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 Mar 31, 2024

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 Mar 31, 2024

Trane Technologies PLC 0.75
PACCAR Inc 0.71
Constellation Energy Corp 0.66
Hilton Worldwide Holdings Inc 0.60
Super Micro Computer Inc 0.56
Carrier Global Corp 0.55
DR Horton Inc 0.55
United Rentals Inc 0.55
Ross Stores Inc 0.55
Nucor Corp 0.54
Total 6.01

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 Mar 31, 2024

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 — — 15.72 19.54 -8.89 31.47 24.06 21.66 -19.08 15.41
Russell Midcap® Index1 13.22 -2.44 13.80 18.52 -9.06 30.54 17.10 22.58 -17.32 17.23

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 Mar 31, 2024

Median Market Cap $9.9B
Average Market Cap $23.3B
Price/Earnings Ratio 18.51
Price/Book Ratio 3.05
Number of Holdings 614

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

 

Index Constituents (%)4 as of Feb 29, 2024

Holding % of Index
Trane Technologies PLC 0.74%
PACCAR Inc 0.67%
Constellation Energy Corp 0.64%
Hilton Worldwide Holdings Inc 0.61%
Ross Stores Inc 0.58%
United Rentals Inc 0.58%
Nucor Corp 0.56%
Carrier Global Corp 0.55%
Super Micro Computer Inc 0.54%
IQVIA Holdings Inc 0.54%
View All

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

Literature

Literature

Invest with Impact

Download Invest with Impact

Index Rules and Methodology

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