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 Sep 30, 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 Sep 30, 2018

JPMorgan Chase & Co
Bank of America Corp
Pfizer Inc
AT&T Inc
Verizon Communications Inc
Procter & Gamble Co
Comcast Corp
Walt Disney Co
International Business Machines Corp
Citigroup Inc
Total 19.87

Performance

Historical Returns (%) as of Sep 30, 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 Sep 30, 2018

Median Market Cap $8.6B
Average Market Cap $77.0B
Price/Book Ratio 2.09
Number of Constituents 500

GICS Sector Breakdown (%)3 as of Sep 30, 2018

 

Index Constituents (%)4 as of Oct 31, 2018

Holding % of Index
JPMorgan Chase & Co 3.55%
Bank of America Corp 2.71%
Pfizer Inc 2.46%
Verizon Communications Inc 2.44%
Procter & Gamble Co 2.25%
AT&T Inc 2.14%
Comcast Corp 1.79%
Walt Disney Co 1.24%
Citigroup Inc 1.09%
Costco Wholesale Corp 1.04%
View All

Literature

Literature

Calvert Principles for Responsible Investment

Download

Index Rules and Methodology

Download - Last updated: Jun 15, 2018