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 03/01/2002
Fund without Sales Charge (%) (NAV) 8.60 3.75 2.08 3.62 4.23
Fund with Sales Charge (%) (POP) 7.60 3.75 2.08 3.62 4.23
Bloomberg Barclays US Aggregate Index (%) 9.64 4.63 3.01 3.79 4.54
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 03/01/2002
Fund without Sales Charge (%) (NAV) 8.71 3.13 1.94 3.59 4.13
Fund with Sales Charge (%) (POP) 7.71 3.13 1.94 3.59 4.13
Bloomberg Barclays US Aggregate Index (%) 8.72 4.03 3.05 3.75 4.45

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 7.19 2.70 1.04 2.31
Fund without Sales Charge (%) (NAV) After Shares Sold 5.06 2.41 1.12 2.26
Fund with Sales Charge (%) (POP) Before Shares Sold 6.19 2.70 1.04 2.31
Fund with Sales Charge (%) (POP) After Shares Sold 4.47 2.41 1.12 2.26
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.30 2.07 0.91 2.28
Fund without Sales Charge (%) (NAV) After Shares Sold 5.14 1.93 1.02 2.25
Fund with Sales Charge (%) (POP) Before Shares Sold 6.30 2.07 0.91 2.28
Fund with Sales Charge (%) (POP) After Shares Sold 4.55 1.93 1.02 2.25

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 8.71 -2.19 3.15 2.40 -1.99 5.50 -1.36 7.82 5.15 9.61
Fund with Sales Charge (%) (POP) 7.71 -3.14 2.15 1.40 -2.94 4.50 -2.31 6.82 4.15 8.61
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 03/01/2002
Fund without Sales Charge (%) (NAV) 2.04 1.99 8.60 11.68 10.86 42.68 110.00
Fund with Sales Charge (%) (POP) 1.04 0.99 7.60 11.68 10.86 42.68 110.00
Bloomberg Barclays US Aggregate Index (%) 1.80 1.92 9.64 14.52 16.00 45.00 121.69
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 03/01/2002
Fund without Sales Charge (%) (NAV) -0.12 8.71 8.71 9.68 10.07 42.36 105.91
Fund with Sales Charge (%) (POP) -1.11 7.71 7.71 9.68 10.07 42.36 105.91
Bloomberg Barclays US Aggregate Index (%) 0.18 8.72 8.72 12.58 16.20 44.43 117.51

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.81 2.94 3.14
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.01 3.02 2.88
Sharpe Ratio 0.75 0.35 0.97
Information Ratio -0.73 -0.61 -0.08
Tracking Error 1.19 1.52 1.93

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

Gross Expense Ratio 1.32%
Net Expense Ratio [further-information] 1.28%
Max Initial Sales Charge 0.00%
CDSC 1.00%

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

Sharpe Ratio 0.75
Standard Deviation 2.81

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index