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) 8.85 3.91 2.26 3.79 4.61
Fund with Sales Charge (%) (POP) 8.85 3.91 2.26 3.79 4.61
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) 8.85 3.26 2.07 3.76 4.53
Fund with Sales Charge (%) (POP) 8.85 3.26 2.07 3.76 4.53
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 7.37 2.81 1.17 2.42
Fund without Sales Charge (%) (NAV) After Shares Sold 5.21 2.50 1.23 2.37
Fund with Sales Charge (%) (POP) Before Shares Sold 7.37 2.81 1.17 2.42
Fund with Sales Charge (%) (POP) After Shares Sold 5.21 2.50 1.23 2.37
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.37 2.15 1.00 2.39
Fund without Sales Charge (%) (NAV) After Shares Sold 5.22 2.00 1.10 2.36
Fund with Sales Charge (%) (POP) Before Shares Sold 7.37 2.15 1.00 2.39
Fund with Sales Charge (%) (POP) After Shares Sold 5.22 2.00 1.10 2.36

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 8.85 -2.05 3.25 2.58 -1.88 5.74 -1.21 7.97 5.29 9.87
Fund with Sales Charge (%) (POP) 8.85 -2.05 3.25 2.58 -1.88 5.74 -1.21 7.97 5.29 9.87
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) 2.18 2.09 8.85 12.21 11.83 45.04 163.59
Fund with Sales Charge (%) (POP) 2.18 2.09 8.85 12.21 11.83 45.04 163.59
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) -0.08 8.85 8.85 10.09 10.81 44.58 158.18
Fund with Sales Charge (%) (POP) -0.08 8.85 8.85 10.09 10.81 44.58 158.18
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) 2.83 2.94 3.12
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.01 3.02 2.88
Sharpe Ratio 0.80 0.41 1.04
Information Ratio -0.60 -0.50 0.00
Tracking Error 1.18 1.49 1.91

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

Gross Expense Ratio 1.17%
Net Expense Ratio [further-information] 1.13%
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 0.80
Standard Deviation 2.83

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index