CALVERT US LARGE-CAP CORE RESPONSIBLE INDEX ETF
Symbol: CVLC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 30/01/2023
Latest date: 17/07/2026
Current price: $93.22
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.22%
Ann. -39.82% (Sharpe / Sortino numerator)
Volatility
19.12%
Sharpe ratio
-2.272
VaR 95%
-1.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.12%
Ann. -16.65% (Sharpe / Sortino numerator)
Volatility
15.23%
Sharpe ratio
-1.332
VaR 95%
-1.72%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.45%
Ann. -2.89% (Sharpe / Sortino numerator)
Volatility
14.03%
Sharpe ratio
-0.465
VaR 95%
-1.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
21.09%
Ann. 16.96% (Sharpe / Sortino numerator)
Volatility
18.74%
Sharpe ratio
0.711
VaR 95%
-1.63%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.54%
Ann. 12.89% (Sharpe / Sortino numerator)
Volatility
16.94%
Sharpe ratio
0.547
VaR 95%
-1.72%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
70.17%
Ann. 17.80% (Sharpe / Sortino numerator)
Volatility
15.50%
Sharpe ratio
0.914
VaR 95%
-1.57%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.08%
Best day
3.037%
Worst day
-2.629%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $92.99 | $93.73 | $92.99 | $93.22 | 375,400 |
| 16/07/2026 | $94.22 | $94.46 | $93.69 | $94.03 | 13,600 |
| 15/07/2026 | $94.79 | $94.79 | $94.04 | $94.44 | 11,000 |
| 14/07/2026 | $94.04 | $94.30 | $94.00 | $94.27 | 8,000 |
| 13/07/2026 | $94.50 | $94.51 | $93.76 | $93.92 | 12,000 |
| 10/07/2026 | $94.39 | $94.75 | $94.20 | $94.66 | 9,100 |
| 09/07/2026 | $93.91 | $94.63 | $93.91 | $94.38 | 12,400 |
| 08/07/2026 | $92.97 | $93.61 | $92.81 | $93.61 | 10,600 |
| 07/07/2026 | $93.98 | $94.13 | $93.60 | $93.83 | 8,400 |
| 06/07/2026 | $94.26 | $94.66 | $94.26 | $94.51 | 7,400 |