CMJAX Performance — Calvert U.S. Mid Cap Core Responsible Index Fund, Class A
Data updated: 2026-08-27
CMJAX returned +19.32% year to date and +26.84% over one year to Jun 2026. Annualised returns are +15.56% over 3 years and +7.53% over 5 years. The fund beat its US Mid-Cap Blend category average: $100 invested three years ago grew to $154, against $150 for the category, and to $127 over one year, against $122. Volatility over the past three years was 15.97% a year. In the 12 months to Jun 2026 the fund lost a net $45.8M, and assets reached $503.08M.
CMJAX Growth of $100
What $100 invested in Calvert U.S. Mid Cap Core Responsible Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | CMJAX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $127 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $154 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $144 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $217 | $208 |
CMJAX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +19.32% |
| 1 year | +26.84% |
| 3 years (annualised) | +15.56% |
| 5 years (annualised) | +7.53% |
CMJAX Annual Returns
Calendar-year total returns of Calvert U.S. Mid Cap Core Responsible Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +19.32% |
| 2025 | +9.09% |
| 2024 | +12.23% |
| 2023 | +14.97% |
| 2022 | −19.30% |
| 2021 | +20.92% |
| 2020 | +23.70% |
| 2019 (Jul–Dec) | +7.21% |
CMJAX 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 | +3.2% | +3.4% | −6.3% | +9.1% | +4.1% | +5.1% | — | — | — | — | — | — |
| 2025 | +4.3% | −3.0% | −5.4% | −1.5% | +5.6% | +3.2% | +1.6% | +2.4% | +0.9% | −0.3% | +1.7% | 0.0% |
| 2024 | −1.5% | +5.7% | +4.0% | −6.1% | +2.5% | −0.8% | +5.1% | +1.7% | +2.3% | −1.4% | +7.9% | −6.9% |
| 2023 | +8.7% | −2.3% | −1.7% | −1.2% | −2.6% | +8.4% | +3.3% | −3.9% | −5.4% | −5.9% | +10.2% | +8.4% |
| 2022 | −8.2% | −1.1% | +1.0% | −8.4% | −0.3% | −8.9% | +9.8% | −3.3% | −8.8% | +8.5% | +6.1% | −5.1% |
| 2021 | +0.1% | +5.1% | +2.3% | +4.8% | +0.3% | +0.8% | +1.3% | +2.7% | −4.5% | +5.7% | −2.9% | +3.9% |
| 2020 | −1.2% | −8.3% | −17.2% | +13.9% | +8.1% | +2.1% | +5.7% | +3.9% | −1.3% | +1.7% | +13.4% | +5.0% |
| 2019 | — | — | — | — | — | — | +1.7% | −4.2% | +1.8% | +1.4% | +4.8% | +1.8% |
CMJAX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 15.97%
- 3-year Sharpe ratio: 0.69 (vs 4.5% risk-free rate)
- Best month: +10.21% (Nov 2023)
- Worst month: −6.86% (Dec 2024)
CMJAX Fund Flows
Monthly money in and out of Calvert U.S. Mid Cap Core Responsible Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$45.8M
- 12-month gross sales (incl. reinvestments): $96.6M
- Sales ÷ redemptions: 0.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $8.6M | $11.8M | −$3.2M |
| May 2026 | $6.1M | $6.1M | $36K |
| Apr 2026 | $7.4M | $8.7M | −$1.3M |
| Mar 2026 | $6.2M | $6.8M | −$605K |
| Feb 2026 | $5.2M | $6.0M | −$827K |
| Jan 2026 | $7.6M | $6.5M | $1.0M |
| Dec 2025 | $25.3M | $21.6M | $3.7M |
| Nov 2025 | $5.5M | $14.8M | −$9.2M |
| Oct 2025 | $5.1M | $8.5M | −$3.4M |
| Sep 2025 | $6.4M | $11.9M | −$5.5M |
| Aug 2025 | $6.4M | $15.1M | −$8.7M |
| Jul 2025 | $6.9M | $24.5M | −$17.6M |
CMJAX Assets Under Management
Net assets of Calvert U.S. Mid Cap Core Responsible Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $503.08M |
| 2026-03-31 | $425.33M |
| 2025-12-31 | $425.53M |
| 2025-09-30 | $447.27M |
| 2025-06-30 | $457.23M |
| 2025-03-31 | $444.34M |
| 2024-12-31 | $454.25M |
| 2024-09-30 | $477.65M |
| 2024-06-30 | $441.65M |
| 2024-03-31 | $462.18M |
| 2023-12-31 | $430.29M |
| 2023-09-30 | $417.08M |
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.