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 reconstituted semiannually and rebalanced quarterly.
 

Historical Returns (%) as of Mar 31, 2018

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, 2018

Bank of America Corp
Microsoft Corp
Intel Corp
Citigroup Inc
Pfizer Inc
AT&T Inc
Verizon Communications Inc
Johnson & Johnson
Baker Hughes a GE Co
Coca-Cola Co
Total 22.10

Performance

Historical Returns (%) as of Mar 31, 2018

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 (%)

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017
Calvert US Large-Cap Value Responsible Index 17.74 15.72
Russell 1000® Value Index1 -36.85 19.69 15.51 0.39 17.51 32.53 13.45 -3.83 17.34 13.66

Portfolio

Index Statistics as of Mar 31, 2018

Median Market Cap $8.9B
Average Market Cap $104.2B
Price/Book Ratio 2.24
Number of Constituents 516

GICS Sector Breakdown (%)3 as of Mar 31, 2018

 

Index Constituents (%)4 as of Apr 30, 2018

Holding % of Index
Bank of America Corp 4.08%
Microsoft Corp 3.04%
Citigroup Inc 2.33%
Intel Corp 2.30%
Pfizer Inc 2.25%
Baker Hughes a GE Co 2.07%
Verizon Communications Inc 1.84%
AT&T Inc 1.81%
Merck & Co Inc 1.64%
Coca-Cola Co 1.56%
View All

Literature

Literature

Calvert Principles for Responsible Investment

Download

Index Rules and Methodology

Download - Last updated: Jun 15, 2018