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 05/01/1998
Fund without Sales Charge (%) (NAV) 4.71 3.04 1.98 4.23 5.02
Fund with Sales Charge (%) (POP) 3.71 3.04 1.98 4.23 5.02
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/01/1998
Fund without Sales Charge (%) (NAV) 4.71 3.04 1.98 4.23 5.02
Fund with Sales Charge (%) (POP) 3.71 3.04 1.98 4.23 5.02
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 4.95

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 3.02 1.80 0.49 2.52
Fund without Sales Charge (%) (NAV) After Shares Sold 2.76 1.78 0.85 2.57
Fund with Sales Charge (%) (POP) Before Shares Sold 2.02 1.80 0.49 2.52
Fund with Sales Charge (%) (POP) After Shares Sold 2.17 1.78 0.85 2.57
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.02 1.80 0.49 2.52
Fund without Sales Charge (%) (NAV) After Shares Sold 2.76 1.78 0.85 2.57
Fund with Sales Charge (%) (POP) Before Shares Sold 2.02 1.80 0.49 2.52
Fund with Sales Charge (%) (POP) After Shares Sold 2.17 1.78 0.85 2.57

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -2.28 4.19 7.44 -4.65 1.36 2.69 11.91 2.25 10.53 24.90
Fund with Sales Charge (%) (POP) -3.22 3.19 6.44 -5.56 0.41 1.71 10.91 1.28 9.53 23.90
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 05/01/1998
Fund without Sales Charge (%) (NAV) 0.54 7.22 4.71 9.41 10.28 51.31 185.45
Fund with Sales Charge (%) (POP) -0.45 6.22 3.71 9.41 10.28 51.31 185.45
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/01/1998
Fund without Sales Charge (%) (NAV) 0.54 7.22 4.71 9.41 10.28 51.31 185.45
Fund with Sales Charge (%) (POP) -0.45 6.22 3.71 9.41 10.28 51.31 185.45
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 181.17

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.61 3.42 4.25
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.25 3.04 2.94
Sharpe Ratio 0.46 0.23 0.84
Information Ratio -0.17 -0.37 0.08
Tracking Error 3.11 3.91 4.57

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 10/31/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.46
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