Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFJIX (Calvert US Large Cap Value Resp Index Fu) | 16.12% | 31.81% | 20.27% | 9.43% | 11.85% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/24/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFJIX (Calvert US Large Cap Value Resp Index Fu) | 06/24/2015 | 06/04/2026 |
| 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 (%) | 1.68 | 31.81 | 20.27 | 9.43 | 11.85 | NA | NA | … | … | 16.12 | 8.36 | 14.63 | 9.86 | -11.70 | 24.41 | 9.06 | 29.39 | -10.06 | 15.15 | 17.21 | -6.80 |
| Sharpe Ratio | NA | 2.19 | 1.20 | 0.42 | 0.56 | NA | NA | … | … | 2.55 | 0.30 | 0.92 | 0.43 | -0.61 | 1.76 | 0.24 | 2.17 | -0.74 | 1.91 | 1.22 | -0.69 |
| Standard Deviation(%) | NA | 12.68 | 14.12 | 15.95 | 18.05 | NA | NA | … | … | 14.30 | 18.42 | 11.92 | 14.47 | 21.47 | 13.85 | 36.66 | 12.86 | 15.45 | 7.61 | 13.94 | 18.18 |
| Draw Down(%) | NA | 9.00 | 16.60 | 22.62 | 36.91 | NA | NA | … | … | 9.00 | 15.89 | 8.02 | 13.97 | 22.62 | 6.08 | 36.91 | 8.07 | 19.98 | 3.85 | 10.90 | 12.80 |
| Yield(%) | 0.00 | 9.52 | 7.12 | 4.80 | 6.03 | 3.94 | 2.96 | … | … | 0.00 | 9.82 | 6.79 | 2.23 | 1.74 | 5.04 | 2.00 | 2.73 | 4.18 | 7.25 | 2.65 | 0.56 |
Data as of 06/04/2026, 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 |
|---|---|---|---|---|
| CFJIX (Calvert US Large Cap Value Resp Index Fu) |
-1.69%
Mar 2017 – Mar 2020 |
5.60%
Sep 2017 – Sep 2022 |
9.11%
Jul 2015 – Jul 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFJIX (Calvert US Large Cap Value Resp Index Fu) |
20.73%
May 2023 – May 2026 |
15.55%
Mar 2020 – Mar 2025 |
12.07%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart