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) 9.43 4.44 2.77 4.30 5.14
Fund with Sales Charge (%) (POP) 9.43 4.44 2.77 4.30 5.14
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) 9.43 3.76 2.60 4.27 5.06
Fund with Sales Charge (%) (POP) 9.43 3.76 2.60 4.27 5.06
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 7.74 3.15 1.51 2.76
Fund without Sales Charge (%) (NAV) After Shares Sold 5.54 2.83 1.54 2.69
Fund with Sales Charge (%) (POP) Before Shares Sold 7.74 3.15 1.51 2.76
Fund with Sales Charge (%) (POP) After Shares Sold 5.54 2.83 1.54 2.69
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.73 2.47 1.36 2.73
Fund without Sales Charge (%) (NAV) After Shares Sold 5.56 2.30 1.43 2.68
Fund with Sales Charge (%) (POP) Before Shares Sold 7.73 2.47 1.36 2.73
Fund with Sales Charge (%) (POP) After Shares Sold 5.56 2.30 1.43 2.68

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 9.43 -1.57 3.70 3.13 -1.31 6.21 -0.74 8.58 5.76 10.38
Fund with Sales Charge (%) (POP) 9.43 -1.57 3.70 3.13 -1.31 6.21 -0.74 8.58 5.76 10.38
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) 2.29 2.12 9.43 13.94 14.63 52.37 193.89
Fund with Sales Charge (%) (POP) 2.29 2.12 9.43 13.94 14.63 52.37 193.89
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) 0.06 9.43 9.43 11.69 13.69 51.91 187.80
Fund with Sales Charge (%) (POP) 0.06 9.43 9.43 11.69 13.69 51.91 187.80
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) 2.77 2.92 3.13
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.01 3.02 2.88
Sharpe Ratio 1.01 0.58 1.20
Information Ratio -0.14 -0.16 0.27
Tracking Error 1.22 1.52 1.94

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

Gross Expense Ratio 0.67%
Net Expense Ratio [further-information] 0.63%
Max Initial Sales Charge 0.00%
CDSC

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

Sharpe Ratio 1.01
Standard Deviation 2.77

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index