Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/02/1995
Fund without Sales Charge (%) (NAV) -4.26 4.28 5.62 9.57 6.23
Fund with Sales Charge (%) (POP) -5.17 4.28 5.62 9.57 6.23
Russell 1000 Value Index (%) -8.84 1.82 4.64 10.41 8.26
S&P 500 Index (%) 7.51 10.73 10.72 13.99 9.05
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/02/1995
Fund without Sales Charge (%) (NAV) -4.26 4.28 5.62 9.57 6.23
Fund with Sales Charge (%) (POP) -5.17 4.28 5.62 9.57 6.23
Russell 1000 Value Index (%) -8.84 1.82 4.64 10.41 8.26
S&P 500 Index (%) 7.51 10.73 10.72 13.99 9.05

After-Tax Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.48 3.02 4.35 8.57
Fund without Sales Charge (%) (NAV) After Shares Sold -1.84 3.23 4.27 7.75
Fund with Sales Charge (%) (POP) Before Shares Sold -6.39 3.02 4.35 8.57
Fund with Sales Charge (%) (POP) After Shares Sold -2.38 3.23 4.27 7.75
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.48 3.02 4.35 8.57
Fund without Sales Charge (%) (NAV) After Shares Sold -1.84 3.23 4.27 7.75
Fund with Sales Charge (%) (POP) Before Shares Sold -6.39 3.02 4.35 8.57
Fund with Sales Charge (%) (POP) After Shares Sold -2.38 3.23 4.27 7.75

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.51 -5.36 15.07 10.92 -1.61 8.26 28.40 10.97 0.70 14.99
Fund with Sales Charge (%) (POP) 23.51 -6.25 14.07 9.92 -2.55 7.26 27.40 9.97 -0.29 13.99
Russell 1000 Value Index (%) 26.54 -8.27 13.66 17.34 -3.83 13.45 32.53 17.51 0.39 15.51
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06

Cumulative Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/02/1995
Fund without Sales Charge (%) (NAV) 13.94 -12.12 -4.26 13.38 31.44 149.48 346.19
Fund with Sales Charge (%) (POP) 12.94 -12.99 -5.17 13.38 31.44 149.48 346.19
Russell 1000 Value Index (%) 14.29 -16.26 -8.84 5.57 25.46 169.23 612.66
S&P 500 Index (%) 20.54 -3.08 7.51 35.77 66.45 270.31 754.12
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/02/1995
Fund without Sales Charge (%) (NAV) 13.94 -12.12 -4.26 13.38 31.44 149.48 346.19
Fund with Sales Charge (%) (POP) 12.94 -12.99 -5.17 13.38 31.44 149.48 346.19
Russell 1000 Value Index (%) 14.29 -16.26 -8.84 5.57 25.46 169.23 612.66
S&P 500 Index (%) 20.54 -3.08 7.51 35.77 66.45 270.31 754.12

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.68 13.55 12.56
Standard Deviation (Russell 1000 Value Index) 17.84 15.52 14.09
Beta 0.87 0.86 0.88
Sharpe Ratio 0.17 0.33 0.72
Information Ratio 0.81 0.33 -0.29
Tracking Error 3.03 2.98 2.93

SALES CHARGE, EXPENSES & FEES As of 03/01/2020 (updated annually)

Gross Expense Ratio 1.62%
Net Expense Ratio [further-information] 1.61%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta 0.87
Sharpe Ratio 0.17
Standard Deviation 15.68

Benchmarks

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

  • Russell 1000 Value Index
  • S&P 500 Index