- Issuer
- Calvert
- Inception Date
- Oct 3, 2017
- Category
- Large Cap Blend Equities
- Index Tracked
- Calvert US Large-Cap Core Responsible Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
CSXRX Performance Chart
Calvert US Large Cap Core Responsible Index Fund Class R6 (CSXRX) is up 12.3% since the beginning of the year. CSXRX is currently trading at $63 per share. Investors who bought $1,000 worth of CSXRX shares 5 years ago would now be looking at an investment worth $1,843.
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Returns By Period
Calvert US Large Cap Core Responsible Index Fund Class R6 (CSXRX) has returned 12.32% so far this year and 29.58% over the past 12 months.
Calvert US Large Cap Core Responsible Index Fund Class R6
- 1D
- 1.26%
- 1M
- 1.87%
- YTD
- 12.32%
- 6M
- 11.78%
- 1Y
- 29.58%
- 3Y*
- 20.93%
- 5Y*
- 13.01%
- 10Y*
- —
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%
CSXRX Monthly Returns History
Based on dividend-adjusted daily data since Oct 18, 2017, CSXRX's average daily return is +0.06%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CSXRX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, 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% | -0.46% | -5.49% | 11.88% | 5.53% | 0.02% | 12.32% | ||||||
| 2025 | 2.89% | -2.22% | -6.43% | -0.40% | 6.38% | 5.03% | 2.03% | 2.04% | 3.03% | 2.77% | 0.49% | -0.08% | 15.96% |
| 2024 | 1.46% | 5.20% | 3.17% | -4.27% | 4.62% | 3.53% | 1.45% | 2.09% | 2.25% | -0.89% | 6.63% | -2.82% | 24.19% |
| 2023 | 7.26% | -2.11% | 2.99% | 0.64% | 0.97% | 6.93% | 3.24% | -1.79% | -5.30% | -2.79% | 10.09% | 5.45% | 27.32% |
| 2022 | -6.83% | -2.84% | 2.71% | -9.82% | -0.50% | -7.99% | 9.85% | -4.22% | -9.10% | 7.78% | 5.74% | -6.34% | -21.64% |
| 2021 | -0.67% | 2.61% | 3.14% | 5.34% | 0.03% | 2.76% | 2.51% | 3.09% | -4.79% | 7.09% | -1.07% | 3.61% | 25.71% |
Benchmark Metrics
Calvert US Large Cap Core Responsible Index Fund Class R6 has an annualized alpha of 1.56%, beta of 1.02, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since October 18, 2017.
- This fund captured 106.82% of S&P 500 Index gains but only 99.49% of its losses - a favorable profile for investors.
- With beta of 1.02 and R2 of 0.99, 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
- 1.56%
- Beta
- 1.02
- R²
- 0.99
- Upside Capture
- 106.82%
- Downside Capture
- 99.49%
Expense Ratio
CSXRX has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
CSXRX ranks 69 for risk / return — better than 69% 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 Class R6 (CSXRX) 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.
| CSXRX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.78 | +0.25 |
| Martin ratioReturn relative to average drawdown | 13.67 | 12.44 | +1.24 |
Dividends
Dividend History
Calvert US Large Cap Core Responsible Index Fund Class R6 provided a 4.87% dividend yield over the last twelve months, with an annual payout of $3.06 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.06 | $3.06 | $0.93 | $0.45 | $0.42 | $0.46 | $0.33 | $0.32 | $0.92 | $0.55 |
Dividend yield | 4.87% | 5.47% | 1.83% | 1.08% | 1.28% | 1.07% | 0.97% | 1.17% | 4.40% | 2.41% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert US Large Cap Core Responsible Index Fund Class R6. 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 | $3.06 | $3.06 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.93 | $0.93 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2022 | $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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
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 Class R6. 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 Class R6 was 32.82%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Calvert US Large Cap Core Responsible Index Fund Class R6 drawdown is 0.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.82%Mar 2020 | 1mo 2d | 3mo 29d | 5mo 1dFeb 2020 - Jul 2020 |
Bear market2022 | -27.34%Oct 2022 | 9mo 18d | 1y 3mo | 2y 22dDec 2021 - Jan 2024 |
2025 selloff2025 | -19.93%Apr 2025 | 2mo 14d | 2mo 23d | 5mo 7dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -19.81%Dec 2018 | 3mo 4d | 3mo 12d | 6mo 16dSep 2018 - Apr 2019 |
2018 pullback2018 | -9.75%Feb 2018 | 10d | 5mo 18d | 5mo 28dJan 2018 - Jul 2018 |
Drawdown Indicators
| CSXRX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.82% | -56.78% | +23.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -9.10% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -18.90% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -25.43% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.71% | -1.80% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -10.71% | +5.11% |
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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