Calvert US Large-Cap Core Responsible Index Fund (CISIX)
The fund normally invests at least 95% of its net assets, including borrowings for investment purposes, in securities contained in the 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.
Fund Info
| ISIN | US1315827519 |
|---|---|
| CUSIP | 131582751 |
| Issuer | Calvert Research and Management |
| Inception Date | Jun 30, 2000 |
| Category | Large Cap Blend Equities |
| Min. Investment | $100,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
CISIX has an expense ratio of 0.24%, which is considered low compared to other funds.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: CISIX vs. CGJIX, CISIX vs. WFSPX, CISIX vs. FXAIX, CISIX vs. VOO, CISIX vs. VTI, CISIX vs. VV, CISIX vs. OAKMX, CISIX vs. SPY, CISIX vs. VIIIX, CISIX vs. IVV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert US Large-Cap Core Responsible Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Calvert US Large-Cap Core Responsible Index Fund had a return of 26.22% year-to-date (YTD) and 35.69% in the last 12 months. Over the past 10 years, Calvert US Large-Cap Core Responsible Index Fund had an annualized return of 11.77%, while the S&P 500 benchmark had an annualized return of 11.39%, indicating that Calvert US Large-Cap Core Responsible Index Fund performed slightly bigger than the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 26.22% | 25.48% |
| 1 month | 2.71% | 2.14% |
| 6 months | 13.34% | 12.76% |
| 1 year | 35.69% | 33.14% |
| 5 years (annualized) | 15.70% | 13.96% |
| 10 years (annualized) | 11.77% | 11.39% |
Monthly Returns
The table below presents the monthly returns of CISIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.46% | 5.22% | 3.14% | -4.27% | 4.62% | 3.52% | 1.45% | 2.07% | 2.25% | -0.89% | 26.22% | ||
| 2023 | 7.28% | -2.14% | 3.02% | 0.61% | 0.97% | 6.95% | 3.21% | -1.79% | -5.30% | -2.81% | 10.08% | 5.46% | 27.27% |
| 2022 | -6.83% | -2.86% | 2.71% | -9.81% | -0.50% | -7.99% | 9.84% | -4.24% | -9.10% | 7.78% | 5.74% | -6.35% | -21.68% |
| 2021 | -0.70% | 2.63% | 3.14% | 5.34% | -0.00% | 2.76% | 2.50% | 3.09% | -4.81% | 7.11% | -1.07% | 3.33% | 25.32% |
| 2020 | 0.36% | -7.78% | -11.69% | 13.02% | 5.74% | 2.68% | 6.26% | 7.63% | -3.26% | -2.13% | 11.20% | 4.43% | 26.12% |
| 2019 | 8.44% | 3.82% | 1.44% | 4.17% | -6.37% | 7.19% | 2.08% | -2.07% | 1.68% | 2.24% | 4.11% | 2.81% | 32.81% |
| 2018 | 5.54% | -3.17% | -2.28% | -0.18% | 2.21% | 0.30% | 4.13% | 4.21% | 0.28% | -7.59% | -0.06% | -9.10% | -6.64% |
| 2017 | 2.34% | 3.91% | 0.20% | 1.07% | 1.30% | 0.52% | 1.76% | 0.19% | 2.09% | 2.14% | 3.08% | -0.17% | 19.99% |
| 2016 | -5.89% | -0.06% | 6.79% | 0.44% | 1.82% | -0.65% | 4.30% | 0.42% | 0.05% | -2.08% | 3.98% | -0.45% | 8.40% |
| 2015 | -3.39% | 6.65% | -1.17% | 0.67% | 1.89% | -1.25% | 1.92% | -5.81% | -3.32% | 8.02% | 0.20% | -7.94% | -4.62% |
| 2014 | -3.12% | 4.71% | 0.28% | -0.68% | 2.51% | 2.28% | -1.14% | 4.19% | -1.16% | 2.84% | 3.49% | -2.80% | 11.56% |
| 2013 | 4.82% | 1.51% | 3.96% | 1.57% | 3.49% | -1.23% | 5.51% | -2.67% | 3.51% | 4.44% | 3.54% | 0.11% | 32.15% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of CISIX is 84, placing it in the top 16% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index Fund (CISIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert US Large-Cap Core Responsible Index Fund provided a 0.81% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.42 | $0.39 | $0.34 | $0.32 | $0.31 | $0.28 | $0.32 | $0.31 | $0.26 | $0.19 | $0.22 |
Dividend yield | 0.81% | 1.02% | 1.17% | 0.79% | 0.94% | 1.14% | 1.34% | 1.42% | 1.59% | 1.42% | 0.97% | 1.26% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert US Large-Cap Core Responsible Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.00 | $0.28 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2013 | $0.22 | $0.22 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert US Large-Cap Core Responsible Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calvert US Large-Cap Core Responsible Index Fund was 58.02%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.
The current Calvert US Large-Cap Core Responsible Index Fund drawdown is 0.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.02% | Sep 12, 2000 | 2127 | Mar 9, 2009 | 769 | Mar 26, 2012 | 2896 |
| -32.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -27.37% | Dec 28, 2021 | 200 | Oct 12, 2022 | 318 | Jan 19, 2024 | 518 |
| -21.91% | Sep 21, 2018 | 65 | Dec 24, 2018 | 122 | Jun 20, 2019 | 187 |
| -20.48% | Jul 21, 2015 | 143 | Feb 11, 2016 | 240 | Jan 25, 2017 | 383 |
Volatility
Volatility Chart
The current Calvert US Large-Cap Core Responsible Index Fund volatility is 3.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.