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 Mar 31, 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 Mar 31, 2024

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
Total 31.32

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.


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

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.


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 $13.5B
Average Market Cap $735.9B
Price/Earnings Ratio 22.11
Price/Book Ratio 4.64
Number of Holdings 773

Sector Breakdown (%) as of Mar 31, 2024

Information Technology 31.97
Financials 14.38
Health Care 13.42
Consumer Discretionary 11.03
Industrials 10.48
Comm. Services 7.18
Consumer Staples 6.22
Materials 2.49
Utilities 2.10
Energy 0.46
View All
 

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

 

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

Holding % of Index
Microsoft Corp 6.78%
Apple Inc 6.28%
NVIDIA Corp 4.33%
Amazon.com Inc 3.67%
Alphabet Inc - CL A 3.56%
Eli Lilly & Co 1.57%
Broadcom Inc 1.49%
Tesla Inc 1.34%
JPMorgan Chase & Co 1.33%
Visa Inc 1.12%
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.


3. Percent of total net assets.
4. Percent of index holdings.

Literature

Literature

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Index Rules and Methodology

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