Overview

Description

Calvert Global Developed Markets Diversity Research Index (CALDDI) is composed of companies that operate their businesses in a manner that is consistent with The Calvert Principles for Responsible Investment and are selected from the combination of (i) the common stocks of the 1,000 largest publicly traded U.S. companies by market capitalization, and (ii) the common stocks of 1,000 large publicly traded companies in developed markets, excluding the U.S. As described in the Index Methodology and as determined by Calvert, Index components must meet certain criteria relating to leadership in having a diverse workforce and an equal and inclusive work culture, or demonstrate significant improvement in diversity practices. The Index is reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Mar 31, 2024

Performance of the Index does not reflect the deduction of fees and expenses that would typically be associated with an actual investment and do not represent the performance of the Calvert Fund that seeks to replicate the Index. Investors cannot invest directly in the Index. Performance less than or equal to one year is cumulative.
 

Index Facts

Price Ticker Symbol CALDDI
Total Return Ticker Symbol CALDDITR

Top 10 Constituents (%)2,3 as of Feb 29, 2024

Microsoft Corp 9.62
Apple Inc 8.92
Eli Lilly & Co 2.03
Broadcom Inc 1.89
JPMorgan Chase & Co 1.69
UnitedHealth Group Inc 1.45
Visa Inc 1.41
Mastercard Inc 1.25
Novo Nordisk A/S 1.20
Home Depot Inc 1.20
Total 30.66

Portfolio profile subject to change due to active management. Percentages may not total 100% due to rounding.


1. MSCI World Index is an unmanaged index of equity securities in the developed markets. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index. Historical performance of the index illustrates market trends and does not represent the past or future performance of the fund. MSCI indexes are net of foreign withholding taxes. Source: MSCI. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.
2. Top 10 Holdings excludes cash and equivalents.
3. Percent of total net assets.

Performance

Historical Returns (%) as of Mar 31, 2024

Performance of the Index does not reflect the deduction of fees and expenses that would typically be associated with an actual investment and do not represent the performance of the Calvert Fund that seeks to replicate the Index. Investors cannot invest directly in the Index. Performance less than or equal to one year is cumulative.

Portfolio profile subject to change due to active management. Percentages may not total 100% due to rounding.


1. MSCI World Index is an unmanaged index of equity securities in the developed markets. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index. Historical performance of the index illustrates market trends and does not represent the past or future performance of the fund. MSCI indexes are net of foreign withholding taxes. Source: MSCI. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder.

Portfolio

Index Statistics as of Feb 29, 2024

Median Market Cap $15.4B
Average Market Cap $680.6B
Price/Earnings Ratio 18.63
Price/Book Ratio 3.47
Number of Holdings 765

GICS Sector Breakdown (%)3 as of Feb 29, 2024

 

Index Constituents (%)3,4 as of Feb 29, 2024

Holding % of Index
Microsoft Corp 9.62%
Apple Inc 8.92%
Eli Lilly & Co 2.03%
Broadcom Inc 1.89%
JPMorgan Chase & Co 1.69%
UnitedHealth Group Inc 1.45%
Visa Inc 1.41%
Mastercard Inc 1.25%
Novo Nordisk A/S 1.20%
Home Depot Inc 1.20%
View All

Portfolio profile subject to change due to active management. Percentages may not total 100% due to rounding.


3. Percent of total net assets.
4. The following list reflects unaudited securities holdings (excluding derivatives positions). Holdings information may differ if presented as of trade date. Due to rounding, holdings of less than 0.005% may show as 0.00%. Portfolio information subject to change due to active management.

Literature

Literature

Index Rules and Methodology

Download Index Rules and Methodology - Last updated: May 31, 2023