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 Dec 31, 2022

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 Dec 31, 2022

Samsung Electronics Co Ltd 2.56
Novo Nordisk A/S 2.32
Roche Holding AG 2.26
AstraZeneca PLC 2.13
LVMH Moet Hennessy Louis Vuitton SE 2.01
Novartis AG 1.97
Linde PLC 1.75
Royal Bank of Canada 1.41
AIA Group Ltd 1.40
Unilever PLC 1.33
Total 19.13

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


Performance

Historical Returns (%) as of Dec 31, 2022

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.


Portfolio

Index Statistics as of Dec 31, 2022

Median Market Cap $13.2B
Average Market Cap $82.4B
Price/Earnings Ratio 13.36
Price/Book Ratio 1.73
Number of Holdings 456

Sector Breakdown (%) as of Dec 31, 2022

Financials 27.38
Health Care 15.91
Industrials 13.95
Consumer Discretionary 9.71
Information Technology 9.15
Consumer Staples 8.40
Materials 6.18
Comm. Services 4.85
Utilities 3.75
Real Estate 0.71
 

GICS Sector Breakdown (%)3 as of Dec 31, 2022

 

Index Constituents (%)3,4 as of Nov 30, 2022

Holding % of Index
Samsung Electronics Co Ltd 2.75%
Roche Holding AG 2.30%
Novo Nordisk A/S 2.10%
LVMH Moet Hennessy Louis Vuitton SE 2.09%
AstraZeneca PLC 2.08%
Novartis AG 1.91%
Linde PLC 1.79%
Royal Bank of Canada 1.47%
Unilever PLC 1.31%
AIA Group Ltd 1.27%
View All

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


Literature

Literature

Index Rules and Methodology

Download Index Rules and Methodology - Last updated: Dec 9, 2022