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) 4.83 7.96 6.40 6.53 4.38
Fund with Sales Charge (%) (POP) -0.92 5.96 5.21 5.92 3.89
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) -4.90 4.67 4.48 4.92 3.23
Fund with Sales Charge (%) (POP) -10.12 2.73 3.31 4.33 2.74
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 4.85 7.78 6.32 6.45
Fund without Sales Charge (%) (NAV) After Shares Sold 2.94 6.25 5.11 5.36
Fund with Sales Charge (%) (POP) Before Shares Sold -0.90 5.78 5.13 5.85
Fund with Sales Charge (%) (POP) After Shares Sold -0.47 4.67 4.15 4.85
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -4.88 4.49 4.40 4.85
Fund without Sales Charge (%) (NAV) After Shares Sold -2.82 3.70 3.59 4.03
Fund with Sales Charge (%) (POP) Before Shares Sold -10.10 2.55 3.23 4.25
Fund with Sales Charge (%) (POP) After Shares Sold -5.91 2.19 2.66 3.53

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 36.91 -14.51 36.80 1.20 0.11 -4.81 11.38 22.52 -11.99 13.25
Fund with Sales Charge (%) (POP) 29.35 -19.20 28.98 -4.62 -5.66 -10.30 4.98 15.49 -17.06 6.78
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) -8.90 -8.73 4.83 25.84 36.39 88.17 66.63
Fund with Sales Charge (%) (POP) -13.92 -13.77 -0.92 18.96 28.91 77.80 57.50
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) -20.24 -20.24 -4.90 14.67 24.48 61.67 45.63
Fund with Sales Charge (%) (POP) -24.64 -24.64 -10.12 8.40 17.67 52.74 37.64
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) 18.39 16.73 16.22
Standard Deviation (MSCI EAFE Index-NR) 14.78 14.16 15.40
Beta 1.12 1.07 0.96
Sharpe Ratio 0.34 0.32 0.37
Information Ratio 1.03 0.92 0.46
Tracking Error 8.30 7.17 6.50

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

3 YR 5 YR 10 YR
Beta Bull 1.51 1.22 0.97
Beta Bear 1.15 1.14 1.07
Bull Bear Capture Ratio 1.52 1.40 1.14
% of Positive Months 66.67 65.00 63.33
Gains/Losses 1.51 1.43 1.45
Maximum Drawdown
20.38 20.38 25.05

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

Gross Expense Ratio 1.21%
Net Expense Ratio [further-information] 1.13%
Max Initial Sales Charge 5.50%
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 0.34
Standard Deviation 18.39

Benchmarks

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

  • MSCI EAFE Index-NR