Fund Facts  

Inception Date: Jun 30, 2000
CUSIP: 131582751
Ticker Symbol: CISIX
Morningstar Category:Large Blend
As of Mar 31, 2017
Fund Net Assets ($millions) $810

Documents for Fund or Underlying Fund(s)  

Description

Objective  

The investment seeks to track the performance of the Calvert U.S. Large Cap Core Responsible Index, which measures the investment return of large-capitalization stocks.

Principal Investment Strategies  

The fund normally invests at least 95% of its net assets, including borrowings for investment purposes, in securities contained in the index. It uses a replication index method. The index 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 the universe of companies included in the S-Network U.S. Equity Large /Mid-Cap 1000 Index.

Principal Investment Risks  

There is no guarantee that the Fund will achieve its investment objective. You may lose money by investing in the Fund. Please see the Fund’s prospectus or other disclosure documents for information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Mar 31, 2017
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
Calvert US LCap Core Resp Idxa6.56%6.56%17.44%10.30%13.36%7.56%3.87%
Calvert US Large Cap Core Responsible Indexa,b6.67%6.67%17.78%10.65%13.72%8.08%N/A
Morningstar Large Blenda,c5.57%5.57%15.97%8.14%11.74%6.52%N/A

Fund past performance, as shown, is no guarantee of how the Fund will perform in the future. The performance shown has been annualized for periods greater than one year. Investment returns and principal value will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. For current performance, visit www.icmarc.org.

Fund performance is shown comparing it to a "benchmark" which may be a (i) broad-based securities market index (ii) a group of mutual funds with similar investment objectives, or (iii) a short term government backed debt obligation such as a U.S. Treasury Bill. An index is not available for direct investment, is unmanaged, and does not reflect the costs of portfolio management or trading. A fund's portfolio may differ from the securities held in an index.

Annual Fund Operating Expenses
Total annual fund operating expensesa0.37%
Fee waiver and/or expense reimbursement0.18%
Total Expenses0.19%

A contractual expense waiver exists for this fund and will expire on 01-31-2018.

 

a. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2017 All rights reserved. This information: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed and (3) is not warranted to be accurate, complete or timely. Neither Morningstar and/or its content providers are responsible for any damages or losses arising from any use of information. Morningstar is a registered trademark of Morningstar, Inc.

b. Calvert Social Index measures the performance of those companies that meet Calvert’s sustainable and socially responsible investment criteria among the approximately 1,000 largest U.S. companies, based on total market capitalization.

c. The Fund’s Morningstar Category Average is a group of funds with similar investment objectives and strategies and is the equal–weighted return of all funds per category. Morningstar places funds in certain categories based on a fund’s historical portfolio holdings.

Distributions

Dividends and Capital Gains  
Record Date Ex/Payable Date Income/Capital Gains Paid Per Share
Dec 27, 2016Dec 27, 2016$0.306370000
Dec 7, 2016Dec 7, 2016$0.417840000
Dec 29, 2015Dec 29, 2015$0.255880000
Dec 10, 2015Dec 10, 2015$1.116400000
 

Morningstar Information

Morningstar RatingTM   As of Mar 31, 2017
Period Stars Category Size
Overall 4 Stars1248
3-Year 4 Stars1248
5-Year 5 Stars1113
10-Year 3 Stars822

The Morningstar Rating™ for funds, or “star rating”, is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange–traded funds, closed–end funds, and separate accounts) with at least a three–year history. Exchange–traded funds and open–ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk–Adjusted Return measure that accounts for variation in a managed product′s monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three–, five–, and 10–year (if applicable) Morningstar Rating metrics. The weights are: 100% three–year rating for 36–59 months of total returns, 60% five–year rating⁄40% three–year rating for 60–119 months of total returns, and 50% 10–year rating⁄30% five–year rating⁄20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

Morningstar Stylebox As of Mar 31, 2017
Equity Stylebox
Large Blend
Allocation of Assets As of Feb 28, 2017
Type of Asset Percent
Equity100%
Fixed Income0%
Cash/Other0%

Due to rounding, percentages shown may not add up to 100%.

 
 

Characteristics

Allocation of Assets As of Feb 28, 2017
Asset ClassPercent
Domestic Stock98.8%
Foreign Stock1.0%
Domestic Bond0.0%
Foreign Bond0.0%
Preferred0.0%
Convertible0.0%
Cash0.3%
Other0.0%

Due to rounding, percentages shown may not add up to 100%.

 
Equity Sector As of Feb 28, 2017
SectorPercent
Technology21.0%
Financial Services17.8%
Healthcare14.8%
Consumer Cyclical12.5%
Industrials11.1%
Consumer Defensive9.3%
Communication Services4.1%
Utilities3.5%
Basic Materials3.1%
Energy2.3%
Real Estate0.2%

Exposure reflects equity securities only and will sum to the equity exposure of the fund.

 
Top Ten Holdings As of Feb 28, 2017
Holding NamePercent
Apple Inc3.5%
Alphabet Inc A2.8%
Microsoft Corp2.4%
Johnson & Johnson2.0%
Facebook Inc A1.9%
Amazon.com Inc1.9%
General Electric Co1.9%
Procter & Gamble Co1.7%
Wells Fargo & Co1.6%
Bank of America Corporation1.5%
 

Statistics

Portfolio Statistics As of Mar 31, 2017
Statistic3-Year5-Year
Beta1.000.99
Alpha-0.28-0.25
Standard Deviation11.0110.66
 
 

Footnotes

1.

Please read the fund's prospectus carefully for a complete summary of all fees, expenses, investment objectives and strategies, risks, financial highlights, and performance information. Investing involves risk, including possible loss of the amount invested. Investors should carefully consider the information contained in the prospectus before investing. You may contact us to obtain a prospectus or to answer questions by calling 800-669-7400, emailing investorservices@icmarc.org, or visiting www.icmarc.org.

The source for this information is Morningstar, Inc. Copyright © 2017 Morningstar, Inc.® All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Morningstar, Inc. is a global investment research firm that is not affiliated with ICMA-RC. ICMA-RC does not independently verify Morningstar data.

Morningstar places funds in certain categories based on the fund's historical portfolio holdings. Placement of a fund in a particular Morningstar category does not mean that the fund will remain in that category or that it will invest primarily in securities consistent with its Morningstar category. A fund's investment strategy and portfolio holdings are governed by its prospectus, guidelines or other governing documents, not its Morningstar category.