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 Jun 30, 2023

08/31/202306/30/2023
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 Aug 31, 2023

Carrier Global Corp 0.64
Trane Technologies PLC 0.61
Nucor Corp 0.58
PACCAR Inc 0.56
ON Semiconductor Corp 0.56
Old Dominion Freight Line Inc 0.55
IQVIA Holdings Inc 0.54
Ross Stores Inc 0.53
Hilton Worldwide Holdings Inc 0.51
Baker Hughes Co 0.50
Total 5.58

1. Russell Midcap® Index is an unmanaged index of U.S. mid-cap 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 Jun 30, 2023

08/31/202306/30/2023
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 (%)

2013 2014 2015 2016 2017 2018 2019 2020 2021 2022
Calvert US Mid-Cap Core Responsible Index — — -2.44 15.72 19.54 -8.89 31.47 24.06 22.58 -17.32
Russell Midcap® Index1 34.76 13.22 -2.44 13.80 18.52 -9.06 30.54 17.10 22.58 -17.32

1. Russell Midcap® Index is an unmanaged index of U.S. mid-cap 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 Aug 31, 2023

Median Market Cap $9.0B
Average Market Cap $19.2B
Price/Earnings Ratio 16.56
Price/Book Ratio 2.80
Number of Holdings 627

GICS Sector Breakdown (%)3 as of Aug 31, 2023

 

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

Holding % of Index
Carrier Global Corp 0.63%
ON Semiconductor Corp 0.59%
Trane Technologies PLC 0.57%
PACCAR Inc 0.56%
Block Inc 0.55%
Nucor Corp 0.55%
Trade Desk Inc 0.52%
IQVIA Holdings Inc 0.52%
Old Dominion Freight Line Inc 0.52%
Hilton Worldwide Holdings Inc 0.51%
View All

3. Percent of total net assets.
4. Percent of index holdings.

Literature

Literature

Invest with Impact

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Index Rules and Methodology

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