- ISIN
- US61774R4039
- Issuer
- Calvert
- Inception Date
- Jan 30, 2023
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell Midcap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $101M
Share Price Chart
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Performance
CVMC Performance Chart
Calvert US Mid-Cap Core Responsible Index ETF (CVMC) is up 17.2% since the beginning of the year. CVMC is currently trading at $75 per share.
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Returns By Period
Calvert US Mid-Cap Core Responsible Index ETF (CVMC) has returned 17.15% so far this year and 28.32% over the past 12 months.
Calvert US Mid-Cap Core Responsible Index ETF
- 1D
- 0.05%
- 1M
- 4.77%
- YTD
- 17.15%
- 6M
- 15.44%
- 1Y
- 28.32%
- 3Y*
- 16.51%
- 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%
CVMC Monthly Returns History
Based on dividend-adjusted daily data since Feb 1, 2023, CVMC's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +10.2%, while the worst month was Dec 2024 at -6.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CVMC closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Apr 4, 2025 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.24% | 3.30% | -6.16% | 9.07% | 4.15% | 3.05% | 17.15% | ||||||
| 2025 | 4.35% | -3.05% | -5.32% | -1.41% | 5.64% | 3.08% | 1.53% | 2.43% | 0.95% | -0.27% | 1.72% | 0.00% | 9.52% |
| 2024 | -1.37% | 5.75% | 4.05% | -6.09% | 2.47% | -0.72% | 5.26% | 1.63% | 2.33% | -1.37% | 8.07% | -6.94% | 12.57% |
| 2023 | -1.92% | -1.96% | -1.21% | -2.45% | 8.41% | 3.09% | -3.80% | -5.39% | -5.82% | 10.23% | 8.46% | 6.14% |
Benchmark Metrics
Calvert US Mid-Cap Core Responsible Index ETF has an annualized alpha of -4.56%, beta of 0.98, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since February 01, 2023.
- This ETF participated in 116.96% of S&P 500 Index downside but only 86.58% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -4.56% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.98 and R2 of 0.78, 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
- -4.56%
- Beta
- 0.98
- R²
- 0.78
- Upside Capture
- 86.58%
- Downside Capture
- 116.96%
Expense Ratio
CVMC has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
CVMC ranks 63 for risk / return — better than 63% 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 Mid-Cap Core Responsible Index ETF (CVMC) 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.
| CVMC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.78 | +0.26 |
| Martin ratioReturn relative to average drawdown | 12.18 | 12.44 | -0.26 |
Dividends
Dividend History
Calvert US Mid-Cap Core Responsible Index ETF provided a 1.45% dividend yield over the last twelve months, with an annual payout of $1.09 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.09 | $0.89 | $0.72 | $0.54 |
Dividend yield | 1.45% | 1.39% | 1.21% | 1.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert US Mid-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 | $0.16 | $0.00 | $0.00 | $0.22 | $0.38 | ||||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.29 | $0.89 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.26 | $0.72 |
| 2023 | $0.09 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.54 |
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 Mid-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 Mid-Cap Core Responsible Index ETF was 22.53%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current Calvert US Mid-Cap Core Responsible Index ETF drawdown is 0.48%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -22.53%Apr 2025 | 4mo 13d | 4mo 16d | 8mo 29dNov 2024 - Aug 2025 |
2023 correction2023 | -15.90%Oct 2023 | 3mo 9d | 1mo 18d | 4mo 27dJul 2023 - Dec 2023 |
2023 correction2023 | -11.72%Mar 2023 | 1mo 12d | 4mo 3d | 5mo 15dFeb 2023 - Jul 2023 |
2026 pullback2026 | -9.35%Mar 2026 | 1mo 1d | 18d | 1mo 19dFeb 2026 - Apr 2026 |
2024 pullback2024 | -7.27%Apr 2024 | 18d | 2mo 28d | 3mo 16dApr 2024 - Jul 2024 |
Drawdown Indicators
| CVMC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.53% | -56.78% | +34.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -9.10% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -22.53% | -18.90% | -3.63% |
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 | -0.48% | -1.80% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -10.71% | +6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.03% | +0.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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