Overview

Description

The Calvert US Large-Cap Value Responsible Index (CALVAL) is composed of companies that operate their businesses in a manner that is consistent with The Calvert Principles for Responsible Investment (the “Calvert Principles”) and is a subset of the Calvert Large Cap Core Responsible Index. Those companies that operate their businesses in a manner that is consistent with the Calvert Principles are scored and ranked for value factors to determine placement and weight in the Index. The Index is reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Mar 31, 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 CALVAL
Total Return Ticker Symbol CALVALTR

Top 10 Constituents (%)2,3 as of May 31, 2022

JPMorgan Chase & Co 2.90
Pfizer Inc 2.30
Bank of America Corp 2.03
Procter & Gamble Co 1.84
Verizon Communications Inc 1.68
Comcast Corp 1.53
Costco Wholesale Corp 1.52
Walmart Inc 1.48
Wells Fargo & Co 1.37
Intel Corp 1.34
Total 17.99

Performance

Historical Returns (%) as of Mar 31, 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 Value Responsible Index -3.83 17.74 15.72 -8.27 29.90 9.00 25.16
Russell 1000® Value Index1 17.51 32.53 13.45 -3.83 17.34 13.66 -8.27 26.54 2.80 25.16

Portfolio

Index Statistics as of May 31, 2022

Median Market Cap $10.6B
Average Market Cap $99.4B
Price/Book Ratio 2.25

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

 

Index Constituents (%)4 as of Apr 30, 2022

Holding % of Index
JPMorgan Chase & Co 2.65%
Pfizer Inc 2.15%
Procter & Gamble Co 2.02%
Bank of America Corp 1.97%
Walmart Inc 1.78%
Costco Wholesale Corp 1.76%
Verizon Communications Inc 1.53%
Comcast Corp 1.39%
Intel Corp 1.33%
Wells Fargo & Co 1.33%
View All

Literature

Literature

Invest with Impact

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Index Rules and Methodology

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