Calvert US Large-Cap Core Responsible Index Fund
Name
As of 07/24/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
13.8%
1 yr return
20.0%
3 Yr Avg Return
6.8%
5 Yr Avg Return
14.0%
Net Assets
$5.11 B
Holdings in Top 10
31.2%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.35%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 10.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$100,000
IRA
N/A
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 07/24/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
CISIX - Profile
Distributions
- YTD Total Return 13.8%
- 3 Yr Annualized Total Return 6.8%
- 5 Yr Annualized Total Return 14.0%
- Capital Gain Distribution Frequency Annually
- Net Income Ratio 1.02%
- Dividend Yield 0.9%
- Dividend Distribution Frequency Annual
Fund Details
-
Legal NameCalvert US Large-Cap Core Responsible Index Fund
-
Fund Family NameCalvert Investments
-
Inception DateSep 11, 2000
-
Shares Outstanding63917155
-
Share ClassI
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerThomas Seto
Fund Description
Calvert US Large-Cap Core Responsible Index. The Index is composed of the common stocks of large companies that operate their businesses in a manner consistent with The Calvert Principles for Responsible Investment (the “Calvert Principles”). Large companies are selected from the 1,000 largest publicly traded U.S. companies based on market capitalization, excluding business development
companies. The Calvert Principles serve as a framework for considering environmental, social and governance (“ESG”) factors. Stocks are weighted in the Index based on their float-adjusted market capitalization within the relevant sector, subject to certain prescribed limits. The Index is owned by CRM, which also serves as investment adviser to the Fund. Christopher Madden, CFA, Co-Head of Applied Responsible Investment Solutions, and Zi Ye, Index Manager, manage the Index construction process at CRM.
As of December 31, 2023, the Index included 773 companies, and the market capitalization ranged from approximately $1.2 billion to $3.0 trillion with a weighted average market capitalization of $671.7 billion. Market capitalizations of companies within the Index are subject to change. The number of companies in the Index will change over time due to CRM’s evaluation of an issuer relative to the Calvert Principles or corporate actions involving companies in the Index. The Index is reconstituted annually and is rebalanced quarterly.
CISIX - Performance
Return Ranking - Trailing
Period | CISIX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 13.8% | -2.7% | 22.8% | 21.56% |
1 Yr | 20.0% | -2.9% | 36.0% | 24.32% |
3 Yr | 6.8%* | -7.9% | 15.4% | 49.88% |
5 Yr | 14.0%* | -2.4% | 108.1% | 13.90% |
10 Yr | 12.8%* | 1.9% | 20.5% | 4.19% |
* Annualized
Return Ranking - Calendar
Period | CISIX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 26.0% | -42.6% | 47.4% | 7.17% |
2022 | -22.5% | -56.3% | -4.2% | 61.18% |
2021 | 24.3% | -27.2% | 537.8% | 17.87% |
2020 | 24.9% | -22.5% | 2181.7% | 1.71% |
2019 | 31.3% | -13.5% | 40.4% | 5.12% |
Total Return Ranking - Trailing
Period | CISIX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 13.8% | -2.7% | 22.8% | 21.56% |
1 Yr | 20.0% | -2.9% | 36.0% | 24.32% |
3 Yr | 6.8%* | -7.9% | 15.4% | 49.88% |
5 Yr | 14.0%* | -2.4% | 108.1% | 13.90% |
10 Yr | 12.8%* | 1.9% | 20.5% | 4.19% |
* Annualized
Total Return Ranking - Calendar
Period | CISIX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 27.3% | -5.0% | 47.4% | 15.94% |
2022 | -21.7% | -36.8% | -2.2% | 90.36% |
2021 | 25.6% | 3.0% | 537.8% | 61.53% |
2020 | 26.1% | -15.8% | 2266.0% | 3.34% |
2019 | 32.8% | -0.4% | 241.3% | 10.68% |
NAV & Total Return History
CISIX - Holdings
Concentration Analysis
CISIX | Category Low | Category High | CISIX % Rank | |
---|---|---|---|---|
Net Assets | 5.11 B | 2.34 M | 1.55 T | 27.45% |
Number of Holdings | 776 | 2 | 4048 | 7.14% |
Net Assets in Top 10 | 1.64 B | 848 K | 446 B | 28.81% |
Weighting of Top 10 | 31.20% | 0.3% | 111.9% | 71.88% |
Top 10 Holdings
- Microsoft Corp 6.67%
- Apple Inc 5.74%
- NVIDIA Corp 4.76%
- Alphabet Inc 3.74%
- Amazon.com Inc 3.67%
- Eli Lilly Co 1.55%
- Broadcom Inc 1.44%
- JPMorgan Chase Co 1.37%
- Tesla Inc 1.16%
- UnitedHealth Group Inc 1.11%
Asset Allocation
Weighting | Return Low | Return High | CISIX % Rank | |
---|---|---|---|---|
Stocks | 99.65% | 0.00% | 120.26% | 21.51% |
Cash | 0.35% | 0.00% | 99.06% | 75.52% |
Preferred Stocks | 0.00% | 0.00% | 2.52% | 53.45% |
Other | 0.00% | -13.91% | 100.00% | 62.92% |
Convertible Bonds | 0.00% | 0.00% | 5.54% | 50.97% |
Bonds | 0.00% | -0.37% | 92.88% | 53.77% |
Stock Sector Breakdown
Weighting | Return Low | Return High | CISIX % Rank | |
---|---|---|---|---|
Technology | 27.80% | 0.00% | 48.94% | 11.03% |
Healthcare | 15.16% | 0.00% | 60.70% | 31.86% |
Financial Services | 14.32% | 0.00% | 55.59% | 36.60% |
Consumer Cyclical | 12.49% | 0.00% | 30.33% | 14.79% |
Industrials | 9.75% | 0.00% | 29.90% | 37.75% |
Communication Services | 7.74% | 0.00% | 27.94% | 62.01% |
Consumer Defense | 7.56% | 0.00% | 47.71% | 29.41% |
Basic Materials | 2.48% | 0.00% | 25.70% | 52.45% |
Utilities | 2.12% | 0.00% | 20.91% | 63.97% |
Real Estate | 0.34% | 0.00% | 31.91% | 84.97% |
Energy | 0.23% | 0.00% | 41.64% | 84.40% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | CISIX % Rank | |
---|---|---|---|---|
US | 99.65% | 0.00% | 120.26% | 17.98% |
Non US | 0.00% | 0.00% | 63.90% | 60.75% |
CISIX - Expenses
Operational Fees
CISIX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.35% | 0.01% | 19.75% | 82.15% |
Management Fee | 0.24% | 0.00% | 1.90% | 24.76% |
12b-1 Fee | N/A | 0.00% | 1.00% | N/A |
Administrative Fee | 0.12% | 0.00% | 0.85% | 65.33% |
Sales Fees
CISIX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 1.00% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 5.00% | N/A |
Trading Fees
CISIX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 0.25% | 2.00% | 9.35% |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
CISIX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 10.00% | 0.00% | 268.00% | 23.41% |
CISIX - Distributions
Dividend Yield Analysis
CISIX | Category Low | Category High | CISIX % Rank | |
---|---|---|---|---|
Dividend Yield | 0.87% | 0.00% | 25.47% | 64.28% |
Dividend Distribution Analysis
CISIX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Annual | Annually | Quarterly | Annual |
Net Income Ratio Analysis
CISIX | Category Low | Category High | CISIX % Rank | |
---|---|---|---|---|
Net Income Ratio | 1.02% | -54.00% | 2.44% | 31.72% |
Capital Gain Distribution Analysis
CISIX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Dec 14, 2023 | $0.424 | OrdinaryDividend |
Dec 15, 2022 | $0.386 | OrdinaryDividend |
Dec 06, 2021 | $0.438 | OrdinaryDividend |
Dec 04, 2020 | $0.323 | OrdinaryDividend |
Dec 02, 2019 | $0.314 | OrdinaryDividend |
Nov 29, 2018 | $0.053 | CapitalGainShortTerm |
Nov 29, 2018 | $0.575 | CapitalGainLongTerm |
Nov 29, 2018 | $0.281 | OrdinaryDividend |
Dec 12, 2017 | $0.055 | CapitalGainShortTerm |
Dec 12, 2017 | $0.172 | CapitalGainLongTerm |
Dec 12, 2017 | $0.323 | OrdinaryDividend |
Dec 27, 2016 | $0.306 | OrdinaryDividend |
Dec 07, 2016 | $0.002 | CapitalGainShortTerm |
Dec 07, 2016 | $0.415 | CapitalGainLongTerm |
Dec 29, 2015 | $0.256 | OrdinaryDividend |
Dec 10, 2015 | $0.062 | CapitalGainShortTerm |
Dec 10, 2015 | $1.054 | CapitalGainLongTerm |
Dec 29, 2014 | $0.185 | OrdinaryDividend |
Dec 11, 2014 | $0.013 | CapitalGainShortTerm |
Dec 11, 2014 | $0.477 | CapitalGainLongTerm |
Dec 26, 2013 | $0.218 | OrdinaryDividend |
Dec 05, 2013 | $0.372 | CapitalGainLongTerm |
Dec 27, 2012 | $0.173 | OrdinaryDividend |
Dec 22, 2011 | $0.175 | OrdinaryDividend |
Dec 22, 2010 | $0.137 | OrdinaryDividend |
Dec 23, 2009 | $0.144 | OrdinaryDividend |
Dec 23, 2008 | $0.180 | OrdinaryDividend |
Dec 27, 2007 | $0.200 | OrdinaryDividend |
Dec 27, 2006 | $0.116 | OrdinaryDividend |
Dec 28, 2005 | $0.089 | OrdinaryDividend |
Dec 28, 2004 | $0.244 | OrdinaryDividend |
Dec 29, 2003 | $0.050 | OrdinaryDividend |
Dec 27, 2002 | $0.035 | OrdinaryDividend |
Dec 27, 2001 | $0.045 | OrdinaryDividend |
CISIX - Fund Manager Analysis
Managers
Thomas Seto
Start Date
Tenure
Tenure Rank
Dec 31, 2016
5.42
5.4%
Thomas is responsible for all portfolio management and trading related to our equity strategies. Prior to joining Parametric in 1998, Thomas served as the head of US Equity Index investments at Barclays Global Investors. He earned an MBA in finance from the University of Chicago Booth School of Business and a BS in electrical engineering from the University of Washington.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.04 | 39.02 | 7.26 | 2.42 |