- ISIN
- US1315827519
- CUSIP
- 131582751
- Inception Date
- Jun 30, 2000
- Category
- Large Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CISIX Performance Chart
Calvert US Large-Cap Core Responsible Index Fund (CISIX) is up 12.3% since the beginning of the year. CISIX is currently trading at $63 per share. Investors who bought $1,000 worth of CISIX shares 5 years ago would now be looking at an investment worth $1,839.
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Returns By Period
Calvert US Large-Cap Core Responsible Index Fund (CISIX) has returned 12.30% so far this year and 29.52% over the past 12 months. Looking at the last ten years, CISIX has achieved an annualized return of 15.68%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Calvert US Large-Cap Core Responsible Index Fund
- 1D
- 1.27%
- 1M
- 1.86%
- YTD
- 12.30%
- 6M
- 11.76%
- 1Y
- 29.52%
- 3Y*
- 20.88%
- 5Y*
- 12.96%
- 10Y*
- 15.68%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CISIX Monthly Returns History
Based on dividend-adjusted daily data since Jun 30, 2000, CISIX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Oct 2008 at -18.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CISIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.11% | -0.48% | -5.48% | 11.86% | 5.54% | 0.02% | 12.30% | ||||||
| 2025 | 2.89% | -2.21% | -6.44% | -0.42% | 6.39% | 5.02% | 2.03% | 2.04% | 3.03% | 2.76% | 0.48% | -0.07% | 15.90% |
| 2024 | 1.46% | 5.22% | 3.14% | -4.27% | 4.62% | 3.52% | 1.45% | 2.07% | 2.25% | -0.89% | 6.64% | -2.83% | 24.14% |
| 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% |
Benchmark Metrics
Calvert US Large-Cap Core Responsible Index Fund has an annualized alpha of 1.04%, beta of 1.03, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 30, 2000.
- This fund captured 109.35% of S&P 500 Index gains and 103.12% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.03 and R2 of 0.98, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.04%
- Beta
- 1.03
- R²
- 0.98
- Upside Capture
- 109.35%
- Downside Capture
- 103.12%
Expense Ratio
CISIX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
CISIX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Calvert US Large-Cap Core Responsible Index Fund (CISIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CISIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 2.78 | +0.24 |
| Martin ratioReturn relative to average drawdown | 13.63 | 12.44 | +1.19 |
Dividends
Dividend History
Calvert US Large-Cap Core Responsible Index Fund provided a 4.80% dividend yield over the last twelve months, with an annual payout of $3.02 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.02 | $3.02 | $0.90 | $0.42 | $0.39 | $0.44 | $0.32 | $0.31 | $0.91 | $0.55 | $0.72 | $1.37 |
Dividend yield | 4.80% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.02 | $3.02 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 | $0.90 |
| 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 |
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.
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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 59.36%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.
The current Calvert US Large-Cap Core Responsible Index Fund drawdown is 0.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.36%Mar 2009 | 8y 6mo | 3y 10mo | 12y 4moSep 2000 - Jan 2013 |
COVID crash2020 | -32.82%Mar 2020 | 1mo 2d | 3mo 29d | 5mo 1dFeb 2020 - Jul 2020 |
Bear market2022 | -27.37%Oct 2022 | 9mo 18d | 1y 3mo | 2y 22dDec 2021 - Jan 2024 |
2025 selloff2025 | -19.94%Apr 2025 | 2mo 14d | 2mo 23d | 5mo 7dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -19.77%Dec 2018 | 3mo 4d | 3mo 12d | 6mo 16dSep 2018 - Apr 2019 |
Drawdown Indicators
| CISIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.36% | -56.78% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -9.10% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -19.94% | -18.90% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -25.43% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -32.82% | -33.92% | +1.10% |
Current DrawdownCurrent decline from peak | -0.71% | -1.80% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -14.26% | -10.71% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.03% | +0.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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