See what your fund actually adds
Calvert US Mid-Cap Core Responsible Index ETF CVMC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CVMC | Replication |
|---|---|---|
| Annualized growth | 11.7% | 11.3% |
| Annualized volatility | 15.3% | 15.8% |
| Sharpe ratio | 0.80 | 0.76 |
| Maximum drawdown | 18.9% | 19.5% |
| Replication fit (R²) | 0.98 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model CVMC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| RSP | Factor · Equal Weight | 26.2% |
| IJH | US Mid Cap | 25.5% |
| VOT | Mid-Cap · Growth | 17.4% |
| VBR | Small-Cap · Value | 16.8% |
| VBK | Small-Cap · Growth | 14.1% |