Overview

Description

The Calvert US Large-Cap Core Responsible Index (CALCOR) 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 US-based companies by market cap. The Index is reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Sep 30, 2018

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 CALCOR
Total Return Ticker Symbol CALCORTR

Top 10 Constituents (%)2,3 as of Sep 30, 2018

Apple Inc
Microsoft Corp
Amazon.com Inc
Alphabet Inc - CL A
JPMorgan Chase & Co
Visa Inc
Bank of America Corp
Pfizer Inc
Intel Corp
AT&T Inc
Total 21.11

On June 19, 2015, the Calvert Social Index was renamed the Calvert U.S. Large Cap Core Responsible Index and changed certain of its construction methodologies, including the adoption of the Calvert Principles and a sector-constrained capitalization weighting approach. All data prior to June 19, 2015, reflect the Index’s prior construction methodologies, including Calvert Signature criteria and a modified market capitalization weighting approach.


Performance

Historical Returns (%) as of Sep 30, 2018

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 (%)

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
Calvert US Large-Cap Core Responsible Index -38.07 35.12 13.98 0.22 18.00 35.69 14.77 1.44 11.03 21.46
Russell 1000® Index1 -37.60 28.43 16.10 1.50 16.42 33.11 13.24 0.92 12.05 21.69

On June 19, 2015, the Calvert Social Index was renamed the Calvert U.S. Large Cap Core Responsible Index and changed certain of its construction methodologies, including the adoption of the Calvert Principles and a sector-constrained capitalization weighting approach. All data prior to June 19, 2015, reflect the Index’s prior construction methodologies, including Calvert Signature criteria and a modified market capitalization weighting approach.


Portfolio

Index Statistics as of Sep 30, 2018

Median Market Cap $9.6B
Average Market Cap $207.1B
Price/Earnings Ratio 17.85
Price/Book Ratio 3.52
Number of Constituents 742

GICS Sector Breakdown (%)3 as of Sep 30, 2018

 

Index Constituents (%)4 as of Sep 30, 2018

Holding % of Index
Apple Inc 4.24%
Microsoft Corp 3.31%
Amazon.com Inc 3.24%
Alphabet Inc - CL A 3.16%
JPMorgan Chase & Co 1.55%
Visa Inc 1.26%
Bank of America Corp 1.25%
Pfizer Inc 1.08%
Intel Corp 1.01%
AT&T Inc 1.01%
View All

On June 19, 2015, the Calvert Social Index was renamed the Calvert U.S. Large Cap Core Responsible Index and changed certain of its construction methodologies, including the adoption of the Calvert Principles and a sector-constrained capitalization weighting approach. All data prior to June 19, 2015, reflect the Index’s prior construction methodologies, including Calvert Signature criteria and a modified market capitalization weighting approach.


Literature

Literature

Calvert Principles for Responsible Investment

Download

Index Rules and Methodology

Download - Last updated: Jun 15, 2018

Historical Index Rules and Methodology

Download - Last updated: Jun 14, 2018