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 08/03/1998
Fund without Sales Charge (%) (NAV) 8.84 2.68 2.57 4.15 4.85
Fund with Sales Charge (%) (POP) 4.73 1.38 1.80 3.76 4.66
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 08/03/1998
Fund without Sales Charge (%) (NAV) 8.84 2.68 2.57 4.15 4.85
Fund with Sales Charge (%) (POP) 4.73 1.38 1.80 3.76 4.66
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 4.90

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 7.42 1.51 1.34 2.70
Fund without Sales Charge (%) (NAV) After Shares Sold 5.19 1.52 1.40 2.63
Fund with Sales Charge (%) (POP) Before Shares Sold 3.38 0.22 0.58 2.31
Fund with Sales Charge (%) (POP) After Shares Sold 2.77 0.53 0.81 2.31
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.42 1.51 1.34 2.70
Fund without Sales Charge (%) (NAV) After Shares Sold 5.19 1.52 1.40 2.63
Fund with Sales Charge (%) (POP) Before Shares Sold 3.38 0.22 0.58 2.31
Fund with Sales Charge (%) (POP) After Shares Sold 2.77 0.53 0.81 2.31

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -1.81 3.53 2.80 -1.59 5.98 -0.98 8.33 5.53 10.13 15.39
Fund with Sales Charge (%) (POP) -5.94 -0.88 -1.52 -5.81 1.45 -5.20 3.68 1.01 5.40 10.45
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 08/03/1998
Fund without Sales Charge (%) (NAV) 1.89 9.10 8.84 8.27 13.54 50.19 172.56
Fund with Sales Charge (%) (POP) -1.89 5.05 4.73 4.21 9.32 44.62 162.33
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/03/1998
Fund without Sales Charge (%) (NAV) 1.89 9.10 8.84 8.27 13.54 50.19 172.56
Fund with Sales Charge (%) (POP) -1.89 5.05 4.73 4.21 9.32 44.62 162.33
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 175.25

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 3.03 2.85 3.12
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.25 3.04 2.94
Sharpe Ratio 0.42 0.49 1.13
Information Ratio -0.37 -0.55 0.16
Tracking Error 1.19 1.54 1.96

SALES CHARGE, EXPENSES & FEES As of 04/03/2019 (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 10/31/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.42
Standard Deviation 3.03

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index