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) | 19.11% | 34.21% | 19.55% | 10.22% | 12.06% | NA | NA | … | … |
Data as of 06/16/2026, 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 | 06/16/2026 |
| 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 (%) | 3.13 | 34.21 | 19.55 | 10.22 | 12.06 | NA | NA | … | … | 19.11 | 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 | 2.28 | 1.17 | 0.45 | 0.56 | NA | NA | … | … | 2.90 | 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 | 13.11 | 14.18 | 16.01 | 18.06 | NA | NA | … | … | 14.77 | 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 | 9.33 | 6.64 | 4.71 | 5.82 | 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 06/16/2026, 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