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, 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 CALVAL
Total Return Ticker Symbol CALVALTR

Top 10 Constituents (%)2,3 as of Mar 31, 2024

JPMorgan Chase & Co 4.38
Bank of America Corp 2.09
Wells Fargo & Co 1.68
Walmart Inc 1.55
Verizon Communications Inc 1.45
Intel Corp 1.41
UnitedHealth Group Inc 1.37
Pfizer Inc 1.31
Uber Technologies Inc 1.27
Goldman Sachs Group Inc 1.15
Total 17.65

1. Russell 1000® Value Index is an unmanaged index of U.S. large-cap value 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 Value Responsible Index — — 17.74 15.72 -10.26 29.90 9.00 24.90 -11.46 10.00
Russell 1000® Value Index1 13.45 -3.83 17.34 13.66 -8.27 26.54 2.80 25.16 -7.54 11.46

1. Russell 1000® Value Index is an unmanaged index of U.S. large-cap value 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 $11.6B
Average Market Cap $114.0B
Price/Book Ratio 2.18

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

 

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

Holding % of Index
JPMorgan Chase & Co 4.25%
Bank of America Corp 2.00%
Wells Fargo & Co 1.72%
Walmart Inc 1.57%
Verizon Communications Inc 1.43%
Intel Corp 1.41%
Uber Technologies Inc 1.40%
UnitedHealth Group Inc 1.39%
Pfizer Inc 1.27%
Goldman Sachs Group Inc 1.12%
View All

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