Overview

Historical Returns (%)as of Jun 30, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Life of Fund
08/31/2017
Fund at NAV -1.10 1.08 5.60 13.76 6.70
Russell 1000® Value Index1 -1.16 1.79 4.81 11.58 6.73 13.24 7.12
Calvert U.S. Large Cap Value Responsible Index2 -1.07 1.16 6.00 14.33 7.18
06/30/2017
Fund at NAV 0.86 0.95 5.37 18.75 7.16
Russell 1000® Value Index1 1.63 1.34 4.66 15.53 7.35 13.93 7.66
Calvert U.S. Large Cap Value Responsible Index2 0.89 1.01 5.72 19.33 7.66
Past performance is no guarantee of future results. Investment return and principal value will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Performance is for the stated time period only; due to market volatility, the Fund’s current performance may be lower or higher than quoted. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) with all distributions reinvested. Returns for other classes of shares offered by the Fund are different. Performance less than or equal to one year is cumulative. The share class has no sales charge.

Fund Factsas of Aug 31, 2017

Class I Inception 06/19/2015
Investment Objective Track performance of the Calvert U.S. Large Cap Value Responsible Index
Total Net Assets $120.4M
Minimum Investment $100000
Expense Ratio (Gross)3 0.51%
Expense Ratio (Net)3,4 0.22%
CUSIP 13162A708

Top 10 Holdings (%)5,6as of Jun 30, 2017

Bank of America Corp
Citigroup Inc
Microsoft Corp
AT&T Inc
Pfizer Inc
General Electric Co
Johnson & Johnson
Verizon Communications Inc
Procter & Gamble Co
Intel Corp
Total 22.19

Portfolio Management

Thomas Seto Managed Fund since 2016

Percentages may not total 100% due to rounding.

About Risk: 

Investment in mutual funds involves risk, including possible loss of principal invested. You could lose money on your investment in the Fund or the Fund could underperform because of the following risk: the market prices of stocks held by the Fund may fall. An index fund has operating expenses; a market index does not. Although expected to track its target index as closely as possible while satisfying its investment criteria, the Fund will not be able to match the performance of the index exactly. It is not possible to invest directly in an index. Large-cap companies may be unable to respond quickly to new competitive challenges, such as changes in technology, and also may not be able to attain the high growth rate of successful smaller companies, especially during periods of economic expansion. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. In evaluating a company, the Advisor is dependent upon information and data that may be incomplete, inaccurate or unavailable, which could cause the Advisor to incorrectly assess a company’s ESG performance.


Performance

Historical Returns (%)as of Jun 30, 2017

Annualized
1 Mo. 3 Mos. YTD 1 Yr. 3 Yrs. 5 Yrs. Life of Fund
08/31/2017
Fund at NAV -1.10 1.08 5.60 13.76 6.70
Russell 1000® Value Index1 -1.16 1.79 4.81 11.58 6.73 13.24 7.12
Calvert U.S. Large Cap Value Responsible Index2 -1.07 1.16 6.00 14.33 7.18
Morningstar Large Value Category7 -0.89 2.06 6.02 12.48 6.11 12.09
06/30/2017
Fund at NAV 0.86 0.95 5.37 18.75 7.16
Russell 1000® Value Index1 1.63 1.34 4.66 15.53 7.35 13.93 7.66
Calvert U.S. Large Cap Value Responsible Index2 0.89 1.01 5.72 19.33 7.66
Morningstar Large Value Category7 1.52 1.78 5.55 16.49 6.40 12.64
Past performance is no guarantee of future results. Investment return and principal value will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Performance is for the stated time period only; due to market volatility, the Fund’s current performance may be lower or higher than quoted. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) with all distributions reinvested. Returns for other classes of shares offered by the Fund are different. Performance less than or equal to one year is cumulative. The share class has no sales charge.

Calendar Year Returns (%)

2007 2008 2009 2010 2011 2012 2013 2014 2015 2016
Fund at NAV 17.21
Russell 1000® Value Index1 -0.17 -36.85 19.69 15.51 0.39 17.51 32.53 13.45 -3.83 17.34
Calvert U.S. Large Cap Value Responsible Index2 17.74

Fund Facts

Expense Ratio (Gross)3 0.51%
Expense Ratio (Net)3,4 0.22%
Class I Inception 06/19/2015
Distribution Frequency Annually
Large Value
Morningstar Equity Style Box
The Morningstar Style Box™ reveals a fund’s investment strategy. For equity funds the vertical axis shows the market capitalization of the long stocks owned and the horizontal axis shows investment style (value, blend, or growth). For fixed-income funds, the vertical axis shows the credit quality of the long bonds owned and the horizontal axis shows interest rate sensitivity as measured by a bond's effective duration.

©2017 Morningstar. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

NAV History

Date NAV NAV Change
Sep 21, 2017 $22.89 -$0.05
Sep 20, 2017 $22.94 $0.06
Sep 19, 2017 $22.88 $0.04
Sep 18, 2017 $22.84 $0.07
Sep 15, 2017 $22.77 $0.06
Sep 14, 2017 $22.71 -$0.02
Sep 13, 2017 $22.73 $0.04
Sep 12, 2017 $22.69 $0.16
Sep 11, 2017 $22.53 $0.27
Sep 08, 2017 $22.26 $0.05

Distribution History8

Ex-Date Distribution Reinvest NAV
Dec 27, 2016 $0.42846 $21.53
Dec 29, 2015 $0.11105 $18.82
No records in this table indicates that there has not been a distribution greater than .0001 within the past 3 years.
Fund prospectus

Capital Gain History8

Ex-Date Short-Term Long-Term Reinvest NAV
Dec 07, 2016 $0.05552 $21.74
Dec 10, 2015 $0.00087 $18.77
No records in this table indicates that there has not been a capital gain greater than .0001 within the past 3 years.
Fund prospectus

Percentages may not total 100% due to rounding.

About Risk: 

Investment in mutual funds involves risk, including possible loss of principal invested. You could lose money on your investment in the Fund or the Fund could underperform because of the following risk: the market prices of stocks held by the Fund may fall. An index fund has operating expenses; a market index does not. Although expected to track its target index as closely as possible while satisfying its investment criteria, the Fund will not be able to match the performance of the index exactly. It is not possible to invest directly in an index. Large-cap companies may be unable to respond quickly to new competitive challenges, such as changes in technology, and also may not be able to attain the high growth rate of successful smaller companies, especially during periods of economic expansion. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. In evaluating a company, the Advisor is dependent upon information and data that may be incomplete, inaccurate or unavailable, which could cause the Advisor to incorrectly assess a company’s ESG performance.


Portfolio

Asset Mix (%)6as of Jun 30, 2017

U.S. Common Stocks 98.13
Cash 1.31
Foreign Common Stocks 0.56
Total 100.00

Portfolio Statisticsas of Jun 30, 2017

Number of Holdings 514

GICS Sector Breakdown (%)6as of Jun 30, 2017

Sector Fund Russell 1000® Value Index1
Consumer Discretionary 9.25 6.88
Consumer Staples 10.48 9.23
Energy 1.81 10.52
Financials 27.27 25.50
Health Care 11.45 14.20
Industrials 10.81 8.69
Information Technology 11.93 8.04
Materials 4.37 2.72
Real Estate 0.12 4.97
Telecom Services 4.40 3.11
Utilities 6.80 6.13
Cash 1.31

Assets by Country (%)6as of Jun 30, 2017

United States 98.13
Bermuda 0.27
United Kingdom 0.13
Canada 0.09
Puerto Rico 0.06
Cash & Other Assets 1.31
Total 100.00

Fund Holdings (%)6,9as of Jul 31, 2017

Holding % of Net Assets
Bank of America Corp 3.42%
Microsoft Corp 2.72%
Citigroup Inc 2.70%
AT&T Inc 2.39%
Pfizer Inc 2.21%
Verizon Communications Inc 1.98%
General Electric Co 1.94%
Johnson & Johnson 1.86%
Procter & Gamble Co 1.80%
Intel Corp 1.67%
View All

Percentages may not total 100% due to rounding.

About Risk: 

Investment in mutual funds involves risk, including possible loss of principal invested. You could lose money on your investment in the Fund or the Fund could underperform because of the following risk: the market prices of stocks held by the Fund may fall. An index fund has operating expenses; a market index does not. Although expected to track its target index as closely as possible while satisfying its investment criteria, the Fund will not be able to match the performance of the index exactly. It is not possible to invest directly in an index. Large-cap companies may be unable to respond quickly to new competitive challenges, such as changes in technology, and also may not be able to attain the high growth rate of successful smaller companies, especially during periods of economic expansion. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. In evaluating a company, the Advisor is dependent upon information and data that may be incomplete, inaccurate or unavailable, which could cause the Advisor to incorrectly assess a company’s ESG performance.


Insights & Analysis

Commentary

Commentary available in Fund Literature tab.

Percentages may not total 100% due to rounding.

About Risk: 

Investment in mutual funds involves risk, including possible loss of principal invested. You could lose money on your investment in the Fund or the Fund could underperform because of the following risk: the market prices of stocks held by the Fund may fall. An index fund has operating expenses; a market index does not. Although expected to track its target index as closely as possible while satisfying its investment criteria, the Fund will not be able to match the performance of the index exactly. It is not possible to invest directly in an index. Large-cap companies may be unable to respond quickly to new competitive challenges, such as changes in technology, and also may not be able to attain the high growth rate of successful smaller companies, especially during periods of economic expansion. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. In evaluating a company, the Advisor is dependent upon information and data that may be incomplete, inaccurate or unavailable, which could cause the Advisor to incorrectly assess a company’s ESG performance.

Attribution

Attribution available in Fund Literature tab.

Percentages may not total 100% due to rounding.

About Risk: 

Investment in mutual funds involves risk, including possible loss of principal invested. You could lose money on your investment in the Fund or the Fund could underperform because of the following risk: the market prices of stocks held by the Fund may fall. An index fund has operating expenses; a market index does not. Although expected to track its target index as closely as possible while satisfying its investment criteria, the Fund will not be able to match the performance of the index exactly. It is not possible to invest directly in an index. Large-cap companies may be unable to respond quickly to new competitive challenges, such as changes in technology, and also may not be able to attain the high growth rate of successful smaller companies, especially during periods of economic expansion. Investing primarily in responsible investments carries the risk that, under certain market conditions, the Fund may underperform funds that do not utilize a responsible investment strategy. In evaluating a company, the Advisor is dependent upon information and data that may be incomplete, inaccurate or unavailable, which could cause the Advisor to incorrectly assess a company’s ESG performance.


Management

Biography
Thomas Seto

Thomas Seto

Vice President, Calvert Research and Management
Joined Calvert Research and Management 2016

Thomas Seto is a vice president and portfolio manager for Calvert Research and Management, a wholly owned subsidiary of Eaton Vance Management specializing in responsible and sustainable investing across global capital markets. He joined Calvert Research and Management in 2016.

Tom began his career in the investment management industry in 1991. He has been affiliated with Parametric Portfolio Associates LLC, an investment adviser and majority-owned subsidiary of Eaton Vance, since 1998. Before joining Parametric, he served as the head of U.S. equity index investments at Barclays Global Investors.

Tom earned a B.S. in electrical engineering from the University of Washington and an MBA from the University of Chicago Booth School of Business.

Education
  • B.S. University of Washington
  • M.B.A Booth School of Business, University of Chicago

Experience
  • Managed Fund since 2016

 

Literature

Literature

Fact Sheet

Download - Last updated: Jun 30, 2017

Responsible Allocation Models Overview

Download - Last updated: Jun 30, 2017

Commentary

Download - Last updated: Jun 30, 2017

Attribution

Download - Last updated: Jun 30, 2017

Annual Report

Download - Last updated: Sep 30, 2016

Full Prospectus

Download - Last updated: Feb 1, 2017

Holdings-1st or 3rd fiscal quarters-www.sec.gov

Download

SAI

Download - Last updated: Feb 1, 2017

Semi-Annual Report

Download - Last updated: Mar 31, 2017

Summary Prospectus

Download - Last updated: Apr 10, 2017

XBRL

Download - Last updated: Feb 1, 2017