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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 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Calvert US Large-Cap Core Responsible Index ETF (CVLC) has returned -4.76% so far this year and 17.36% over the past 12 months.
Calvert US Large-Cap Core Responsible Index ETF
- 1D
- 3.04%
- 1M
- -5.40%
- YTD
- -4.76%
- 6M
- -1.68%
- 1Y
- 17.36%
- 3Y*
- 17.40%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 1, 2023, CVLC's average daily return is +0.06%, while the average monthly return is +1.33%. At this rate, your investment would double in approximately 4.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +10.1%, 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 55% 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% | -4.76% | |||||||||
| 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 | -3.25% | 2.78% | 0.65% | 1.09% | 6.96% | 3.15% | -1.70% | -5.20% | -2.96% | 10.06% | 5.43% | 17.14% |
Benchmark Metrics
Calvert US Large-Cap Core Responsible Index ETF has an annualized alpha of 0.05%, beta of 1.03, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since February 02, 2023.
- This ETF captured 105.47% of S&P 500 Index gains and 105.12% 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 ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.05%
- Beta
- 1.03
- R²
- 0.98
- Upside Capture
- 105.47%
- Downside Capture
- 105.12%
Expense Ratio
CVLC has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
CVLC ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
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 a chosen benchmark (S&P 500 Index).
| CVLC | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.90 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.39 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.40 | +0.04 |
Martin ratioReturn relative to average drawdown | 6.70 | 6.61 | +0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CVLC risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Calvert US Large-Cap Core Responsible Index ETF provided a 1.05% dividend yield over the last twelve months, with an annual payout of $0.84 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.84 | $0.86 | $0.76 | $0.55 |
Dividend yield | 1.05% | 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 | $0.17 | |||||||||
| 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 6.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.92% | Jan 24, 2025 | 52 | Apr 8, 2025 | 55 | Jun 27, 2025 | 107 |
| -11.3% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.61% | Jan 13, 2026 | 53 | Mar 30, 2026 | — | — | — |
| -9.26% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -8.7% | Feb 3, 2023 | 26 | Mar 13, 2023 | 53 | May 26, 2023 | 79 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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