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, 2021

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 (%)2,3 as of Jun 30, 2021

Apple Inc 8.00
Microsoft Corp 7.05
Amazon.com Inc 5.25
Alphabet Inc - CL A 5.04
Tesla Inc 1.85
NVIDIA Corp 1.68
JPMorgan Chase & Co 1.64
PayPal Holdings Inc 1.20
Home Depot Inc 1.19
Procter & Gamble Co 1.16
Total 34.05

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


Performance

Historical Returns (%) as of Sep 30, 2021

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.


Portfolio

Index Statistics as of Jun 30, 2021

Median Market Cap $15.9B
Average Market Cap $616.4B
Price/Earnings Ratio 23.37
Price/Book Ratio 5.11
Number of Holdings 565

Sector Breakdown (%) as of Jun 30, 2021

Information Technology 32.86
Consumer Discretionary 15.06
Health Care 12.96
Financials 12.24
Comm. Services 10.61
Industrials 7.54
Consumer Staples 5.79
Materials 1.60
Utilities 1.14
Real Estate 0.15
View All
 

GICS Sector Breakdown (%)3 as of Jun 30, 2021

 

Index Constituents (%)3,4 as of Aug 31, 2021

Holding % of Index
Apple Inc 8.38%
Microsoft Corp 7.41%
Alphabet Inc - CL A 5.64%
Amazon.com Inc 5.00%
Tesla Inc 1.89%
NVIDIA Corp 1.77%
JPMorgan Chase & Co 1.59%
Procter & Gamble Co 1.15%
Home Depot Inc 1.15%
PayPal Holdings Inc 1.12%
View All

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


Literature

Literature

Index Rules and Methodology

Download Index Rules and Methodology - Last updated: Jan 12, 2021