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 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 CALDMI
Total Return Ticker Symbol CALDMITR

Top 10 Constituents (%)3,4 as of May 31, 2024

Taiwan Semiconductor Manufacturing Co Ltd 2.92
Novo Nordisk A/S 2.09
ASML Holding NV 1.85
Samsung Electronics Co Ltd 1.46
Nestle SA 1.46
AstraZeneca PLC 1.25
Linde PLC 1.13
Toyota Motor Corp 1.09
LVMH Moet Hennessy Louis Vuitton SE 1.06
SAP SE 0.97
Total 15.27

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.
 

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

Portfolio

Index Statistics as of May 31, 2024

Median Market Cap $12.4B
Average Market Cap $111.4B
Price/Earnings Ratio 15.50
Price/Book Ratio 2.06

GICS Sector Breakdown (%)4 as of May 31, 2024

 

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

Holding % of Index
Taiwan Semiconductor Manufacturing Co Ltd 2.79%
Novo Nordisk A/S 1.97%
ASML Holding NV 1.87%
Samsung Electronics Co Ltd 1.67%
Nestle SA 1.46%
Toyota Motor Corp 1.25%
Linde PLC 1.20%
LVMH Moet Hennessy Louis Vuitton SE 1.19%
AstraZeneca PLC 1.08%
SAP SE 1.05%
View All

Literature

Literature

Holdings - Form N-PORT

Download Holdings - Form N-PORT

Index Rules and Methodology

Download Index Rules and Methodology - Last updated: May 17, 2024