Calvert VP Russell 2000 Small Cap Index Portfolio
Data updated: 2026-08-24
C000030372 — Calvert VP Russell 2000 Small Cap Index Portfolio. United States Small Cap Blend / Core Equity. Holdings, fees, performance and SEC filings.
C000030372 Fund Overview
Calvert VP Russell 2000 Small Cap Index Portfolio is a US mutual fund managed by Calvert Variable Products, Inc., categorised as United States Small Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Calvert Variable Products, Inc.
- Category: United States Small Cap Blend / Core Equity
- Assets under management: $304.27M
- 1-year return: 40.2%
- SEC CIK: 0000743773
- SEC series ID: S000010995
- Share class ID: C000030372
C000030372 Investment Objective and Strategy
Calvert VP Russell 2000 Small Cap Index Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Calvert Variable Products, Inc..
Investment objective
CVT Russell 2000 Small Cap Index Portfolio (the Fund) seeks investment results that correspond to the investment performance of U.S. common stocks, as represented by the Russell 2000 Index.
Principal investment strategy
The Fund seeks to track the total return of the securities composing the Russell 2000 Index (the Index), taking into consideration redemptions, sales of additional shares, and other adjustments described below. Under normal circumstances, the Fund will invest at least 80% of its net assets (plus any borrowings for investment purposes) in investments with economic characteristics similar to small cap stocks as represented in the Index. The Index is an unmanaged index comprising common stocks of approximately 2,400 smaller ?U.S. companies that aims to include approximately 10% of the total market capitalization of the broader Russell 3000 Index. As of December 31, 2025, the market capitalization of the Index companies ranged from $5 million to $31.3 billion with a weighted average market capitalization of $4.6 billion.
Market capitalizations of companies within the Russell 2000 Index are subject to change. The Index is capitalization-weighted, meaning that companies with larger market capitalizations will contribute more to the Indexs value than companies with smaller market capitalizations. The Index is fully reconstituted annually in late June, with daily, monthly and quarterly adjustments. The Fund mirrors the Indexs rebalancing process. The Fund is not sponsored, endorsed, sold or promoted by FTSE International Limited, Frank Russell Company, or London Stock Exchange Group plc. The Fund will invest primarily in common stocks of the companies that compose the Index. The Fund uses a replication index method, investing in the common stock of each company in the Index in approximately the same proportion as represented in the Index itself.
The Fund intends to concentrate its investments only to the extent that the Index does. While not required, the Fund will generally sell securities that the Index provider removes from the Index. The Fund may also invest in exchange-traded funds (ETFs) that provide exposure to the Index. Derivatives, such as options and futures, and options on such futures that provide exposure to the stocks in the Index may be held by the Fund incidental to its main investment strategy in order to manage cash balances, to maintain liquidity to meet shareholder redemptions, or minimize trading costs. The Fund may also lend its securities. The Fund may also invest in cash and money market instruments. The Fund intends to be diversified in approximately the same proportion as the Index is diversified. The Fund may become non-diversified, as defined in the Investment Company Act of 1940 (the 1940 Act), solely as a result of a change in relative market capitalization or index weighting of one or more constituents of the Index.
Shareholder approval will not be sought if the Fund becomes non-diversified due solely to a change in the relative market capitalization or index weighting of one or more constituents of the Index.
C000030372 Holdings
Top 10 holdings of Calvert VP Russell 2000 Small Cap Index Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Morgan Stanley & Co. LLC | 2.49% |
| State Street Global Advisors | 2.03% |
| iShares Russell 2000 ETF | 1.14% |
| United States Treasury | 0.66% |
| Moog Inc | 0.36% |
| Hut 8 Corp | 0.36% |
| Viasat Inc | 0.34% |
| BrightSpring Health Services Inc | 0.34% |
| Cytokinetics Inc | 0.34% |
| MaxLinear Inc | 0.33% |
C000030372 Portfolio Allocation
Asset-class allocation of Calvert VP Russell 2000 Small Cap Index Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 96.8% |
| Cash & Equivalents | 5.2% |
| Derivatives | 0.1% |
C000030372 Performance
Total returns for C000030372 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 22.3% |
| 1 year | 40.2% |
| 3 years (annualised) | 18.0% |
| 5 years (annualised) | 6.5% |
C000030372 Risk Information
Risk metrics for C000030372, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 14.7%
C000030372 Costs and Fees
C000030372 costs about $60 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.60%
- Gross expense ratio: 0.81%
- Portfolio turnover: 19%
- Brokerage commissions: 2.87 bps of average net assets (SEC N-CEN)
C000030372 Cashflows
Over the 12 months to 2026-06, Calvert VP Russell 2000 Small Cap Index Portfolio had net outflows of $51.35M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$1.68M |
| 2026-05 | −$927.04K |
| 2026-04 | −$807.78K |
| 2026-03 | −$1.26M |
| 2026-02 | −$1.33M |
| 2026-01 | −$26.31K |
C000030372 Debt Constituents
No individual debt constituents are reported in Calvert VP Russell 2000 Small Cap Index Portfolio's latest SEC N-PORT filing.
C000030372 Prospectus and SEC Filings
Official Calvert VP Russell 2000 Small Cap Index Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-28
- Prospectus (485BPOS) — filed 2025-04-28
- Prospectus (485BPOS) — filed 2024-04-25
- Portfolio holdings (N-PORT) — filed 2026-08-24
- Portfolio holdings (N-PORT) — filed 2026-05-29
- Portfolio holdings (N-PORT) — filed 2026-02-24
- Annual census (N-CEN) — filed 2026-03-16
- Annual census (N-CEN) — filed 2025-03-13
Related Funds
Other United States Small Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.