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 08/03/1998
Fund without Sales Charge (%) (NAV) 9.54 4.56 2.89 4.45 5.33
Fund with Sales Charge (%) (POP) 9.54 4.56 2.89 4.45 5.33
Bloomberg Barclays US Aggregate Index (%) 9.64 4.63 3.01 3.79 4.92
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/03/1998
Fund without Sales Charge (%) (NAV) 9.55 3.90 2.73 4.42 5.25
Fund with Sales Charge (%) (POP) 9.55 3.90 2.73 4.42 5.25
Bloomberg Barclays US Aggregate Index (%) 8.72 4.03 3.05 3.75 4.85

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 7.80 3.22 1.60 2.87
Fund without Sales Charge (%) (NAV) After Shares Sold 5.61 2.89 1.62 2.79
Fund with Sales Charge (%) (POP) Before Shares Sold 7.80 3.22 1.60 2.87
Fund with Sales Charge (%) (POP) After Shares Sold 5.61 2.89 1.62 2.79
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.80 2.57 1.45 2.84
Fund without Sales Charge (%) (NAV) After Shares Sold 5.63 2.40 1.50 2.77
Fund with Sales Charge (%) (POP) Before Shares Sold 7.80 2.57 1.45 2.84
Fund with Sales Charge (%) (POP) After Shares Sold 5.63 2.40 1.50 2.77

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 9.55 -1.45 3.91 3.20 -1.19 6.36 -0.66
Fund with Sales Charge (%) (POP) 9.55 -1.45 3.91 3.20 -1.19 6.36 -0.66
Bloomberg Barclays US Aggregate Index (%) 8.72 0.01 3.54 2.65 0.55 5.95 -2.02

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 08/03/1998
Fund without Sales Charge (%) (NAV) 2.32 2.13 9.54 14.31 15.34 54.51 205.65
Fund with Sales Charge (%) (POP) 2.32 2.13 9.54 14.31 15.34 54.51 205.65
Bloomberg Barclays US Aggregate Index (%) 1.80 1.92 9.64 14.52 16.00 45.00 181.05
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/03/1998
Fund without Sales Charge (%) (NAV) 0.09 9.55 9.55 12.18 14.39 54.04 199.28
Fund with Sales Charge (%) (POP) 0.09 9.55 9.55 12.18 14.39 54.04 199.28
Bloomberg Barclays US Aggregate Index (%) 0.18 8.72 8.72 12.58 16.20 44.43 175.75

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.83 2.94 3.13
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.01 3.02 2.88
Sharpe Ratio 1.03 0.62 1.24
Information Ratio -0.05 -0.08 0.34
Tracking Error 1.17 1.50 1.93

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

Gross Expense Ratio 0.57%
Net Expense Ratio [further-information] 0.52%
Max Initial Sales Charge 0.00%
CDSC

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

Sharpe Ratio 1.03
Standard Deviation 2.83

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index