Overview
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| Annualized | |||||||
| 1 Mo. | 3 Mos. | YTD | 1 Yr. | 3 Yrs. | 5 Yrs. | Life of Fund | |
| 11/30/2024 | |||||||
|---|---|---|---|---|---|---|---|
| Fund at NAV | 7.94 | 8.89 | 20.51 | 30.67 | 5.13 | 11.21 | 11.15 |
| Fund w/Max Sales Charge | 2.81 | 3.72 | 14.77 | 24.45 | 3.44 | 10.14 | 10.55 |
| Russell Midcap® Index1 | 8.82 | 10.64 | 24.07 | 33.66 | 7.76 | 12.03 | 11.53 |
| Calvert US Mid-Cap Core Responsible Index2 | 8.02 | 9.07 | 21.12 | 31.44 | 5.55 | 11.69 | 11.75 |
| 09/30/2024 | |||||||
| Fund at NAV | 2.27 | 9.37 | 13.19 | 27.35 | 3.87 | 11.18 | 10.59 |
| Fund w/Max Sales Charge | -2.58 | 4.18 | 7.80 | 21.32 | 2.19 | 10.10 | 9.98 |
| Russell Midcap® Index1 | 2.23 | 9.21 | 14.63 | 29.33 | 5.75 | 11.28 | 10.77 |
| Calvert US Mid-Cap Core Responsible Index2 | 2.31 | 9.48 | 13.61 | 28.09 | 4.28 | 11.65 | 11.18 |
| 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. Performance prior to December 31, 2016 reflects the performance of the Fund’s former adviser, Calvert Investment Management, Inc. Max Sales Charge: 4.75%. | |||||||
| Class A Inception | 10/30/2015 |
| Investment Objective | Track performance of the Calvert US Mid-Cap Core Responsible Index |
| Total Net Assets | $494.5M |
| Minimum Investment | $5000 |
| Expense Ratio (Gross)3 | 0.67% |
| Expense Ratio (Net)3,4 | 0.49% |
| CUSIP | 13161Y103 |
| Autodesk Inc | 0.59 |
| United Rentals Inc | 0.54 |
| Bank of New York Mellon Corp | 0.53 |
| Crown Castle Inc | 0.52 |
| Trade Desk Inc | 0.50 |
| Fortinet Inc | 0.50 |
| Allstate Corp | 0.49 |
| Dominion Energy Inc | 0.49 |
| Fair Isaac Corp | 0.48 |
| Lennar Corp | 0.48 |
| Total | 5.13 |
| Thomas C. Seto | Managed Fund since 2016 | ||
| Jennifer Mihara | Managed Fund since 2024 | ||
| Gordon Wotherspoon | Managed Fund since 2024 |
Percentages may not total 100% due to rounding.
RISK CONSIDERATIONS
The value of investments held by the Fund may increase or decrease in response to economic, and financial events (whether real, expected or perceived) in the U.S. and global markets. The Fund's performance may not match or correlate to that of its Index, either on a daily or aggregate basis due to factors such as Fund expenses, imperfect correlation, rounding of share prices, changes to the composition of the Index, regulatory policies, high portfolio turnover and the use of leverage (if any). The Fund expects to hold the common stock of each company in the index it is designed to track, regardless of market conditions or individual investment performance, which could cause the Fund to underperform funds that employ an active strategy. The value of equity securities is sensitive to stock market volatility. Smaller companies are generally subject to greater price fluctuations, limited liquidity, higher transaction costs and higher investment risk than larger, more established companies. 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. The Fund is exposed to liquidity risk when trading volume, lack of a market maker or trading partner, large position size, market conditions, or legal restrictions impair its ability to sell particular investments or to sell them at advantageous market prices. No fund is a complete investment program and you may lose money investing in a fund. The Fund may engage in other investment practices that may involve additional risks and you should review the Fund prospectus for a complete description.
See the Fund's prospectus for information related to a primary benchmark index selected (if applicable) to comply with a regulation that requires the Fund's primary benchmark to represent the overall applicable market.
Performance
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| Annualized | |||||||
| 1 Mo. | 3 Mos. | YTD | 1 Yr. | 3 Yrs. | 5 Yrs. | Life of Fund | |
| 11/30/2024 | |||||||
|---|---|---|---|---|---|---|---|
| Fund at NAV | 7.94 | 8.89 | 20.51 | 30.67 | 5.13 | 11.21 | 11.15 |
| Fund w/Max Sales Charge | 2.81 | 3.72 | 14.77 | 24.45 | 3.44 | 10.14 | 10.55 |
| Russell Midcap® Index1 | 8.82 | 10.64 | 24.07 | 33.66 | 7.76 | 12.03 | 11.53 |
| Calvert US Mid-Cap Core Responsible Index2 | 8.02 | 9.07 | 21.12 | 31.44 | 5.55 | 11.69 | 11.75 |
| Morningstar Mid-Cap Blend Category7 | 8.33 | 9.18 | 22.89 | 32.54 | 8.30 | 11.93 | — |
| 09/30/2024 | |||||||
| Fund at NAV | 2.27 | 9.37 | 13.19 | 27.35 | 3.87 | 11.18 | 10.59 |
| Fund w/Max Sales Charge | -2.58 | 4.18 | 7.80 | 21.32 | 2.19 | 10.10 | 9.98 |
| Russell Midcap® Index1 | 2.23 | 9.21 | 14.63 | 29.33 | 5.75 | 11.28 | 10.77 |
| Calvert US Mid-Cap Core Responsible Index2 | 2.31 | 9.48 | 13.61 | 28.09 | 4.28 | 11.65 | 11.18 |
| Morningstar Mid-Cap Blend Category7 | 1.75 | 8.31 | 14.30 | 27.57 | 6.70 | 11.18 | — |
| 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. Performance prior to December 31, 2016 reflects the performance of the Fund’s former adviser, Calvert Investment Management, Inc. Max Sales Charge: 4.75%. | |||||||
| 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
| Fund at NAV | — | — | 14.72 | 18.71 | -9.49 | 30.69 | 23.68 | 20.92 | -19.30 | 14.98 |
| Russell Midcap® Index1 | 13.22 | -2.44 | 13.80 | 18.52 | -9.06 | 30.54 | 17.10 | 22.58 | -17.32 | 17.23 |
| Calvert US Mid-Cap Core Responsible Index2 | — | — | 15.72 | 19.54 | -8.89 | 31.47 | 24.06 | 21.66 | -19.08 | 15.41 |
| Class A Inception | 10/30/2015 |
| Expense Ratio (Gross)3 | 0.67% |
| Expense Ratio (Net)3,4 | 0.49% |
| Distribution Frequency | Annually |
| Alpha (%) | -1.13 |
| Beta | 1.01 |
| R-Squared (%) | 99.71 |
| Standard Deviation (%) | 20.01 |
| Sharpe Ratio | 0.07 |
| Time Period | Rating | Funds in Mid-Cap Blend Category |
| Overall | 377 | |
| 3 Years | 377 | |
| 5 Years | 340 | |
| 10 Years | 238 | |
| The Morningstar Rating™ for funds, or "star rating", is calculated for managed products (including mutual funds and exchange-traded funds) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods. Star ratings do not reflect the effect of any applicable sales load. Hollow stars denote Morningstar Extended Performance Ratings and are considered estimates based on the performance of the fund's oldest share class, adjusted for fees and expenses. ©2024 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. |
| Date | NAV | NAV Change |
| Dec 20, 2024 | $41.60 | $0.53 |
| Dec 19, 2024 | $41.07 | -$0.12 |
| Dec 18, 2024 | $41.19 | -$1.48 |
| Dec 17, 2024 | $42.67 | -$0.38 |
| Dec 16, 2024 | $43.05 | -$0.02 |
| Dec 13, 2024 | $43.07 | -$0.26 |
| Dec 12, 2024 | $43.33 | -$0.52 |
| Dec 11, 2024 | $43.85 | $0.12 |
| Dec 10, 2024 | $43.73 | -$0.41 |
| Dec 09, 2024 | $44.14 | -$0.29 |
| Ex-Date | Distribution | Reinvest NAV |
| Dec 12, 2024 | $0.36760 | $43.33 |
| Dec 14, 2023 | $0.30950 | $36.76 |
| Dec 15, 2022 | $0.25870 | $32.78 |
| No records in this table indicates that there has not been a distribution greater than .0001 within the past 3 years. Fund prospectus |
| Ex-Date | Short-Term | Long-Term | Reinvest NAV |
| 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.
RISK CONSIDERATIONS
The value of investments held by the Fund may increase or decrease in response to economic, and financial events (whether real, expected or perceived) in the U.S. and global markets. The Fund's performance may not match or correlate to that of its Index, either on a daily or aggregate basis due to factors such as Fund expenses, imperfect correlation, rounding of share prices, changes to the composition of the Index, regulatory policies, high portfolio turnover and the use of leverage (if any). The Fund expects to hold the common stock of each company in the index it is designed to track, regardless of market conditions or individual investment performance, which could cause the Fund to underperform funds that employ an active strategy. The value of equity securities is sensitive to stock market volatility. Smaller companies are generally subject to greater price fluctuations, limited liquidity, higher transaction costs and higher investment risk than larger, more established companies. 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. The Fund is exposed to liquidity risk when trading volume, lack of a market maker or trading partner, large position size, market conditions, or legal restrictions impair its ability to sell particular investments or to sell them at advantageous market prices. No fund is a complete investment program and you may lose money investing in a fund. The Fund may engage in other investment practices that may involve additional risks and you should review the Fund prospectus for a complete description.
See the Fund's prospectus for information related to a primary benchmark index selected (if applicable) to comply with a regulation that requires the Fund's primary benchmark to represent the overall applicable market.
Portfolio
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| U.S. Common Stocks | 99.41 |
| Foreign Common Stocks | 0.52 |
| Cash | 0.06 |
| Total | 100.00 |
| Number of Holdings | 625 |
| Countries Represented | 7 |
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| Sector | Fund | Russell Midcap® Index1 |
| Comm. Services | 3.56 | 3.43 |
| Consumer Discretionary | 9.35 | 10.92 |
| Consumer Staples | 6.50 | 5.04 |
| Energy | 0.39 | 4.96 |
| Financials | 15.20 | 15.67 |
| Health Care | 11.07 | 10.22 |
| Industrials | 20.52 | 17.39 |
| Information Technology | 15.14 | 12.51 |
| Materials | 4.97 | 5.93 |
| Real Estate | 7.67 | 8.17 |
| Utilities | 5.35 | 5.76 |
| Cash | 0.06 | — |
| United States | 99.41 |
| Bermuda | 0.14 |
| United Kingdom | 0.11 |
| Sweden | 0.10 |
| Argentina | 0.07 |
| Puerto Rico | 0.07 |
| Japan | 0.03 |
| Cash & Other Assets | 0.06 |
| Total | 100.00 |
| Holding | % of Net Assets |
| Autodesk Inc | 0.62% |
| Bank of New York Mellon Corp | 0.56% |
| United Rentals Inc | 0.55% |
| Trade Desk Inc | 0.55% |
| Dominion Energy Inc | 0.52% |
| Fortinet Inc | 0.51% |
| Fidelity National Information Services Inc | 0.51% |
| Fair Isaac Corp | 0.51% |
| Ameriprise Financial Inc | 0.50% |
| Allstate Corp | 0.49% |
| View All |
Percentages may not total 100% due to rounding.
RISK CONSIDERATIONS
The value of investments held by the Fund may increase or decrease in response to economic, and financial events (whether real, expected or perceived) in the U.S. and global markets. The Fund's performance may not match or correlate to that of its Index, either on a daily or aggregate basis due to factors such as Fund expenses, imperfect correlation, rounding of share prices, changes to the composition of the Index, regulatory policies, high portfolio turnover and the use of leverage (if any). The Fund expects to hold the common stock of each company in the index it is designed to track, regardless of market conditions or individual investment performance, which could cause the Fund to underperform funds that employ an active strategy. The value of equity securities is sensitive to stock market volatility. Smaller companies are generally subject to greater price fluctuations, limited liquidity, higher transaction costs and higher investment risk than larger, more established companies. 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. The Fund is exposed to liquidity risk when trading volume, lack of a market maker or trading partner, large position size, market conditions, or legal restrictions impair its ability to sell particular investments or to sell them at advantageous market prices. No fund is a complete investment program and you may lose money investing in a fund. The Fund may engage in other investment practices that may involve additional risks and you should review the Fund prospectus for a complete description.
See the Fund's prospectus for information related to a primary benchmark index selected (if applicable) to comply with a regulation that requires the Fund's primary benchmark to represent the overall applicable market.
Management
Thomas C. Seto
Managing Director
Biography
Tom is a managing director and head of investment management at Parametric Portfolio Associates LLC. He leads Parametric's portfolio management and trading functions for the firm's equity strategies. He is also a vice president and portfolio manager for Calvert Research and Management. He joined Parametric in 1998.
Tom began his career in the investment management industry in 1991. 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
Jennifer Mihara
Managing Director, Portfolio Manager
Joined Parametric Portfolio Associates 2005
Biography
Jennifer is responsible for leading the Centralized Portfolio Management (CPM) Team. Prior to her current role, Jennifer was a supervisor on the Large Case Custom Core Portfolio Management Team, primarily serving Parametric's wealth management, family office, and institutional client base. Before joining Parametric in 2005, Jennifer was an investment associate at Merrill Lynch for five years.
She earned a BA in economics and a minor in mathematics from Colgate University.
Education
- B.A. Colgate University
Experience
- Managed Fund since 2024
Gordon Wotherspoon
Managing Director
Joined Parametric Portfolio Associates 2004
Biography
Gordon is currently Managing Director, Advisor Channel Portfolio management for Parametric and is responsible for overseeing portfolio management of the Custom Core Equity product for the firm's brokerage and bank-sponsored channels.
Prior to joining Parametric in 2004, he led the investment manager due diligence effort for an institutional investment consulting group within UBS Financial Services.
He earned an MBA and a BS in economics from the University of Washington.
Education
- B.S. University of Washington
- M.B.A. University of Washington
Experience
- Managed Fund since 2024
Literature
Literature
Fact Sheet
Download Fact Sheet - Last updated: Sep 30, 2024
Annual Financial Statements and Add'l Information
Semi-Annual Financial Statements and Add'l Information
Download Semi-Annual Financial Statements and Add'l Information
Attribution
Download Attribution - Last updated: Sep 30, 2024
Annual Report
Estimated Year-End Distributions
Download Estimated Year-End Distributions - Last updated: Aug 31, 2024
