CALVERT US MID-CAP CORE RESPONSIBLE INDEX ETF
Symbol: CVMC
Exchange: NYSE
Sector: Technology
Category: Mid-Cap Blend
Inception date: 30/01/2023
Latest date: 15/10/2026
Current price: $74.90
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
0.80%
Ann. -44.37% (Sharpe / Sortino numerator)
Volatility
19.86%
Sharpe ratio
-2.417
VaR 95%
-1.93%
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
-0.54%
Ann. 0.47% (Sharpe / Sortino numerator)
Volatility
16.19%
Sharpe ratio
-0.195
VaR 95%
-1.73%
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
10.92%
Ann. 4.33% (Sharpe / Sortino numerator)
Volatility
15.04%
Sharpe ratio
0.047
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.
Period total return
19.76%
Ann. 13.99% (Sharpe / Sortino numerator)
Volatility
19.80%
Sharpe ratio
0.523
VaR 95%
-1.62%
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
26.88%
Ann. 8.33% (Sharpe / Sortino numerator)
Volatility
17.19%
Sharpe ratio
0.274
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.
Period total return
64.21%
Ann. 11.27% (Sharpe / Sortino numerator)
Volatility
16.24%
Sharpe ratio
0.470
VaR 95%
-1.55%
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
0.076%
Best day
3.231%
Worst day
-2.325%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $73.94 | $74.90 | $73.94 | $74.90 | 4,500 |
| 14/10/2026 | $74.01 | $74.01 | $73.36 | $73.74 | 6,800 |
| 13/10/2026 | $74.13 | $74.43 | $74.01 | $74.38 | 4,900 |
| 12/10/2026 | $74.83 | $74.83 | $74.41 | $74.43 | 3,000 |
| 09/10/2026 | $74.40 | $74.54 | $74.30 | $74.54 | 1,600 |
| 08/10/2026 | $73.17 | $73.99 | $73.17 | $73.99 | 3,200 |
| 07/10/2026 | $73.69 | $73.90 | $73.58 | $73.69 | 7,300 |
| 06/10/2026 | $74.84 | $74.86 | $74.56 | $74.59 | 6,000 |
| 05/10/2026 | $74.00 | $74.53 | $74.00 | $74.33 | 4,800 |
| 02/10/2026 | $74.05 | $74.05 | $73.86 | $73.88 | 2,800 |