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) 5.08 8.21 6.66 6.81 4.66
Fund with Sales Charge (%) (POP) 5.08 8.21 6.66 6.81 4.66
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) -4.72 4.89 4.73 5.21 3.51
Fund with Sales Charge (%) (POP) -4.72 4.89 4.73 5.21 3.51
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 5.06 7.96 6.50 6.67
Fund without Sales Charge (%) (NAV) After Shares Sold 3.12 6.44 5.30 5.58
Fund with Sales Charge (%) (POP) Before Shares Sold 5.06 7.96 6.50 6.67
Fund with Sales Charge (%) (POP) After Shares Sold 3.12 6.44 5.30 5.58
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -4.74 4.64 4.58 5.07
Fund without Sales Charge (%) (NAV) After Shares Sold -2.67 3.87 3.79 4.26
Fund with Sales Charge (%) (POP) Before Shares Sold -4.74 4.64 4.58 5.07
Fund with Sales Charge (%) (POP) After Shares Sold -2.67 3.87 3.79 4.26

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 37.18 -14.28 37.03 1.47 0.36 -4.44 11.75 22.93 -11.84 13.57
Fund with Sales Charge (%) (POP) 37.18 -14.28 37.03 1.47 0.36 -4.44 11.75 22.93 -11.84 13.57
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) -8.88 -8.66 5.08 26.70 38.03 93.20 72.05
Fund with Sales Charge (%) (POP) -8.88 -8.66 5.08 26.70 38.03 93.20 72.05
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) -20.20 -20.20 -4.72 15.39 26.00 66.13 50.30
Fund with Sales Charge (%) (POP) -20.20 -20.20 -4.72 15.39 26.00 66.13 50.30
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 16.74 16.24
Standard Deviation (MSCI EAFE Index-NR) 14.78 14.16 15.40
Beta 1.12 1.07 0.97
Sharpe Ratio 0.35 0.33 0.38
Information Ratio 1.06 0.96 0.50
Tracking Error 8.30 7.14 6.47

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 1.08
Bull Bear Capture Ratio 1.54 1.41 1.16
% of Positive Months 66.67 65.00 63.33
Gains/Losses 1.53 1.44 1.46
Maximum Drawdown
20.40 20.40 24.98

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

Gross Expense Ratio 0.96%
Net Expense Ratio [further-information] 0.88%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 04/30/2020 Updated Monthly, based on a 3-year period

Beta 1.12
Sharpe Ratio 0.35
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