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 Jun 30, 2022

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, 2022

Apple Inc 11.34
Microsoft Corp 9.71
Alphabet Inc - CL A 6.42
NVIDIA Corp 1.87
JPMorgan Chase & Co 1.68
Visa Inc 1.66
Pfizer Inc 1.51
Home Depot Inc 1.45
Mastercard Inc 1.39
Eli Lilly & Co 1.32
Total 38.35

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


Performance

Historical Returns (%) as of Jun 30, 2022

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, 2022

Median Market Cap $12.2B
Average Market Cap $623.2B
Price/Earnings Ratio 16.78
Price/Book Ratio 3.89
Number of Holdings 482

Sector Breakdown (%) as of Jun 30, 2022

Information Technology 40.73
Health Care 14.47
Comm. Services 11.64
Financials 10.05
Industrials 7.46
Consumer Discretionary 6.16
Consumer Staples 6.09
Materials 1.65
Utilities 1.38
Real Estate 0.21
View All
 

GICS Sector Breakdown (%)3 as of Jun 30, 2022

 

Index Constituents (%)3,4 as of Jul 31, 2022

Holding % of Index
Apple Inc 12.41%
Microsoft Corp 9.77%
Alphabet Inc - CL A 6.31%
NVIDIA Corp 2.06%
Visa Inc 1.64%
JPMorgan Chase & Co 1.59%
Home Depot Inc 1.46%
Mastercard Inc 1.44%
Pfizer Inc 1.34%
Eli Lilly & Co 1.23%
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: Jun 1, 2022