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 Mar 31, 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 (%)2,3 as of Mar 31, 2024

Microsoft Corp 13.98
Apple Inc 12.01
Eli Lilly & Co 3.00
Broadcom Inc 2.76
JPMorgan Chase & Co 2.60
UnitedHealth Group Inc 2.07
Visa Inc 2.00
Mastercard Inc 1.81
Home Depot Inc 1.73
Merck & Co Inc 1.51
Total 43.46

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. Top 10 Holdings excludes cash and equivalents.
3. Percent of total net assets.

Performance

Historical Returns (%) as of Mar 31, 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.

Portfolio

Index Statistics as of Mar 31, 2024

Median Market Cap $18.0B
Average Market Cap $914.5B
Price/Earnings Ratio 21.93
Price/Book Ratio 5.06
Number of Holdings 347

Sector Breakdown (%) as of Mar 31, 2024

Information Technology 39.54
Health Care 17.71
Financials 16.20
Consumer Staples 7.02
Industrials 6.97
Consumer Discretionary 5.69
Comm. Services 3.87
Utilities 1.38
Materials 1.24
Real Estate 0.22
View All
 

GICS Sector Breakdown (%)3 as of Mar 31, 2024

 

Index Constituents (%)3,4 as of Feb 29, 2024

Holding % of Index
Microsoft Corp 13.97%
Apple Inc 12.95%
Eli Lilly & Co 2.95%
Broadcom Inc 2.74%
JPMorgan Chase & Co 2.46%
UnitedHealth Group Inc 2.10%
Visa Inc 2.05%
Mastercard Inc 1.82%
Home Depot Inc 1.74%
Costco Wholesale Corp 1.51%
View All

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


3. Percent of total net assets.
4. 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: May 31, 2023