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 04/02/1990
Fund without Sales Charge (%) (NAV) 9.84 5.63 6.91 9.70 10.40
Fund with Sales Charge (%) (POP) 9.84 5.63 6.91 9.70 10.40
Russell 3000 Value Index (%) 14.14 8.24 8.57 11.77 9.92
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) 24.93 7.41 6.38 9.72 10.56
Fund with Sales Charge (%) (POP) 24.93 7.41 6.38 9.72 10.56
Russell 3000 Value Index (%) 26.26 9.33 8.20 11.71 10.04

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 7.90 3.19 4.32 7.18
Fund without Sales Charge (%) (NAV) After Shares Sold 7.28 4.20 5.10 7.61
Fund with Sales Charge (%) (POP) Before Shares Sold 7.90 3.19 4.32 7.18
Fund with Sales Charge (%) (POP) After Shares Sold 7.28 4.20 5.10 7.61
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 22.73 4.92 3.80 7.20
Fund without Sales Charge (%) (NAV) After Shares Sold 16.31 5.52 4.61 7.56
Fund with Sales Charge (%) (POP) Before Shares Sold 22.73 4.92 3.80 7.20
Fund with Sales Charge (%) (POP) After Shares Sold 16.31 5.52 4.61 7.56

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 24.93 -12.11 12.84 20.88 -9.03 1.14 37.09
Fund with Sales Charge (%) (POP) 24.93 -12.11 12.84 20.88 -9.03 1.14 37.09
Russell 3000 Value Index (%) 26.26 -8.58 13.19 18.40 -4.13 12.70 32.69

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 04/02/1990
Fund without Sales Charge (%) (NAV) 2.44 -3.59 9.84 17.87 39.67 152.39 1,813.12
Fund with Sales Charge (%) (POP) 2.44 -3.59 9.84 17.87 39.67 152.39 1,813.12
Russell 3000 Value Index (%) 3.42 -2.37 14.14 26.81 50.85 204.10 1,582.52
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 7.37 24.93 24.93 23.91 36.26 152.79 1,884.43
Fund with Sales Charge (%) (POP) 7.37 24.93 24.93 23.91 36.26 152.79 1,884.43
Russell 3000 Value Index (%) 7.48 26.26 26.26 30.66 48.31 202.68 1,623.29

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 14.21 14.02 14.98
Standard Deviation (Russell 3000 Value Index) 12.15 11.92 12.85
Beta 1.14 1.12 1.12
Sharpe Ratio 0.28 0.42 0.61
Information Ratio -0.75 -0.37 -0.45
Tracking Error 3.49 4.51 4.54

ADDITIONAL RISK STATISTICSAs of 01/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.10 1.21 1.16
Beta Bear 1.08 1.05 1.19
Bull Bear Capture Ratio 0.87 0.90 0.89
% of Positive Months 66.67 61.67 65.00
Gains/Losses 1.41 1.51 1.67
Maximum Drawdown
16.25 16.25 22.52

SALES CHARGE, EXPENSES & FEES As of 03/01/2019 (updated annually)

Gross Expense Ratio 0.62%
Net Expense Ratio [further-information] 0.55%
Max Initial Sales Charge 0.00%
CDSC

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

Beta 1.14
Sharpe Ratio 0.28
Standard Deviation 14.21

Benchmarks

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

  • Russell 3000 Value Index