Overview

Description

The Calvert International Responsible Index (Ticker: CALDMI) 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 universe of the 1000 largest companies in international developed markets. The Index is reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Sep 30, 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 CALDMI
Total Return Ticker Symbol CALDMITR

Top 10 Constituents (%)3,4 as of Sep 30, 2024

Taiwan Semiconductor Manufacturing Co Ltd 3.33
Novo Nordisk A/S 1.76
ASML Holding NV 1.57
Nestle SA 1.29
Samsung Electronics Co Ltd 1.25
SAP SE 1.18
AstraZeneca PLC 1.15
Toyota Motor Corp 1.09
Roche Holding AG 1.06
Novartis AG 1.03
Total 14.72

1. Prior to 11/06/2017, Index was called Calvert Developed Markets Ex-U.S. Responsible Index.
2. 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.
3. Top 10 Holdings excludes cash and equivalents.
4. Percent of total net assets.

Performance

Historical Returns (%) as of Sep 30, 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.
 

Calendar Year Returns (%)

2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Calvert International Responsible Index — — 0.67 25.61 -14.18 25.21 15.33 12.85 -19.43 20.34
MSCI World ex USA Index2 -4.32 -3.04 2.75 24.21 -14.09 22.49 7.59 12.62 -14.29 17.94

2. 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 Sep 30, 2024

Median Market Cap $13.2B
Average Market Cap $113.2B
Price/Earnings Ratio 15.61
Price/Book Ratio 2.02

GICS Sector Breakdown (%)4 as of Sep 30, 2024

 

Index Constituents (%)5 as of Aug 31, 2024

Holding % of Index
Taiwan Semiconductor Manufacturing Co Ltd 3.28%
Novo Nordisk A/S 2.05%
ASML Holding NV 1.70%
Samsung Electronics Co Ltd 1.49%
Nestle SA 1.38%
AstraZeneca PLC 1.30%
Toyota Motor Corp 1.18%
SAP SE 1.16%
Roche Holding AG 1.12%
Novartis AG 1.08%
View All

4. Percent of total net assets.
5. Percent of index holdings.

Literature

Literature

Holdings - Form N-PORT

Download Holdings - Form N-PORT

Index Rules and Methodology

Download Index Rules and Methodology - Last updated: Sep 12, 2024