Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) 4.03 7.13 5.58 5.73 3.61
Fund with Sales Charge (%) (POP) 3.03 7.13 5.58 5.73 3.61
MSCI EAFE Index-NR (%) -11.34 -0.58 -0.17 3.55 0.70
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) -5.68 3.84 3.68 4.15 2.47
Fund with Sales Charge (%) (POP) -6.62 3.84 3.68 4.15 2.47
MSCI EAFE Index-NR (%) -14.38 -1.82 -0.62 2.71 0.18

After-Tax Average Annual Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 4.09 6.98 5.54 5.73
Fund without Sales Charge (%) (NAV) After Shares Sold 2.45 5.60 4.46 4.70
Fund with Sales Charge (%) (POP) Before Shares Sold 3.09 6.98 5.54 5.73
Fund with Sales Charge (%) (POP) After Shares Sold 1.85 5.60 4.46 4.70
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.63 3.70 3.65 4.15
Fund without Sales Charge (%) (NAV) After Shares Sold -3.31 3.06 2.97 3.40
Fund with Sales Charge (%) (POP) Before Shares Sold -6.57 3.70 3.65 4.15
Fund with Sales Charge (%) (POP) After Shares Sold -3.86 3.06 2.97 3.40

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 35.87 -15.16 35.71 0.48 -0.67 -5.46 10.60 21.76 -12.58 12.27
Fund with Sales Charge (%) (POP) 34.87 -15.99 34.71 -0.52 -1.66 -6.40 9.60 20.76 -13.45 11.27
MSCI EAFE Index-NR (%) 22.01 -13.79 25.03 1.00 -0.81 -4.90 22.78 17.32 -12.14 7.75

Cumulative Total Returns [further-information] As of 04/30/2020

Month EndAs of 04/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) -9.13 -9.01 4.03 22.95 31.19 74.66 52.54
Fund with Sales Charge (%) (POP) -10.03 -9.92 3.03 22.95 31.19 74.66 52.54
MSCI EAFE Index-NR (%) -16.09 -17.84 -11.34 -1.74 -0.83 41.73 8.71
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) -20.42 -20.42 -5.68 11.98 19.81 50.17 33.42
Fund with Sales Charge (%) (POP) -21.21 -21.21 -6.62 11.98 19.81 50.17 33.42
MSCI EAFE Index-NR (%) -22.83 -22.83 -14.38 -5.36 -3.05 30.72 2.11

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 18.36 16.71 16.18
Standard Deviation (MSCI EAFE Index-NR) 14.78 14.16 15.40
Beta 1.12 1.07 0.96
Sharpe Ratio 0.30 0.27 0.32
Information Ratio 0.93 0.80 0.34
Tracking Error 8.30 7.15 6.48

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.51 1.22 0.96
Beta Bear 1.15 1.14 1.07
Bull Bear Capture Ratio 1.46 1.34 1.10
% of Positive Months 63.89 63.33 62.50
Gains/Losses 1.47 1.38 1.40
Maximum Drawdown
20.52 20.52 25.24

SALES CHARGE, EXPENSES & FEES As of 12/01/2019 (updated annually)

Gross Expense Ratio 1.96%
Net Expense Ratio [further-information] 1.88%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.12
Sharpe Ratio 0.30
Standard Deviation 18.36

Benchmarks

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

  • MSCI EAFE Index-NR