Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFJAX (Calvert US Large Cap Value Resp Index Fu) | 14.90% | 29.63% | 19.58% | 9.02% | 11.52% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 06/24/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFJAX (Calvert US Large Cap Value Resp Index Fu) | 06/24/2015 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.72 | 29.63 | 19.58 | 9.02 | 11.52 | NA | NA | … | … | 14.90 | 16.46 | 14.34 | 9.56 | -11.91 | 24.10 | 8.78 | 29.06 | -10.36 | 14.71 | 16.78 | -6.93 |
| Sharpe Ratio | NA | 2.17 | 1.18 | 0.40 | 0.55 | NA | NA | … | … | 2.52 | 0.82 | 0.90 | 0.41 | -0.62 | 1.74 | 0.23 | 2.15 | -0.76 | 1.86 | 1.19 | -0.71 |
| Standard Deviation(%) | NA | 12.63 | 14.11 | 15.93 | 18.03 | NA | NA | … | … | 14.29 | 16.56 | 11.93 | 14.45 | 21.45 | 13.83 | 36.60 | 12.84 | 15.44 | 7.61 | 13.97 | 18.22 |
| Draw Down(%) | NA | 9.02 | 16.68 | 22.75 | 36.94 | NA | NA | … | … | 9.02 | 15.95 | 8.04 | 14.09 | 22.75 | 6.10 | 36.94 | 8.08 | 20.25 | 3.94 | 10.97 | 12.85 |
| Yield(%) | 0.00 | 9.34 | 6.89 | 4.63 | 5.75 | 3.72 | 2.79 | … | … | 0.00 | 9.66 | 6.58 | 1.96 | 1.57 | 4.80 | 1.73 | 2.45 | 3.95 | 7.04 | 2.25 | 0.52 |
Data as of 06/03/2026, Common starting date is 06/24/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFJAX (Calvert US Large Cap Value Resp Index Fu) |
-2.00%
Mar 2017 – Mar 2020 |
5.31%
Sep 2017 – Sep 2022 |
8.80%
Jul 2015 – Jul 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFJAX (Calvert US Large Cap Value Resp Index Fu) |
20.43%
May 2023 – May 2026 |
15.26%
Mar 2020 – Mar 2025 |
11.75%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart