CALVERT US LARGE-CAP CORE RESPONSIBLE INDEX ETF
Symbol: CVLC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 30/01/2023
Latest date: 15/10/2026
Current price: $95.31
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
1.73%
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
1.15%
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
10.57%
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
17.66%
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
34.55%
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
82.32%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.068%
Best day
3.037%
Worst day
-2.484%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $94.42 | $95.45 | $94.42 | $95.31 | 15,800 |
| 14/10/2026 | $95.15 | $95.35 | $94.50 | $94.82 | 17,100 |
| 13/10/2026 | $95.94 | $96.01 | $95.70 | $95.95 | 7,500 |
| 12/10/2026 | $96.43 | $96.43 | $95.94 | $96.09 | 12,000 |
| 09/10/2026 | $95.86 | $96.40 | $95.86 | $96.36 | 22,800 |
| 08/10/2026 | $95.66 | $95.93 | $95.39 | $95.74 | 8,900 |
| 07/10/2026 | $96.21 | $96.35 | $95.80 | $96.25 | 9,000 |
| 06/10/2026 | $96.68 | $96.90 | $96.58 | $96.61 | 21,100 |
| 05/10/2026 | $95.76 | $96.25 | $95.69 | $96.08 | 31,500 |
| 02/10/2026 | $95.77 | $95.80 | $95.24 | $95.59 | 31,400 |