Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/01/1998
Fund without Sales Charge (%) (NAV) 6.29 3.35 2.58 4.00 5.02
Fund with Sales Charge (%) (POP) 5.29 3.35 2.58 4.00 5.02
Bloomberg Barclays US Aggregate Index (%) 9.64 4.63 3.01 3.79 4.97
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/01/1998
Fund without Sales Charge (%) (NAV) 7.72 3.12 2.36 3.99 4.98
Fund with Sales Charge (%) (POP) 6.72 3.12 2.36 3.99 4.98
Bloomberg Barclays US Aggregate Index (%) 8.72 4.03 3.05 3.75 4.90

After-Tax Average Annual Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 4.57 1.95 1.22 2.30
Fund without Sales Charge (%) (NAV) After Shares Sold 3.70 1.95 1.36 2.39
Fund with Sales Charge (%) (POP) Before Shares Sold 3.57 1.95 1.22 2.30
Fund with Sales Charge (%) (POP) After Shares Sold 3.11 1.95 1.36 2.39
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 5.96 1.76 0.99 2.29
Fund without Sales Charge (%) (NAV) After Shares Sold 4.55 1.80 1.18 2.38
Fund with Sales Charge (%) (POP) Before Shares Sold 4.96 1.76 0.99 2.29
Fund with Sales Charge (%) (POP) After Shares Sold 3.96 1.80 1.18 2.38

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 7.72 -2.28 4.19 7.44 -4.65 1.36 2.69 11.91 2.25 10.53
Fund with Sales Charge (%) (POP) 6.72 -3.22 3.19 6.44 -5.56 0.41 1.71 10.91 1.28 9.53
Bloomberg Barclays US Aggregate Index (%) 8.72 0.01 3.54 2.65 0.55 5.95 -2.02 4.21 7.84 6.54

Cumulative Total Returns [further-information] As of 01/31/2020

Month EndAs of 01/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1998
Fund without Sales Charge (%) (NAV) 2.15 1.26 6.29 10.38 13.61 48.08 190.37
Fund with Sales Charge (%) (POP) 1.15 0.26 5.29 10.38 13.61 48.08 190.37
Bloomberg Barclays US Aggregate Index (%) 1.80 1.92 9.64 14.52 16.00 45.00 187.10
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1998
Fund without Sales Charge (%) (NAV) 0.46 7.72 7.72 9.67 12.34 47.90 186.77
Fund with Sales Charge (%) (POP) -0.53 6.72 6.72 9.67 12.34 47.90 186.77
Bloomberg Barclays US Aggregate Index (%) 0.18 8.72 8.72 12.58 16.20 44.43 181.68

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.45 3.37 4.25
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.01 3.02 2.88
Sharpe Ratio 0.69 0.45 0.81
Information Ratio -0.42 -0.11 0.05
Tracking Error 3.04 3.76 4.49

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

Gross Expense Ratio 1.34%
Net Expense Ratio [further-information] 1.29%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 01/31/2020 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.69
Standard Deviation 2.45

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index