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 Dec 31, 2023

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 Jan 31, 2024

Microsoft Corp 6.85
Apple Inc 6.73
Alphabet Inc - CL A 3.79
NVIDIA Corp 3.54
Amazon.com Inc 3.39
Broadcom Inc 1.42
Eli Lilly & Co 1.41
JPMorgan Chase & Co 1.31
Tesla Inc 1.30
UnitedHealth Group Inc 1.22
Total 30.96

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 Dec 31, 2023

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 (%)

2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Calvert US Large-Cap Core Responsible Index 14.77 1.44 12.05 21.69 -3.86 33.36 26.57 26.45 -19.13 27.63
Russell 1000® Index1 13.24 0.92 12.05 21.69 -4.78 31.43 20.96 26.45 -19.13 26.53

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 Jan 31, 2024

Median Market Cap $12.2B
Average Market Cap $688.5B
Price/Earnings Ratio 21.36
Price/Book Ratio 4.43
Number of Holdings 772

Sector Breakdown (%) as of Jan 31, 2024

Information Technology 32.14
Financials 14.04
Health Care 13.77
Consumer Discretionary 10.84
Industrials 10.14
Comm. Services 7.41
Consumer Staples 6.38
Materials 2.49
Utilities 2.12
Energy 0.41
View All
 

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

 

Index Constituents (%)4 as of Oct 31, 2023

Holding % of Index
Apple Inc 7.33%
Microsoft Corp 6.83%
Alphabet Inc - CL A 3.81%
Amazon.com Inc 3.38%
NVIDIA Corp 2.74%
Tesla Inc 1.62%
Eli Lilly & Co 1.43%
JPMorgan Chase & Co 1.23%
Visa Inc 1.17%
Broadcom Inc 1.06%
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

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Index Rules and Methodology

Download Index Rules and Methodology - Last updated: Dec 9, 2022