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) 9.08 4.16 2.51 4.05 4.87
Fund with Sales Charge (%) (POP) 5.00 2.83 1.72 3.65 4.69
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) 9.09 3.51 2.33 4.01 4.79
Fund with Sales Charge (%) (POP) 5.04 2.18 1.55 3.62 4.61
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 7.51 2.96 1.34 2.59
Fund without Sales Charge (%) (NAV) After Shares Sold 5.35 2.65 1.39 2.53
Fund with Sales Charge (%) (POP) Before Shares Sold 3.48 1.64 0.56 2.20
Fund with Sales Charge (%) (POP) After Shares Sold 2.93 1.63 0.78 2.21
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.50 2.31 1.17 2.56
Fund without Sales Charge (%) (NAV) After Shares Sold 5.36 2.15 1.26 2.52
Fund with Sales Charge (%) (POP) Before Shares Sold 3.52 1.00 0.40 2.17
Fund with Sales Charge (%) (POP) After Shares Sold 2.97 1.14 0.66 2.20

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 9.09 -1.81 3.53 2.80 -1.59 5.98 -0.98 8.33 5.53 10.13
Fund with Sales Charge (%) (POP) 5.04 -5.94 -0.88 -1.52 -5.81 1.45 -5.20 3.68 1.01 5.40
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 08/03/1998
Fund without Sales Charge (%) (NAV) 2.23 2.11 9.08 13.01 13.22 48.68 178.28
Fund with Sales Charge (%) (POP) -1.63 -1.69 5.00 8.73 8.93 43.09 167.83
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) -0.01 9.09 9.09 10.89 12.18 48.21 172.53
Fund with Sales Charge (%) (POP) -3.78 5.04 5.04 6.69 7.99 42.70 162.30
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) 2.84 2.94 3.12
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.01 3.02 2.88
Sharpe Ratio 0.88 0.49 1.12
Information Ratio -0.38 -0.33 0.14
Tracking Error 1.18 1.49 1.93

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

Gross Expense Ratio 0.92%
Net Expense Ratio [further-information] 0.88%
Max Initial Sales Charge 3.75%
CDSC 0.75%

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

Sharpe Ratio 0.88
Standard Deviation 2.84

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index