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 a high expense ratio of 0.24%, indicating higher-than-average management fees.
Share Price Chart
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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 9.97% year-to-date (YTD) and 29.01% in the last 12 months. Over the past 10 years, Calvert US Large-Cap Core Responsible Index Fund had an annualized return of 13.08%, outperforming the S&P 500 benchmark which had an annualized return of 10.84%.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 9.97% | 10.00% |
1 month | 2.89% | 2.41% |
6 months | 18.22% | 16.70% |
1 year | 29.01% | 26.85% |
5 years (annualized) | 14.71% | 12.81% |
10 years (annualized) | 13.08% | 10.84% |
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% | 9.97% | ||||||||
2023 | 7.28% | -2.14% | 3.02% | 0.61% | 0.97% | 6.95% | 3.21% | -1.79% | -5.30% | -2.81% | 10.08% | 5.45% | 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% | 3.59% | 25.63% |
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% | 2.67% | -9.10% | -4.08% |
2017 | 2.34% | 3.91% | 0.20% | 1.07% | 1.30% | 0.52% | 1.75% | 0.19% | 2.09% | 2.14% | 3.08% | 0.83% | 21.18% |
2016 | -5.89% | -0.06% | 6.79% | 0.44% | 1.82% | -0.65% | 4.30% | 0.42% | 0.05% | -2.08% | 3.98% | 1.71% | 10.74% |
2015 | -3.39% | 6.65% | -1.17% | 0.67% | 1.88% | -1.25% | 1.92% | -5.81% | -3.32% | 8.02% | 0.20% | -2.35% | 1.17% |
2014 | -3.12% | 4.71% | 0.28% | -0.68% | 2.51% | 2.28% | -1.14% | 4.19% | -1.16% | 2.84% | 3.49% | -0.30% | 14.42% |
2013 | 4.82% | 1.51% | 3.96% | 1.57% | 3.49% | -1.23% | 5.51% | -2.67% | 3.51% | 4.44% | 3.54% | 2.30% | 35.04% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of CISIX is 85, placing it in the top 15% 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.
CISIX (Calvert US Large-Cap Core Responsible Index Fund)
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 granted a 0.92% dividend yield in the last twelve months. The annual payout for that period amounted to $0.42 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.42 | $0.42 | $0.39 | $0.44 | $0.32 | $0.31 | $0.91 | $0.55 | $0.72 | $1.37 | $0.67 | $0.59 |
Dividend yield | 0.92% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% | 3.52% | 3.40% |
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 | |||||||
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 | $0.44 | $0.44 |
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 | $0.91 | $0.00 | $0.91 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $0.72 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.37 | $1.37 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.67 |
2013 | $0.59 | $0.59 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-58.02% | Sep 14, 2000 | 2125 | Mar 9, 2009 | 769 | Mar 26, 2012 | 2894 |
-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 |
-19.77% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
-15.65% | Jul 21, 2015 | 143 | Feb 11, 2016 | 104 | Jul 12, 2016 | 247 |
Volatility
Volatility Chart
The current Calvert US Large-Cap Core Responsible Index Fund volatility is 3.50%, 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.