- ISIN
- US61774R2058
- Issuer
- Calvert
- Inception Date
- Jan 30, 2023
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Calvert US Large-Cap Core Responsible Index - Benchmark TR Gross
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $853M
Share Price Chart
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Performance
CVLC Performance Chart
Calvert US Large-Cap Core Responsible Index ETF (CVLC) is up 12.1% since the beginning of the year. CVLC is currently trading at $94 per share.
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Returns By Period
Calvert US Large-Cap Core Responsible Index ETF (CVLC) has returned 12.05% so far this year and 29.30% over the past 12 months.
Calvert US Large-Cap Core Responsible Index ETF
- 1D
- -0.31%
- 1M
- 1.64%
- YTD
- 12.05%
- 6M
- 11.50%
- 1Y
- 29.30%
- 3Y*
- 21.49%
- 5Y*
- —
- 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%
CVLC Monthly Returns History
Based on dividend-adjusted daily data since Feb 1, 2023, CVLC's average daily return is +0.08%, while the average monthly return is +1.68%. At this rate, an investment would double in approximately 3.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +11.7%, while the worst month was Mar 2025 at -6.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CVLC closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.14% | -0.46% | -5.40% | 11.70% | 5.55% | -0.21% | 12.05% | ||||||
| 2025 | 3.03% | -2.35% | -6.32% | -0.36% | 6.30% | 5.09% | 1.95% | 2.01% | 3.10% | 2.74% | 0.59% | -0.10% | 16.13% |
| 2024 | 1.59% | 5.20% | 3.13% | -4.22% | 4.42% | 3.68% | 1.42% | 2.03% | 2.27% | -0.83% | 6.66% | -2.91% | 24.20% |
| 2023 | -1.68% | 2.78% | 0.65% | 1.09% | 6.96% | 3.15% | -1.70% | -5.20% | -2.96% | 10.06% | 5.43% | 19.04% |
Benchmark Metrics
Calvert US Large-Cap Core Responsible Index ETF has an annualized alpha of 0.85%, beta of 1.04, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since February 01, 2023.
- This ETF captured 106.70% of S&P 500 Index gains and 100.81% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.04 and R2 of 0.98, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.85%
- Beta
- 1.04
- R²
- 0.98
- Upside Capture
- 106.70%
- Downside Capture
- 100.81%
Expense Ratio
CVLC has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
CVLC ranks 71 for risk / return — better than 71% of ETFs 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 ETF (CVLC) 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.
| CVLC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 2.78 | +0.28 |
| Martin ratioReturn relative to average drawdown | 13.77 | 12.44 | +1.33 |
Dividends
Dividend History
Calvert US Large-Cap Core Responsible Index ETF provided a 1.12% dividend yield over the last twelve months, with an annual payout of $1.06 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.06 | $0.86 | $0.76 | $0.55 |
Dividend yield | 1.12% | 1.02% | 1.03% | 0.91% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert US Large-Cap Core Responsible Index ETF. 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 | $0.17 | $0.00 | $0.00 | $0.21 | $0.38 | ||||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.28 | $0.86 |
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.22 | $0.76 |
| 2023 | $0.03 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.22 | $0.55 |
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 ETF. 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 ETF was 19.92%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.
The current Calvert US Large-Cap Core Responsible Index ETF drawdown is 0.99%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -19.92%Apr 2025 | 2mo 14d | 2mo 20d | 5mo 4dJan 2025 - Jun 2025 |
2023 correction2023 | -11.30%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 |
2026 pullback2026 | -9.61%Mar 2026 | 2mo 16d | 15d | 3mo 1dJan 2026 - Apr 2026 |
2024 pullback2024 | -9.26%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2023 pullback2023 | -8.70%Mar 2023 | 1mo 8d | 2mo 14d | 3mo 22dFeb 2023 - May 2023 |
Drawdown Indicators
| CVLC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.92% | -56.78% | +36.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -9.10% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -18.90% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.99% | -1.80% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -2.40% | -10.71% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.03% | +0.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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