CVMC vs JLS

Comparison between CALVERT US MID-CAP CORE RESPONSIBLE INDEX ETF (CVMC, ETF) and Nuveen Mortgage and Income Fund (JLS, ETF).

CVMC vs JLS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CVMC(ETF)	JLS(ETF)
Net Assets	$103M	$103M
Expense Ratio	0.15%	N/A
Max Drawdown	23.11%	51.18%
Sharpe Ratio	1.32	-0.13
5Y Beta	0.93	0.16
P/E Ratio	29.96	N/A
Forward P/E	18.53	N/A
5Y Dividends CAGR	N/A	17.50%
5Y EPS CAGR	11.11%	N/A
Debt to Equity	6.35%	N/A
P/S Ratio	1.95	N/A
P/B Ratio	3.23	N/A

Net Assets

CVMC

$103M

Winner

JLS

$103M

Expense Ratio

CVMC

0.15%

JLS

N/A

Max Drawdown

Winner

CVMC

23.11%

JLS

51.18%

Sharpe Ratio

Winner

CVMC

1.32

JLS

-0.13

5Y Beta

CVMC

0.93

Winner

JLS

0.16

P/E Ratio

CVMC

29.96

JLS

N/A

Forward P/E

CVMC

18.53

JLS

N/A

5Y Dividends CAGR

CVMC

N/A

JLS

17.50%

5Y EPS CAGR

CVMC

11.11%

JLS

N/A

Debt to Equity

CVMC

6.35%

JLS

N/A

P/S Ratio

CVMC

1.95

JLS

N/A

P/B Ratio

CVMC

3.23

JLS

N/A

CVMC vs JLS - Historical Returns

Returns include dividend reinvestment.

Period	CVMC	JLS
1 month	+0.89%	+2.22%
3 months	+8.91%	-1.76%
6 months	+12.78%	+1.04%
1 year	+24.53%	+2.76%
5 years(CAGR)	N/A	+5.40%
10 years(CAGR)	N/A	+5.57%
Max(CAGR)	+12.86%	+6.24%

CVMC

+0.89%

Winner

JLS

+2.22%

Winner

CVMC

+8.91%

JLS

-1.76%

Winner

CVMC

+12.78%

JLS

+1.04%

Winner

CVMC

+24.53%

JLS

+2.76%

5Y(CAGR)

CVMC

N/A

JLS

+5.40%

10Y(CAGR)

CVMC

N/A

JLS

+5.57%

Max(CAGR)

Winner

CVMC

+12.86%

JLS

+6.24%

CVMC vs JLS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	CVMC	JLS
2026	+17.04%	+2.73%
2025	+9.77%	+10.68%
2024	+13.43%	+17.77%
2023	+4.40%	+15.34%
2022	N/A	-17.75%
2021	N/A	+12.20%
2020	N/A	-5.36%
2019	N/A	+4.30%
2018	N/A	-0.52%
2017	N/A	+17.60%
2016	N/A	+13.96%
2015	N/A	+4.93%
2014	N/A	+6.40%
2013	N/A	-7.06%
2012	N/A	+42.96%
2011	N/A	-11.61%
2010	N/A	+10.36%
2009	N/A	-0.04%

CVMC vs JLS Drawdown Comparison

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

The maximum drawdown for JLS was -35.17%, occurring on Mar 26, 2020. Recovery took 390 trading sessions.

The current CVMC drawdown is -1.48%. The current JLS drawdown is -3.30%.

Rank	CVMC	JLS
#1	-22.53% Nov 25, 2024 - Aug 22, 2025	-35.17% Jan 24, 2020 - Aug 11, 2021
#2	-15.90% Jul 19, 2023 - Dec 14, 2023	-23.51% Oct 28, 2021 - Mar 11, 2024
#3	-11.72% Feb 2, 2023 - Jul 18, 2023	-20.88% Apr 1, 2013 - Jul 6, 2016
#4	-9.35% Feb 26, 2026 - Apr 17, 2026	-17.47% Mar 4, 2011 - Feb 17, 2012
#5	-7.27% Mar 28, 2024 - Jul 16, 2024	-9.28% Mar 10, 2025 - Jun 24, 2025
#6	-5.90% Jul 16, 2024 - Aug 21, 2024	-7.28% Oct 3, 2012 - Dec 6, 2012
#7	-5.45% Oct 27, 2025 - Dec 5, 2025	-6.69% Dec 21, 2009 - Sep 8, 2010
#8	-3.90% Dec 28, 2023 - Feb 8, 2024	-5.40% May 15, 2026 - Jun 22, 2026
#9	-3.75% Aug 30, 2024 - Sep 16, 2024	-5.33% Feb 13, 2026 - Apr 8, 2026
#10	-3.44% Oct 3, 2025 - Oct 21, 2025	-5.25% Nov 27, 2018 - Feb 13, 2019
#11	-3.28% May 6, 2026 - May 26, 2026	-4.91% Dec 12, 2024 - Feb 4, 2025
#12	-3.26% Jun 4, 2026 - Jun 12, 2026	-4.01% Nov 12, 2010 - Dec 23, 2010
#13	-2.95% Oct 18, 2024 - Nov 6, 2024	-3.98% Sep 30, 2019 - Jan 24, 2020
#14	-2.81% Nov 11, 2024 - Nov 22, 2024	-3.95% Dec 29, 2017 - Aug 14, 2018
#15	-2.28% Sep 11, 2025 - Oct 3, 2025	-3.88% Dec 7, 2012 - Jan 4, 2013

Correlation

Correlation between CVMC and JLS is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2010 - 2026)

CVMC vs JLS dividend yield comparison.

Year	CVMC	JLS
2026	0.50%	6.11%
2025	1.39%	10.13%
2024	1.21%	9.91%
2023	1.00%	9.29%
2022	0.00%	6.56%
2021	0.00%	4.61%
2020	0.00%	4.94%
2019	0.00%	6.20%
2018	0.00%	9.31%
2017	0.00%	13.44%
2016	0.00%	7.11%
2015	0.00%	6.68%
2014	0.00%	6.68%
2013	0.00%	12.20%
2012	0.00%	7.60%
2011	0.00%	10.17%
2010	0.00%	7.70%