PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XJH vs. CVMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XJH vs. CVMC

Last updated Aug 2, 2026
Documentation

XJH (iShares ESG Screened S&P Mid-Cap ETF) and CVMC (Calvert US Mid-Cap Core Responsible Index ETF) are both Mid Cap Blend Equities funds - XJH tracks the S&P MidCap 400 Sustainability Screened Index while CVMC tracks the Russell Midcap Index. Both are passively managed. Over the past 3 years, XJH returned 12.79%/yr vs 14.66%/yr for CVMC. Their 0.96 correlation means they have historically moved very closely together. XJH charges 0.12%/yr vs 0.15%/yr for CVMC.

Performance

XJH vs. CVMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P Mid-Cap ETF (XJH) and Calvert US Mid-Cap Core Responsible Index ETF (CVMC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XJH achieves a 14.85% return, which is significantly lower than CVMC's 18.88% return.

XJH

1D
-0.20%
1M
-0.91%
6M
10.64%
YTD
14.85%
1Y
24.19%
3Y*
12.79%
5Y*
7.95%
10Y*
—
ALL TIME*
14.69%

CVMC

1D
-0.26%
1M
-0.69%
6M
15.14%
YTD
18.88%
1Y
25.98%
3Y*
14.66%
5Y*
—
10Y*
—
ALL TIME*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

CVMC

Calvert US Mid-Cap Core Responsible Index ETF
$208.77K$235.08K$243.94K

XJH

iShares ESG Screened S&P Mid-Cap ETF
$620.32K$955.16K$1.17M

XJH vs. CVMC - Yearly Performance Comparison

2026 (YTD)202520242023
XJH
iShares ESG Screened S&P Mid-Cap ETF		14.85%8.12%12.27%6.68%
CVMC
Calvert US Mid-Cap Core Responsible Index ETF		18.88%9.52%12.57%6.14%

Correlation

The correlation between XJH and CVMC is 0.94, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2023

0.96

The correlation between XJH and CVMC has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

XJH vs. CVMC - Sectors Allocation Comparison

Sectors
XJH
CVMC

Industrials

22.7%
20.1%

Financial Services

15.7%
15.7%

Technology

15.6%
17.3%

Healthcare

10.6%
12.8%

Consumer Cyclical

10.5%
9.2%

Real Estate

8.7%
7.8%

Basic Materials

6.9%
3.0%

Consumer Defensive

3.2%
5.2%

Energy

3.0%
0.3%

Utilities

1.7%
5.8%

Communication Services

1.0%
2.8%

Industrials

XJH
22.7%
CVMC
20.1%

Financial Services

XJH
15.7%
CVMC
15.7%

Technology

XJH
15.6%
CVMC
17.3%

Healthcare

XJH
10.6%
CVMC
12.8%

Consumer Cyclical

XJH
10.5%
CVMC
9.2%

Real Estate

XJH
8.7%
CVMC
7.8%

Basic Materials

XJH
6.9%
CVMC
3.0%

Consumer Defensive

XJH
3.2%
CVMC
5.2%

Energy

XJH
3.0%
CVMC
0.3%

Utilities

XJH
1.7%
CVMC
5.8%

Communication Services

XJH
1.0%
CVMC
2.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Screened S&P Mid-Cap ETF

Calvert US Mid-Cap Core Responsible Index ETF

Often compared with XJH:
XJH vs. XMMOXJH vs. XJRXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. SUSLXJH vs. MDY
Often compared with CVMC:
CVMC vs. NUMGCVMC vs. FLQMCVMC vs. SDGCVMC vs. VFIAXCVMC vs. ESGVCVMC vs. XMMOCVMC vs. CDEI

Return for Risk

XJH vs. CVMC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
XJH
XJH Risk / Return Rank: 6363
Overall Rank
XJH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 6262
Sortino Ratio Rank
XJH Omega Ratio Rank: 5656
Omega Ratio Rank
XJH Calmar Ratio Rank: 6868
Calmar Ratio Rank
XJH Martin Ratio Rank: 7171
Martin Ratio Rank
CVMC
CVMC Risk / Return Rank: 7777
Overall Rank
CVMC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CVMC Sortino Ratio Rank: 7878
Sortino Ratio Rank
CVMC Omega Ratio Rank: 7373
Omega Ratio Rank
CVMC Calmar Ratio Rank: 7575
Calmar Ratio Rank
CVMC Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XJH vs. CVMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) and Calvert US Mid-Cap Core Responsible Index ETF (CVMC). 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.

XJHCVMCDifference
Sharpe ratioReturn per unit of total volatility
1.39
1.73

-0.35

Sortino ratioReturn per unit of downside risk
2.07
2.55

-0.48

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

2.35

2.65

-0.30

Martin ratioReturn relative to average drawdown

8.71

10.74

-2.03

XJH vs. CVMC - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.39, which is comparable to the CVMC Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of XJH and CVMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

XJH vs. CVMC - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, which is greater than CVMC's maximum drawdown of -22.53%. Use the drawdown chart below to compare losses from any high point for XJH and CVMC.

Loading charts...

Drawdown Indicators

XJHCVMCDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-22.53%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.35%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-22.53%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

—

—

Current Drawdown

Current decline from peak

-2.11%

-1.41%

-0.70%

Average Drawdown

Average peak-to-trough decline

-6.67%

-4.03%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.31%

+0.28%

Volatility

XJH vs. CVMC - Volatility Comparison

iShares ESG Screened S&P Mid-Cap ETF (XJH) has a higher volatility of 3.54% compared to Calvert US Mid-Cap Core Responsible Index ETF (CVMC) at 3.11%. This indicates that XJH's price experiences larger fluctuations and is considered to be riskier than CVMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XJHCVMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.11%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

10.96%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

14.36%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

16.37%

+3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

16.37%

+3.38%

XJH vs. CVMC - Expense Ratio Comparison

XJH has a 0.12% expense ratio, which is lower than CVMC's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XJH vs. CVMC - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.09%, less than CVMC's 1.18% yield.

PositionTTM202520242023202220212020
CVMC
Calvert US Mid-Cap Core Responsible Index ETF		1.18%1.39%1.21%1.00%0.00%0.00%0.00%
XJH
iShares ESG Screened S&P Mid-Cap ETF		1.09%1.24%1.24%1.38%1.45%1.04%0.36%

Frequently Asked Questions

With a correlation of 0.94, XJH and CVMC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XJH has higher volatility (3.54%) compared to CVMC (3.11%). In terms of maximum drawdown, XJH dropped -25.07% vs CVMC's -22.53%.

On 3-year performance, CVMC leads with 14.66% vs 12.79% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, CVMC has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CVMC has performed better with a 14.66% return vs 12.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XJH is cheaper with a 0.12% expense ratio, compared with 0.15% for CVMC.

CVMC has the higher dividend yield at 1.18%, compared with 1.09% for XJH.

XJH tracks S&P MidCap 400 Sustainability Screened Index, while CVMC tracks Russell Midcap Index. They also come from different issuers: iShares and Calvert. Their fees differ too: 0.12% for XJH and 0.15% for CVMC.

CVMC currently has the higher Sharpe Ratio (1.73 vs 1.39), 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.

Portfolio Optimizer

Find the right allocation for XJH and CVMC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer