JLS vs CVMC

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

JLS vs CVMC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

JLS

$103M

CVMC

$103M

Expense Ratio

JLS

N/A

CVMC

0.15%

Max Drawdown

JLS

51.18%

Winner

CVMC

23.11%

Sharpe Ratio

JLS

-0.13

Winner

CVMC

1.32

5Y Beta

Winner

JLS

0.16

CVMC

0.93

P/E Ratio

JLS

N/A

CVMC

29.96

Forward P/E

JLS

N/A

CVMC

18.53

5Y Dividends CAGR

JLS

17.50%

CVMC

N/A

5Y EPS CAGR

JLS

N/A

CVMC

11.11%

Debt to Equity

JLS

N/A

CVMC

6.35%

P/S Ratio

JLS

N/A

CVMC

1.95

P/B Ratio

JLS

N/A

CVMC

3.23

JLS vs CVMC - Historical Returns

Returns include dividend reinvestment.

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

Winner

JLS

+2.22%

CVMC

+0.89%

JLS

-1.76%

Winner

CVMC

+8.91%

JLS

+1.04%

Winner

CVMC

+12.78%

JLS

+2.76%

Winner

CVMC

+24.53%

5Y(CAGR)

JLS

+5.40%

CVMC

N/A

10Y(CAGR)

JLS

+5.57%

CVMC

N/A

Max(CAGR)

JLS

+6.24%

Winner

CVMC

+12.86%

JLS vs CVMC - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

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

JLS vs CVMC Drawdown Comparison

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

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

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

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

Correlation

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

0.91

-101

Dividend Comparison (2010 - 2026)

JLS vs CVMC dividend yield comparison.

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