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 Jun 30, 2024

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 Jun 30, 2024

Microsoft Corp 6.67
Apple Inc 6.58
NVIDIA Corp 5.96
Alphabet Inc - CL A 4.19
Amazon.com Inc 3.72
Eli Lilly & Co 1.69
Broadcom Inc 1.63
JPMorgan Chase & Co 1.30
Tesla Inc 1.25
UnitedHealth Group Inc 1.08
Total 34.07

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 Jun 30, 2024

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 11.03 21.46 -3.86 33.36 26.57 26.11 -21.62 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 Jun 30, 2024

Median Market Cap $13.7B
Average Market Cap $914.8B
Price/Earnings Ratio 23.13
Price/Book Ratio 4.74
Number of Holdings 788

Sector Breakdown (%) as of Jun 30, 2024

Information Technology 33.21
Financials 13.43
Health Care 12.29
Consumer Discretionary 10.36
Industrials 9.57
Comm. Services 7.25
Consumer Staples 5.91
Real Estate 2.92
Materials 2.86
Utilities 1.77
View All
 

GICS Sector Breakdown (%)3 as of Jun 30, 2024

 

Index Constituents (%)4 as of Mar 31, 2024

Holding % of Index
Microsoft Corp 6.69%
Apple Inc 5.76%
NVIDIA Corp 4.78%
Alphabet Inc - CL A 3.75%
Amazon.com Inc 3.69%
Eli Lilly & Co 1.55%
Broadcom Inc 1.44%
JPMorgan Chase & Co 1.37%
Tesla Inc 1.16%
UnitedHealth Group Inc 1.11%
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

Index Rules and Methodology

Download Index Rules and Methodology - Last updated: May 17, 2024