CVMC vs AFSM

Comparison between CALVERT US MID-CAP CORE RESPONSIBLE INDEX ETF (CVMC, ETF) and FIRST TRUST ACTIVE FACTOR SMALL CAP ETF (AFSM, ETF).

CVMC vs AFSM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CVMC(ETF)	AFSM(ETF)
Net Assets	$98M	$99M
Expense Ratio	0.15%	0.75%
Max Drawdown	23.11%	43.54%
Sharpe Ratio	1.32	1.40
5Y Beta	0.93	1.03
P/E Ratio	32.40	20.53
Forward P/E	20.58	13.07
5Y Dividends CAGR	N/A	14.72%
5Y EPS CAGR	14.15%	11.71%
Debt to Equity	22.98%	-18.16%
P/S Ratio	2.26	1.15
P/B Ratio	3.83	2.22

Net Assets

CVMC

$98M

Winner

AFSM

$99M

Expense Ratio

Winner

CVMC

0.15%

AFSM

0.75%

Max Drawdown

Winner

CVMC

23.11%

AFSM

43.54%

Sharpe Ratio

CVMC

1.32

Winner

AFSM

1.40

5Y Beta

Winner

CVMC

0.93

AFSM

1.03

P/E Ratio

CVMC

32.40

Winner

AFSM

20.53

Forward P/E

CVMC

20.58

Winner

AFSM

13.07

5Y Dividends CAGR

CVMC

N/A

AFSM

14.72%

5Y EPS CAGR

Winner

CVMC

14.15%

AFSM

11.71%

Debt to Equity

CVMC

22.98%

Winner

AFSM

-18.16%

P/S Ratio

CVMC

2.26

Winner

AFSM

1.15

P/B Ratio

CVMC

3.83

Winner

AFSM

2.22

CVMC vs AFSM - Holdings Comparison

CVMC and AFSM have 34 common holdings. Overlap is 1.97%

CVMC's top 25 holdings weight is 38.77%. AFSM's top 25 holdings weight is 19.95%.

Rank	CVMC	AFSM
#1	MARVELL TECHNOLOGY INC (MRVL) - 4.08%	BLOOM ENERGY CORP CLASS A (BE) - 1.99%
#2	SANDISK CORP ORDINARY SHARES (SNDK) - 3.76%	VIAVI SOLUTIONS INC (VIAV) - 1.32%
#3	SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 3.18%	TTM TECHNOLOGIES INC (TTMI) - 1.25%
#4	WESTERN DIGITAL CORP (WDC) - 2.96%	PENGUIN SOLUTIONS INC (PENG) - 0.99%
#5	CORNING INC (GLW) - 2.42%	BLUE BIRD CORP (BLBD) - 0.93%
#6	VERTIV HOLDINGS CO CLASS A (VRT) - 1.96%	CREDO TECHNOLOGY GROUP HOLDING LTD (CRDO) - 0.93%
#7	QUANTA SERVICES INC (PWR) - 1.66%	NATIONAL HEALTHCARE CORP (NHC) - 0.86%
#8	DATADOG INC CLASS A (DDOG) - 1.56%	PAR PACIFIC HOLDINGS INC (PARR) - 0.83%
#9	CIENA CORP (CIEN) - 1.50%	STERLING INFRASTRUCTURE INC (STRL) - 0.81%
#10	CUMMINS INC (CMI) - 1.48%	AMES NATIONAL CORP (ATLO) - 0.80%
#11	HEWLETT PACKARD ENTERPRISE CO (HPE) - 1.36%	NLIGHT INC (LASR) - 0.78%
#12	MONOLITHIC POWER SYSTEMS INC (MPWR) - 1.28%	MATSON INC (MATX) - 0.76%
#13	GENERAL MOTORS CO (GM) - 1.20%	KULICKE & SOFFA INDUSTRIES INC (KLIC) - 0.75%
#14	LUMENTUM HOLDINGS INC (LITE) - 1.20%	ENERSYS (ENS) - 0.71%
#15	COHERENT CORP (COHR) - 1.16%	TRUSTCO BANK CORP N Y (TRST) - 0.70%
#16	ROSS STORES INC (ROST) - 1.14%	LINCOLN EDUCATIONAL SERVICES CORP (LINC) - 0.69%
#17	COMFORT SYSTEMS USA INC (FIX) - 1.10%	POWELL INDUSTRIES INC (POWL) - 0.69%
#18	FORD MOTOR CO (F) - 1.06%	n/a (SPHR) - 0.66%
#19	n/a (WBD) - 1.06%	AXCELIS TECHNOLOGIES INC (ACLS) - 0.66%
#20	FLEX LTD (FLEX) - 1.06%	GARRETT MOTION INC ORDINARY SHARES NEW (GTX) - 0.64%
#21	TERADYNE INC (TER) - 0.52%	n/a (KNSA) - 0.44%
#22	NUCOR CORP (NUE) - 0.52%	PAGSEGURO DIGITAL LTD CLASS A (PAGS) - 0.44%
#23	BAKER HUGHES CO CLASS A (BKR) - 0.52%	n/a (INDV) - 0.44%
#24	UNITED RENTALS INC (URI) - 0.52%	GUARDANT HEALTH INC (GH) - 0.44%
#25	TE CONNECTIVITY PLC REGISTERED SHARES (TEL) - 0.51%	SIRIUSPOINT LTD (SPNT) - 0.44%
Total Holdings	563	293

CVMC vs AFSM - Historical Returns

Returns include dividend reinvestment.

Period	CVMC	AFSM
1 month	+5.16%	+5.09%
3 months	+16.72%	+21.46%
6 months	+15.27%	+17.45%
1 year	+26.05%	+34.37%
5 years(CAGR)	N/A	+9.09%
Max(CAGR)	+12.76%	+11.74%

Winner

CVMC

+5.16%

AFSM

+5.09%

CVMC

+16.72%

Winner

AFSM

+21.46%

CVMC

+15.27%

Winner

AFSM

+17.45%

CVMC

+26.05%

Winner

AFSM

+34.37%

5Y(CAGR)

CVMC

N/A

AFSM

+9.09%

Max(CAGR)

Winner

CVMC

+12.76%

AFSM

+11.74%

CVMC vs AFSM - Annual Returns (2019 - 2026)

Returns include dividend reinvestment.

Year	CVMC	AFSM
2026	+15.19%	+19.60%
2025	+9.77%	+9.99%
2024	+13.43%	+10.93%
2023	+4.40%	+22.85%
2022	N/A	-17.86%
2021	N/A	+27.36%
2020	N/A	+8.73%
2019	N/A	+2.63%

CVMC vs AFSM Drawdown Comparison

The maximum drawdown for CVMC was -22.53%, occurring on Apr 8, 2025. Recovery took 184 trading sessions.

The maximum drawdown for AFSM was -43.54%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.

Rank	CVMC	AFSM
#1	-22.53% Nov 25, 2024 - Aug 22, 2025	-43.54% Jan 16, 2020 - Dec 4, 2020
#2	-15.90% Jul 19, 2023 - Dec 14, 2023	-28.27% Nov 16, 2021 - Feb 15, 2024
#3	-11.72% Feb 2, 2023 - Jul 18, 2023	-25.07% Nov 11, 2024 - Sep 11, 2025
#4	-9.35% Feb 26, 2026 - Apr 17, 2026	-9.56% Feb 26, 2026 - Apr 14, 2026
#5	-7.27% Mar 28, 2024 - Jul 16, 2024	-9.26% Jul 31, 2024 - Oct 14, 2024
#6	-5.90% Jul 16, 2024 - Aug 21, 2024	-8.21% Mar 15, 2021 - Apr 26, 2021
#7	-5.45% Oct 27, 2025 - Dec 5, 2025	-8.17% Feb 12, 2021 - Mar 12, 2021
#8	-3.90% Dec 28, 2023 - Feb 8, 2024	-8.05% Sep 18, 2025 - Dec 10, 2025
#9	-3.75% Aug 30, 2024 - Sep 16, 2024	-7.71% Jul 1, 2021 - Aug 27, 2021
#10	-3.44% Oct 3, 2025 - Oct 21, 2025	-7.54% Mar 28, 2024 - May 15, 2024
#11	-3.28% May 6, 2026 - May 26, 2026	-6.30% Apr 27, 2021 - Jun 1, 2021
#12	-3.26% Jun 4, 2026 - Jun 12, 2026	-5.51% May 15, 2024 - Jul 15, 2024
#13	-2.95% Oct 18, 2024 - Nov 6, 2024	-4.91% Sep 2, 2021 - Oct 20, 2021
#14	-2.81% Nov 11, 2024 - Nov 22, 2024	-4.84% Jun 8, 2021 - Jul 1, 2021
#15	-2.28% Sep 11, 2025 - Oct 3, 2025	-4.45% Jan 22, 2021 - Feb 4, 2021