Summary
CVMC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 25.78% Volatility 19.80% Sharpe 0.52
Official loaded data — not a live quote.

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: 03/06/2026

Current price: $73.89

Expense ratio: 0.15%

Assets under management
$90.8M
-0.26% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

6.27%

Ann. -44.37% (Sharpe / Sortino numerator)

Volatility

19.86%

Sharpe ratio

-2.417

VaR 95%

-1.93%

CVaR 95%: -1.95%
Max drawdown: -7.53%
Sortino ratio: -5.838
Calmar ratio: -5.89

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

10.15%

Ann. 0.47% (Sharpe / Sortino numerator)

Volatility

16.19%

Sharpe ratio

-0.195

VaR 95%

-1.73%

CVaR 95%: -1.85%
Max drawdown: -9.57%
Sortino ratio: -0.323
Calmar ratio: 0.05

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

15.72%

Ann. 4.33% (Sharpe / Sortino numerator)

Volatility

15.04%

Sharpe ratio

0.047

VaR 95%

-1.57%

CVaR 95%: -1.87%
Max drawdown: -9.57%
Sortino ratio: 0.075
Calmar ratio: 0.45

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

25.78%

Ann. 13.99% (Sharpe / Sortino numerator)

Volatility

19.80%

Sharpe ratio

0.523

VaR 95%

-1.62%

CVaR 95%: -2.77%
Max drawdown: -9.57%
Sortino ratio: 0.716
Calmar ratio: 1.46

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

36.95%

Ann. 8.33% (Sharpe / Sortino numerator)

Volatility

17.19%

Sharpe ratio

0.274

VaR 95%

-1.57%

CVaR 95%: -2.36%
Max drawdown: -22.53%
Sortino ratio: 0.390
Calmar ratio: 0.37

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

58.26%

Ann. 11.27% (Sharpe / Sortino numerator)

Volatility

16.24%

Sharpe ratio

0.470

VaR 95%

-1.55%

CVaR 95%: -2.18%
Max drawdown: -22.53%
Sortino ratio: 0.694
Calmar ratio: 0.50

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.095%

Best day

3.231%

08/04/2026
Worst day

-2.424%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $74.08 $74.08 $73.60 $73.89 2,900
02/06/2026 $73.50 $73.90 $73.42 $73.90 4,000
01/06/2026 $72.60 $73.05 $72.44 $72.93 4,300
29/05/2026 $72.83 $72.83 $72.63 $72.72 5,900
28/05/2026 $72.56 $72.69 $72.10 $72.58 8,200
27/05/2026 $72.84 $72.84 $72.32 $72.32 3,700
26/05/2026 $72.20 $72.60 $72.20 $72.46 4,200
22/05/2026 $71.49 $71.63 $71.40 $71.53 3,600
21/05/2026 $70.40 $70.93 $70.27 $70.93 600
20/05/2026 $69.72 $70.29 $69.72 $70.29 1,600