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, 2023

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 Apr 30, 2023

Novo Nordisk A/S 2.52
Samsung Electronics Co Ltd 2.51
LVMH Moet Hennessy Louis Vuitton SE 2.34
Roche Holding AG 2.14
AstraZeneca PLC 2.04
Novartis AG 1.90
Linde PLC 1.69
SAP SE 1.36
HSBC Holdings PLC 1.32
Unilever PLC 1.29
Total 19.12

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


Performance

Historical Returns (%) as of Mar 31, 2023

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 Apr 30, 2023

Median Market Cap $14.6B
Average Market Cap $95.5B
Price/Earnings Ratio 14.05
Price/Book Ratio 1.89
Number of Holdings 470

Sector Breakdown (%) as of Apr 30, 2023

Financials 25.69
Health Care 15.49
Industrials 13.66
Consumer Discretionary 10.79
Information Technology 8.74
Consumer Staples 8.57
Materials 6.98
Comm. Services 4.69
Utilities 4.56
Real Estate 0.60
View All
 

GICS Sector Breakdown (%)3 as of Apr 30, 2023

 

Index Constituents (%)3,4 as of Mar 31, 2023

Holding % of Index
Samsung Electronics Co Ltd 2.59%
Novo Nordisk A/S 2.46%
LVMH Moet Hennessy Louis Vuitton SE 2.29%
Roche Holding AG 1.99%
AstraZeneca PLC 1.97%
Novartis AG 1.75%
Linde PLC 1.67%
SAP SE 1.29%
HSBC Holdings PLC 1.28%
Royal Bank of Canada 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