Did Apple remove the ability to create calendars/events on the iPhone itself? I can only create iCloud calendars now?

On my old iPhone 4S, my calendars were all on the phone itself (I think there was also the option of having calendars that synced to your iCloud account as well, but I liked just having them on my phone, I didn't want to deal with iCloud). But with my new iPhone 6, I can't get the calendars to work unless I enable iCloud to work with the calendars. It doesn't allow me the option of creating new calendars, or to add any events to any of those calendars, unless I enable iCloud with the calendars. Did Apple remove the ability to create calendars locally on the phone?

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