Overview

Description

The Calvert US Large-Cap Diversity Research Index (CALDEI) 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 1,000 largest publicly traded US companies by market cap. As described in the Index Methodology and as determined by Calvert, Index components must meet certain criteria relating to leadership in having a diverse workforce and an equal and inclusive work culture, or demonstrate significant improvement in diversity practices. The Index is reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Sep 30, 2024

10/31/202409/30/2024
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.
 

Index Facts

Price Ticker Symbol CALDEI
Total Return Ticker Symbol CALDEITR

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

Apple Inc 10.84
NVIDIA Corp 9.87
Microsoft Corp 9.40
Alphabet Inc - CL A 5.99
Broadcom Inc 2.44
Eli Lilly & Co 2.23
JPMorgan Chase & Co 1.99
UnitedHealth Group Inc 1.64
Visa Inc 1.52
Mastercard Inc 1.30
Total 47.23

Portfolio profile subject to change due to active management. Percentages may not total 100% due to rounding.


1. Russell 1000® Index is an unmanaged index of 1,000 U.S. large-cap stocks. 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.
2. Russell 1000® Value Index is an unmanaged index of U.S. large-cap value stocks. 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.
3. Top 10 Holdings excludes cash and equivalents.
4. Percent of total net assets.

Performance

Historical Returns (%) as of Sep 30, 2024

10/31/202409/30/2024
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.

Portfolio profile subject to change due to active management. Percentages may not total 100% due to rounding.


1. Russell 1000® Index is an unmanaged index of 1,000 U.S. large-cap stocks. 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.
2. Russell 1000® Value Index is an unmanaged index of U.S. large-cap value stocks. 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.

Portfolio

Index Statistics as of Oct 31, 2024

Median Market Cap $21.2B
Average Market Cap $1249.5B
Price/Earnings Ratio 23.88
Price/Book Ratio 5.51
Number of Holdings 372

Sector Breakdown (%) as of Oct 31, 2024

Information Technology 43.40
Health Care 14.06
Financials 13.23
Comm. Services 9.96
Industrials 5.94
Consumer Staples 4.60
Consumer Discretionary 4.38
Real Estate 2.18
Utilities 1.58
Materials 0.53
View All
 

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

 

Index Constituents (%)4,5 as of Sep 30, 2024

Holding % of Index
Apple Inc 11.08%
Microsoft Corp 9.87%
NVIDIA Corp 8.96%
Alphabet Inc - CL A 5.76%
Broadcom Inc 2.46%
Eli Lilly & Co 2.36%
JPMorgan Chase & Co 1.87%
UnitedHealth Group Inc 1.69%
Visa Inc 1.43%
Mastercard Inc 1.27%
View All

Portfolio profile subject to change due to active management. Percentages may not total 100% due to rounding.


4. Percent of total net assets.
5. The following list reflects unaudited securities holdings (excluding derivatives positions). Holdings information may differ if presented as of trade date. Due to rounding, holdings of less than 0.005% may show as 0.00%. Portfolio information subject to change due to active management.

Literature

Literature

Index Rules and Methodology

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