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 Sep 30, 2022

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 Oct 31, 2022

Apple Inc 7.22
Microsoft Corp 5.03
Alphabet Inc - CL A 3.23
Amazon.com Inc 2.74
Tesla Inc 1.83
JPMorgan Chase & Co 1.22
Visa Inc 1.13
NVIDIA Corp 1.07
Procter & Gamble Co 1.04
Eli Lilly & Co 1.01
Total 25.51

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 Sep 30, 2022

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 (%)

2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
Calvert US Large-Cap Core Responsible Index 18.00 35.69 14.77 1.44 12.05 21.69 -3.86 33.36 26.57 26.45
Russell 1000® Index1 16.42 33.11 13.24 0.92 12.05 21.69 -4.78 31.43 20.96 26.45

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 Oct 31, 2022

Median Market Cap $11.5B
Average Market Cap $434.9B
Price/Earnings Ratio 17.38
Price/Book Ratio 3.81

Sector Breakdown (%) as of Oct 31, 2022

Information Technology 29.55
Health Care 16.06
Financials 12.90
Consumer Discretionary 11.79
Industrials 9.74
Comm. Services 7.21
Consumer Staples 7.06
Materials 2.73
Utilities 2.46
Energy 0.28
View All
 

GICS Sector Breakdown (%)3 as of Oct 31, 2022

 

Index Constituents (%)4 as of Oct 31, 2022

Holding % of Index
Apple Inc 7.22%
Microsoft Corp 5.03%
Alphabet Inc - CL A 3.23%
Amazon.com Inc 2.74%
Tesla Inc 1.83%
JPMorgan Chase & Co 1.22%
Visa Inc 1.13%
NVIDIA Corp 1.07%
Procter & Gamble Co 1.04%
Eli Lilly & Co 1.01%
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

Invest with Impact

Download Invest with Impact

Index Rules and Methodology

Download Index Rules and Methodology - Last updated: Jan 27, 2021

Historical Index Rules and Methodology

Download Historical Index Rules and Methodology - Last updated: Jun 14, 2018