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, 2021

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, 2021

JPMorgan Chase & Co 3.55
Bank of America Corp 2.37
Verizon Communications Inc 1.93
AT&T Inc 1.75
Comcast Corp 1.71
Walmart Inc 1.53
Pfizer Inc 1.51
Walt Disney Co 1.47
Coca-Cola Co 1.42
Wells Fargo & Co 1.35
Total 18.59

Performance

Historical Returns (%) as of Mar 31, 2021

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 (%)

2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
Calvert US Large-Cap Value Responsible Index 17.74 15.72 -10.26 29.90 9.00
Russell 1000® Value Index1 0.39 17.51 32.53 13.45 -3.83 17.34 13.66 -8.27 26.54 2.80

Portfolio

Index Statistics as of Mar 31, 2021

Median Market Cap $10.9B
Average Market Cap $107.7B
Price/Book Ratio 2.53

GICS Sector Breakdown (%)3 as of Mar 31, 2021

 

Index Constituents (%)4 as of Apr 30, 2021

Holding % of Index
JPMorgan Chase & Co 3.45%
Bank of America Corp 2.39%
Verizon Communications Inc 1.84%
AT&T Inc 1.75%
Comcast Corp 1.70%
Pfizer Inc 1.55%
Walmart Inc 1.51%
Wells Fargo & Co 1.49%
Walt Disney Co 1.43%
Coca-Cola Co 1.40%
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Literature

Literature

Invest with Impact

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Index Rules and Methodology

Download - Last updated: Jan 27, 2021