98% | 10.62% | 1.40% | 0.50% | 5.21% | 3.34% | 1.70% | 0.47% | 0.36% |
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% | 0.00% |
Drawdowns
TARKX vs. CMJAX - Drawdown Comparison
The maximum TARKX drawdown since its inception was -95.09%, which is greater than CMJAX's maximum drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for TARKX and CMJAX.
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Drawdown Indicators
| TARKX | CMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.09% | -38.09% | -57.00% |
Max Drawdown (1Y)Largest decline over 1 year | -17.33% | -13.05% | -4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -95.09% | -28.22% | -66.87% |
Max Drawdown (10Y)Largest decline over 10 years | -95.09% | -38.09% | -57.00% |
Current DrawdownCurrent decline from peak | -91.33% | -6.82% | -84.51% |
Average DrawdownAverage peak-to-trough decline | -17.02% | -6.43% | -10.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.25% | 3.02% | +2.23% |
Volatility
TARKX vs. CMJAX - Volatility Comparison
Tarkio Fund (TARKX) has a higher volatility of 11.90% compared to Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) at 5.94%. This indicates that TARKX'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
| TARKX | CMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.90% | 5.94% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 21.91% | 10.58% | +11.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.25% | 18.98% | +13.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 600.49% | 18.58% | +581.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 424.90% | 19.53% | +405.37% |