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 Jun 30, 2019

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 Jun 30, 2019

Microsoft Corp 3.87
Apple Inc 3.41
Amazon.com Inc 3.08
Alphabet Inc - CL A 2.95
JPMorgan Chase & Co 1.52
Visa Inc 1.28
Bank of America Corp 1.18
Procter & Gamble Co 1.15
Pfizer Inc 1.07
Walt Disney Co 1.07
Total 20.56

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 Jun 30, 2019

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 (%)

2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
Calvert US Large-Cap Core Responsible Index 35.12 13.98 0.22 18.00 35.69 14.77 1.44 11.03 21.46 -3.86
Russell 1000® Index1 28.43 16.10 1.50 16.42 33.11 13.24 0.92 12.05 21.69 -4.78

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 Jun 30, 2019

Median Market Cap $8.6B
Average Market Cap $199.9B
Price/Earnings Ratio 17.66
Price/Book Ratio 0.88
Number of Constituents 793

GICS Sector Breakdown (%)3 as of Jun 30, 2019

 

Index Constituents (%)4 as of Jul 31, 2019

Holding % of Index
Microsoft Corp 3.87%
Apple Inc 3.61%
Alphabet Inc - CL A 3.27%
Amazon.com Inc 2.98%
JPMorgan Chase & Co 1.55%
Visa Inc 1.29%
Bank of America Corp 1.23%
Procter & Gamble Co 1.22%
Walt Disney Co 1.07%
Mastercard Inc 1.07%
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: Sep 10, 2019

Historical Index Rules and Methodology

Download - Last updated: Jun 14, 2018