Overview

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. Performance prior to December 31, 2016 reflects the performance of the Fund’s former adviser, Calvert Investment Management, Inc.
 

Fund Facts as of Mar 31, 2024

Class R6 Inception 02/01/2019
Performance Inception 10/30/2015
Investment Objective Track performance of the Calvert International Responsible Index
Total Net Assets $994.9M
Minimum Investment $5000000
Expense Ratio (Gross)3 0.37%
Expense Ratio (Net)3,4 0.26%
CUSIP 13161Y848

Top 10 Holdings (%)5,6 as of Mar 31, 2024

Taiwan Semiconductor Manufacturing Co Ltd 2.74
Novo Nordisk A/S 1.98
ASML Holding NV 1.89
Samsung Electronics Co Ltd 1.64
Nestle SA 1.45
Toyota Motor Corp 1.26
Linde PLC 1.19
LVMH Moet Hennessy Louis Vuitton SE 1.19
AstraZeneca PLC 1.08
SAP SE 1.05
Total 15.47
 

Percentages may not total 100% due to rounding.

RISK CONSIDERATIONS 

The value of investments held by the Fund may increase or decrease in response to economic, and financial events (whether real, expected or perceived) in the U.S. and global markets. The Fund's performance may not match or correlate to that of its Index, either on a daily or aggregate basis due to factors such as Fund expenses, imperfect correlation, rounding of share prices, changes to the composition of the Index, regulatory policies, high portfolio turnover and the use of leverage (if any). The Fund expects to hold the common stock of each company in the index it is designed to track, regardless of market conditions or individual investment performance, which could cause the Fund to underperform funds that employ an active strategy. The value of equity securities is sensitive to stock market volatility. Investments in foreign instruments or currencies can involve greater risk and volatility than U.S. investments because of adverse market, economic, political, regulatory, geopolitical, currency exchange rates or other conditions. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. The Fund is exposed to liquidity risk when trading volume, lack of a market maker or trading partner, large position size, market conditions, or legal restrictions impair its ability to sell particular investments or to sell them at advantageous market prices. No fund is a complete investment program and you may lose money investing in a fund. The Fund may engage in other investment practices that may involve additional risks and you should review the Fund prospectus for a complete description.


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. Performance prior to December 31, 2016 reflects the performance of the Fund’s former adviser, Calvert Investment Management, Inc.
 

Calendar Year Returns (%)

2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund at NAV 24.44 15.33 12.55 -19.17 20.00
MSCI World ex USA Index1 -4.32 -3.04 2.75 24.21 -14.09 22.49 7.59 12.62 -14.29 17.94
Calvert International Responsible Index2 0.67 25.61 -14.18 25.21 15.33 12.85 -19.43 20.34
 

Fund Facts

Class R6 Inception 02/01/2019
Performance Inception 10/30/2015
Expense Ratio (Gross)3 0.37%
Expense Ratio (Net)3,4 0.26%
Distribution Frequency Annually

Risk Measures (3 Year)8 as of Mar 31, 2024

Alpha (%) -1.22
Beta 1.08
R-Squared (%) 96.72
Standard Deviation (%) 18.46
Sharpe Ratio 0.07
 

NAV History

Date NAV NAV Change
Apr 24, 2024 $29.48 -$0.05
Apr 23, 2024 $29.53 $0.32
Apr 22, 2024 $29.21 $0.36
Apr 19, 2024 $28.85 -$0.12
Apr 18, 2024 $28.97 -$0.01
Apr 17, 2024 $28.98 -$0.04
Apr 16, 2024 $29.02 -$0.26
Apr 15, 2024 $29.28 -$0.13
Apr 12, 2024 $29.41 -$0.53
Apr 11, 2024 $29.94 $0.07
 

Distribution History9

Ex-Date Distribution Reinvest NAV
Dec 21, 2023 $0.59190 $28.37
Dec 22, 2022 $0.49350 $24.45
Dec 21, 2021 $0.62800 $30.16
No records in this table indicates that there has not been a distribution greater than .0001 within the past 3 years.
Fund prospectus
 

Capital Gain History9

Ex-Date Short-Term Long-Term Reinvest NAV
No records in this table indicates that there has not been a capital gain greater than .0001 within the past 3 years.
Fund prospectus

Percentages may not total 100% due to rounding.

RISK CONSIDERATIONS 

The value of investments held by the Fund may increase or decrease in response to economic, and financial events (whether real, expected or perceived) in the U.S. and global markets. The Fund's performance may not match or correlate to that of its Index, either on a daily or aggregate basis due to factors such as Fund expenses, imperfect correlation, rounding of share prices, changes to the composition of the Index, regulatory policies, high portfolio turnover and the use of leverage (if any). The Fund expects to hold the common stock of each company in the index it is designed to track, regardless of market conditions or individual investment performance, which could cause the Fund to underperform funds that employ an active strategy. The value of equity securities is sensitive to stock market volatility. Investments in foreign instruments or currencies can involve greater risk and volatility than U.S. investments because of adverse market, economic, political, regulatory, geopolitical, currency exchange rates or other conditions. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. The Fund is exposed to liquidity risk when trading volume, lack of a market maker or trading partner, large position size, market conditions, or legal restrictions impair its ability to sell particular investments or to sell them at advantageous market prices. No fund is a complete investment program and you may lose money investing in a fund. The Fund may engage in other investment practices that may involve additional risks and you should review the Fund prospectus for a complete description.


Portfolio

Asset Mix (%)6 as of Mar 31, 2024

Portfolio Statistics as of Mar 31, 2024

Number of Holdings 815
 

GICS Sector Breakdown (%)6 as of Mar 31, 2024

Assets by Country (%)10 as of Mar 31, 2024

Japan 17.27
United Kingdom 9.88
France 9.39
Canada 9.19
Switzerland 7.05
Germany 6.56
United States 5.51
Australia 5.23
Taiwan 5.08
Other 6.37
View All
 

Geographic Mix (%)6 as of Mar 31, 2024

Europe 49.78
Asia/Pacific 34.35
North America 14.57
MiddleEast 0.45
Africa 0.31
Latin America/Caribbean 0.25
Cash & Other Assets 0.28
Total 100.00
 

Fund Holdings (%)6,11 as of Feb 29, 2024

Holding % of Net Assets
Taiwan Semiconductor Manufacturing Co Ltd 2.58%
ASML Holding NV 1.91%
Novo Nordisk A/S 1.87%
Toyota Motor Corp 1.62%
Samsung Electronics Co Ltd 1.52%
Nestle SA 1.42%
LVMH Moet Hennessy Louis Vuitton SE 1.23%
Linde PLC 1.18%
SAP SE 1.03%
AstraZeneca PLC 1.02%
View All

Percentages may not total 100% due to rounding.

RISK CONSIDERATIONS 

The value of investments held by the Fund may increase or decrease in response to economic, and financial events (whether real, expected or perceived) in the U.S. and global markets. The Fund's performance may not match or correlate to that of its Index, either on a daily or aggregate basis due to factors such as Fund expenses, imperfect correlation, rounding of share prices, changes to the composition of the Index, regulatory policies, high portfolio turnover and the use of leverage (if any). The Fund expects to hold the common stock of each company in the index it is designed to track, regardless of market conditions or individual investment performance, which could cause the Fund to underperform funds that employ an active strategy. The value of equity securities is sensitive to stock market volatility. Investments in foreign instruments or currencies can involve greater risk and volatility than U.S. investments because of adverse market, economic, political, regulatory, geopolitical, currency exchange rates or other conditions. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. The Fund is exposed to liquidity risk when trading volume, lack of a market maker or trading partner, large position size, market conditions, or legal restrictions impair its ability to sell particular investments or to sell them at advantageous market prices. No fund is a complete investment program and you may lose money investing in a fund. The Fund may engage in other investment practices that may involve additional risks and you should review the Fund prospectus for a complete description.


Management

Thomas C. Seto

Thomas C. Seto

Managing Director

Biography

Tom is a managing director and head of investment management at Parametric Portfolio Associates LLC. He leads Parametric's portfolio management and trading functions for the firm's equity strategies. He is also a vice president and portfolio manager for Calvert Research and Management. He joined Parametric in 1998.

Tom began his career in the investment management industry in 1991. Before joining Parametric, he served as the head of U.S. equity index investments at Barclays Global Investors.

Tom earned a B.S. in electrical engineering from the University of Washington and an MBA from the University of Chicago Booth School of Business.

Education
  • B.S. University of Washington
  • M.B.A Booth School of Business, University of Chicago

Experience
  • Managed Fund since 2016

 

Literature

Literature

Fact Sheet

Download Fact Sheet - Last updated: Mar 31, 2024

Annual Report

Download Annual Report - Last updated: Sep 30, 2023

Full Prospectus

Download Full Prospectus - Last updated: Feb 1, 2024

Q1 Holdings

Download Q1 Holdings - Last updated: Dec 31, 2023

Q3 Holdings

Download Q3 Holdings - Last updated: Jun 30, 2023

SAI

Download SAI - Last updated: Feb 1, 2024

Semi-Annual Report

Download Semi-Annual Report - Last updated: Mar 31, 2023

Summary Prospectus

Download Summary Prospectus - Last updated: Feb 1, 2024