Kirschner, they may be making enough steps even when the circles do not scale correctly on either axis as it can, as john says either be loose belts or one of the axes skipping when moving fast.

So check with both a square calibration and a circle calibration, you may want to tighten all belts before doing so (if you have several belts for one axis make sure that they share the same tension)
also dont leave the printer while calibrating, so that you can hear if the belts are skipping (this often produces an awful mechanical noise)

If they are skipping, you should make sure that the belts arent too tight nor too loose. if they are properly set you may add a little more power to them by turning the pot for the respective motor clockwise until it starts clicking and then back until it dosent click anymore (dont flame me on this as this may not be safe for the motors in the long haul)
then lastly check for things that may jam the movement in the construction (maybe an x-axis that tilts slightly over the y-axis)

all of this may or may not work on your printer, but at least it worked for me when i had problems like yours