Overview

Description

The Calvert International Diversity Research Index (CALIDI) 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 common stocks of the 500 largest publicly traded companies located in or tied economically to Europe and the common stocks of the 500 largest publicly traded companies located in or tied economically to other non-U.S. and non-European developed markets. 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

Past performance is no guarantee of future results. Investment return and principal value will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Performance is for the stated time period only; due to market volatility, the Fund’s current performance may be lower or higher than quoted. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) with all distributions reinvested. Returns for other classes of shares offered by the Fund are different. Performance less than or equal to one year is cumulative.
 

Index Facts

Price Ticker Symbol CALIDI
Total Return Ticker Symbol CALIDITR

Top 10 Constituents (%)2,3 as of Mar 31, 2024

Novo Nordisk A/S 4.07
LVMH Moet Hennessy Louis Vuitton SE 2.31
SAP SE 2.00
AstraZeneca PLC 1.98
Novartis AG 1.85
Roche Holding AG 1.84
HSBC Holdings PLC 1.46
Royal Bank of Canada 1.41
Siemens AG 1.31
Unilever PLC 1.23
Total 19.46

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


1. MSCI World ex USA Index is an unmanaged index of equity securities in the developed markets, excluding the United States. 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

Past performance is no guarantee of future results. Investment return and principal value will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Performance is for the stated time period only; due to market volatility, the Fund’s current performance may be lower or higher than quoted. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) with all distributions reinvested. Returns for other classes of shares offered by the Fund are different. 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 ex USA Index is an unmanaged index of equity securities in the developed markets, excluding the United States. 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 Mar 31, 2024

Median Market Cap $14.8B
Average Market Cap $103.3B
Price/Earnings Ratio 14.90
Price/Book Ratio 2.12
Number of Holdings 416

Sector Breakdown (%) as of Mar 31, 2024

Financials 26.08
Health Care 17.22
Industrials 14.67
Consumer Discretionary 9.97
Information Technology 8.83
Consumer Staples 6.42
Materials 5.82
Comm. Services 4.69
Utilities 4.41
Energy 1.12
View All
 

GICS Sector Breakdown (%)3 as of Mar 31, 2024

 

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

Holding % of Index
Novo Nordisk A/S 3.86%
LVMH Moet Hennessy Louis Vuitton SE 2.40%
Novartis AG 2.04%
SAP SE 1.95%
Roche Holding AG 1.94%
AstraZeneca PLC 1.89%
HSBC Holdings PLC 1.50%
Siemens AG 1.39%
Royal Bank of Canada 1.37%
Schneider Electric SE 1.24%
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