CFJIX Performance — Calvert U.S. Large Cap Value Responsible Index Fund, Class I
Data updated: 2026-08-27
CFJIX returned +20.49% year to date and +31.85% over one year to Jun 2026. Annualised returns are +20.05% over 3 years and +10.74% over 5 years. The fund beat its US Large Value category average: $100 invested three years ago grew to $173, against $158 for the category, and to $132 over one year, against $121. Volatility over the past three years was 14.44% a year. In the 12 months to Jun 2026 the fund lost a net $56.7M, and assets reached $2.13B.
CFJIX Growth of $100
What $100 invested in Calvert U.S. Large Cap Value Responsible Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | CFJIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $132 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $173 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $167 | $165 |
| Since data start (Jul 2019 – Jun 2026) | $234 | $223 |
CFJIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +20.49% |
| 1 year | +31.85% |
| 3 years (annualised) | +20.05% |
| 5 years (annualised) | +10.74% |
CFJIX Annual Returns
Calendar-year total returns of Calvert U.S. Large Cap Value Responsible Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +20.49% |
| 2025 | +16.67% |
| 2024 | +14.64% |
| 2023 | +9.82% |
| 2022 | −11.67% |
| 2021 | +24.34% |
| 2020 | +9.05% |
| 2019 (Jul–Dec) | +10.17% |
CFJIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.0% | +2.4% | −5.7% | +9.4% | +4.0% | +5.3% | — | — | — | — | — | — |
| 2025 | +5.2% | +0.3% | −4.2% | −2.5% | +4.1% | +3.9% | −0.4% | +4.2% | +1.6% | −0.2% | +2.8% | +1.2% |
| 2024 | −0.2% | +3.2% | +5.4% | −4.9% | +3.1% | −1.2% | +5.5% | +2.6% | +1.9% | −0.8% | +7.2% | −7.1% |
| 2023 | +6.3% | −2.7% | −3.8% | +0.4% | −4.3% | +7.0% | +4.1% | −3.8% | −4.1% | −3.8% | +8.6% | +7.0% |
| 2022 | −3.4% | −1.8% | +1.1% | −6.4% | +1.3% | −8.6% | +6.3% | −2.4% | −8.9% | +11.1% | +6.5% | −5.0% |
| 2021 | −0.8% | +6.0% | +6.0% | +4.1% | +2.3% | −1.8% | +0.6% | +2.5% | −3.9% | +5.0% | −3.0% | +5.5% |
| 2020 | −2.6% | −9.8% | −15.7% | +11.2% | +4.1% | +0.6% | +4.2% | +4.7% | −1.3% | −0.2% | +13.5% | +3.7% |
| 2019 | — | — | — | — | — | — | +1.9% | −4.2% | +3.9% | +1.9% | +4.0% | +2.4% |
CFJIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 14.44%
- 3-year Sharpe ratio: 1.08 (vs 4.5% risk-free rate)
- Best month: +9.40% (Apr 2026)
- Worst month: −7.08% (Dec 2024)
CFJIX Fund Flows
Monthly money in and out of Calvert U.S. Large Cap Value Responsible Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$56.7M
- 12-month gross sales (incl. reinvestments): $473.9M
- Sales ÷ redemptions: 0.89×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $31.9M | $47.6M | −$15.6M |
| May 2026 | $21.4M | $32.2M | −$10.9M |
| Apr 2026 | $20.1M | $42.3M | −$22.2M |
| Mar 2026 | $23.5M | $33.5M | −$9.9M |
| Feb 2026 | $21.7M | $41.9M | −$20.1M |
| Jan 2026 | $45.7M | $72.4M | −$26.7M |
| Dec 2025 | $175.5M | $76.8M | $98.7M |
| Nov 2025 | $24.0M | $66.5M | −$42.5M |
| Oct 2025 | $42.6M | $33.0M | $9.6M |
| Sep 2025 | $23.0M | $23.6M | −$581K |
| Aug 2025 | $22.2M | $25.7M | −$3.5M |
| Jul 2025 | $22.2M | $35.2M | −$13.1M |
CFJIX Assets Under Management
Net assets of Calvert U.S. Large Cap Value Responsible Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $2.13B |
| 2026-03-31 | $1.82B |
| 2025-12-31 | $1.87B |
| 2025-09-30 | $1.89B |
| 2025-06-30 | $1.81B |
| 2025-03-31 | $1.76B |
| 2024-12-31 | $1.75B |
| 2024-09-30 | $1.88B |
| 2024-06-30 | $1.74B |
| 2024-03-31 | $1.92B |
| 2023-12-31 | $1.78B |
| 2023-09-30 | $1.63B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.