CVMC vs EMTL

Comparison between CALVERT US MID-CAP CORE RESPONSIBLE INDEX ETF (CVMC, ETF) and STATE STREET(R) DOUBLELINE(R) EMERGING MARKETS FIXED INCOME ETF (EMTL, ETF).

CVMC vs EMTL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CVMC(ETF)	EMTL(ETF)
Net Assets	$91M	$90M
Expense Ratio	0.15%	0.65%
Max Drawdown	23.11%	29.66%
Sharpe Ratio	1.31	0.64
5Y Beta	0.93	0.10
P/E Ratio	27.65	N/A
Forward P/E	18.21	N/A
5Y Dividends CAGR	N/A	6.64%
5Y EPS CAGR	14.11%	N/A
Debt to Equity	33.21%	N/A
P/S Ratio	1.94	N/A
P/B Ratio	3.16	N/A

Net Assets

Winner

CVMC

$91M

EMTL

$90M

Expense Ratio

Winner

CVMC

0.15%

EMTL

0.65%

Max Drawdown

Winner

CVMC

23.11%

EMTL

29.66%

Sharpe Ratio

Winner

CVMC

1.31

EMTL

0.64

5Y Beta

CVMC

0.93

Winner

EMTL

0.10

P/E Ratio

CVMC

27.65

EMTL

N/A

Forward P/E

CVMC

18.21

EMTL

N/A

5Y Dividends CAGR

CVMC

N/A

EMTL

6.64%

5Y EPS CAGR

CVMC

14.11%

EMTL

N/A

Debt to Equity

CVMC

33.21%

EMTL

N/A

P/S Ratio

CVMC

1.94

EMTL

N/A

P/B Ratio

CVMC

3.16

EMTL

N/A

CVMC vs EMTL - Historical Returns

Returns include dividend reinvestment.

Period	CVMC	EMTL
1 month	+2.88%	+0.13%
3 months	+9.21%	+0.27%
6 months	+13.13%	+0.69%
1 year	+23.70%	+5.23%
5 years(CAGR)	N/A	+1.72%
10 years(CAGR)	N/A	+3.32%
Max(CAGR)	+12.00%	+3.39%

Winner

CVMC

+2.88%

EMTL

+0.13%

Winner

CVMC

+9.21%

EMTL

+0.27%

Winner

CVMC

+13.13%

EMTL

+0.69%

Winner

CVMC

+23.70%

EMTL

+5.23%

5Y(CAGR)

CVMC

N/A

EMTL

+1.72%

10Y(CAGR)

CVMC

N/A

EMTL

+3.32%

Max(CAGR)

Winner

CVMC

+12.00%

EMTL

+3.39%

CVMC vs EMTL - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	CVMC	EMTL
2026	+12.37%	+0.46%
2025	+9.77%	+8.20%
2024	+13.43%	+6.12%
2023	+4.40%	+9.18%
2022	N/A	-14.09%
2021	N/A	+0.73%
2020	N/A	+3.39%
2019	N/A	+11.83%
2018	N/A	-2.19%
2017	N/A	+8.00%
2016	N/A	+5.98%

CVMC vs EMTL Drawdown Comparison

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

The maximum drawdown for EMTL was -22.91%, occurring on Oct 21, 2022. Recovery took 864 trading sessions.

The current CVMC drawdown is -2.33%. The current EMTL drawdown is -0.39%.

Rank	CVMC	EMTL
#1	-22.53% Nov 25, 2024 - Aug 22, 2025	-22.91% Sep 15, 2021 - Feb 25, 2025
#2	-15.90% Jul 19, 2023 - Dec 14, 2023	-14.48% Feb 21, 2020 - Dec 11, 2020
#3	-11.72% Feb 2, 2023 - Jul 18, 2023	-3.82% Sep 11, 2017 - Jan 31, 2019
#4	-9.35% Feb 26, 2026 - Apr 17, 2026	-2.15% Oct 24, 2016 - Feb 2, 2017
#5	-7.27% Mar 28, 2024 - Jul 16, 2024	-2.15% Mar 31, 2025 - Jun 3, 2025
#6	-5.90% Jul 16, 2024 - Aug 21, 2024	-2.00% Jan 23, 2026 - May 29, 2026
#7	-5.45% Oct 27, 2025 - Dec 5, 2025	-1.66% Feb 5, 2021 - Jun 9, 2021
#8	-3.90% Dec 28, 2023 - Feb 8, 2024	-1.64% Aug 9, 2019 - Dec 4, 2019
#9	-3.75% Aug 30, 2024 - Sep 16, 2024	-1.49% Sep 23, 2025 - Jan 5, 2026
#10	-3.44% Oct 3, 2025 - Oct 21, 2025	-1.05% Feb 28, 2017 - Mar 16, 2017
#11	-3.28% May 6, 2026 - May 26, 2026	-1.00% Jun 15, 2017 - Jul 21, 2017
#12	-2.95% Oct 18, 2024 - Nov 6, 2024	-0.86% Apr 6, 2017 - Apr 17, 2017
#13	-2.81% Nov 11, 2024 - Nov 22, 2024	-0.84% Dec 31, 2020 - Feb 5, 2021
#14	-2.33% Jun 4, 2026 - Jun 5, 2026	-0.75% Mar 29, 2017 - Apr 6, 2017
#15	-2.28% Sep 11, 2025 - Oct 3, 2025	-0.73% Jul 20, 2021 - Aug 27, 2021

Correlation

Correlation between CVMC and EMTL is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2016 - 2026)

CVMC vs EMTL dividend yield comparison.

Year	CVMC	EMTL
2026	0.22%	1.99%
2025	1.39%	5.09%
2024	1.21%	5.34%
2023	1.00%	4.78%
2022	0.00%	4.19%
2021	0.00%	5.43%
2020	0.00%	3.28%
2019	0.00%	3.96%
2018	0.00%	3.35%
2017	0.00%	4.16%
2016	0.00%	8.87%