Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/24/1994
Fund without Sales Charge (%) (NAV) 5.15 3.46 2.37 4.65 6.55
Fund with Sales Charge (%) (POP) 1.24 2.17 1.59 4.25 6.39
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/24/1994
Fund without Sales Charge (%) (NAV) 5.15 3.46 2.37 4.65 6.55
Fund with Sales Charge (%) (POP) 1.24 2.17 1.59 4.25 6.39
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 5.51

After-Tax Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.28 2.04 0.70 2.76
Fund without Sales Charge (%) (NAV) After Shares Sold 3.01 2.02 1.06 2.82
Fund with Sales Charge (%) (POP) Before Shares Sold -0.56 0.77 -0.07 2.37
Fund with Sales Charge (%) (POP) After Shares Sold 0.70 1.04 0.46 2.50
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.28 2.04 0.70 2.76
Fund without Sales Charge (%) (NAV) After Shares Sold 3.01 2.02 1.06 2.82
Fund with Sales Charge (%) (POP) Before Shares Sold -0.56 0.77 -0.07 2.37
Fund with Sales Charge (%) (POP) After Shares Sold 0.70 1.04 0.46 2.50

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -1.88 4.50 7.98 -4.26 1.67 3.20 12.35 2.65 10.86 25.55
Fund with Sales Charge (%) (POP) -6.08 0.03 3.35 -8.30 -2.61 -1.15 7.55 -1.69 6.16 20.23
Bloomberg Barclays US Aggregate Index (%) 0.01 3.54 2.65 0.55 5.95 -2.02 4.21 7.84 6.54 5.93

Cumulative Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/24/1994
Fund without Sales Charge (%) (NAV) 0.65 7.55 5.15 10.75 12.43 57.48 399.88
Fund with Sales Charge (%) (POP) -3.15 3.52 1.24 6.65 8.18 51.59 381.12
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/24/1994
Fund without Sales Charge (%) (NAV) 0.65 7.55 5.15 10.75 12.43 57.48 399.88
Fund with Sales Charge (%) (POP) -3.15 3.52 1.24 6.65 8.18 51.59 381.12
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 289.48

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.61 3.41 4.26
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.25 3.04 2.94
Sharpe Ratio 0.63 0.35 0.94
Information Ratio -0.03 -0.27 0.17
Tracking Error 3.09 3.90 4.57

SALES CHARGE, EXPENSES & FEES As of 09/01/2019 (updated annually)

Gross Expense Ratio 0.94%
Net Expense Ratio [further-information] 0.89%
Max Initial Sales Charge 3.75%
CDSC 0.75%

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.63
Standard Deviation 2.61

Benchmarks

A benchmark is a comparable broad-based index that can be used to evaluate a fund's performance.

  • Bloomberg Barclays US Aggregate Index