Overview

Description

Calvert US Mid-Cap Core Responsible Index (Ticker: CALMID) is composed of companies that operate their businesses in a manner that is consistent with The Calvert Principles for Responsible Investment and are selected from a universe of the 200th to 1000th largest US companies by market capitalization. The Index is reviewed at least annually and rebalanced quarterly.
 

Historical Returns (%) as of Dec 31, 2023

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 CALMID
Total Return Ticker Symbol CALMIDTR

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

Trane Technologies PLC 0.70
PACCAR Inc 0.64
Hilton Worldwide Holdings Inc 0.60
Ross Stores Inc 0.58
Nucor Corp 0.57
Carrier Global Corp 0.57
United Rentals Inc 0.55
DR Horton Inc 0.53
Sysco Corp 0.52
Bank of New York Mellon Corp 0.52
Total 5.77

Performance

Historical Returns (%) as of Dec 31, 2023

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 Mid-Cap Core Responsible Index -2.44 15.72 19.54 -8.89 31.47 24.06 22.58 -17.32 17.23
Russell Midcap® Index1 13.22 -2.44 13.80 18.52 -9.06 30.54 17.10 22.58 -17.32 17.23

Portfolio

Index Statistics as of Jan 31, 2024

Median Market Cap $9.1B
Average Market Cap $20.5B
Price/Earnings Ratio 17.61
Price/Book Ratio 2.93
Number of Holdings 613

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

 

Index Constituents (%)4 as of Oct 31, 2023

Holding % of Index
Trane Technologies PLC 0.63%
PACCAR Inc 0.62%
Hilton Worldwide Holdings Inc 0.58%
Carrier Global Corp 0.57%
Ross Stores Inc 0.57%
Centene Corp 0.56%
Constellation Energy Corp 0.55%
Nucor Corp 0.54%
Old Dominion Freight Line Inc 0.52%
Baker Hughes Co 0.52%
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Literature

Literature

Invest with Impact

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Index Rules and Methodology

Download Index Rules and Methodology - Last updated: Dec 9, 2022