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) 4.60 7.69 6.15 6.27 4.13
Fund with Sales Charge (%) (POP) 4.60 7.69 6.15 6.27 4.13
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) -5.13 4.39 4.23 4.67 2.98
Fund with Sales Charge (%) (POP) -5.13 4.39 4.23 4.67 2.98
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 4.65 7.51 6.09 6.23
Fund without Sales Charge (%) (NAV) After Shares Sold 2.78 6.03 4.91 5.15
Fund with Sales Charge (%) (POP) Before Shares Sold 4.65 7.51 6.09 6.23
Fund with Sales Charge (%) (POP) After Shares Sold 2.78 6.03 4.91 5.15
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.09 4.21 4.17 4.63
Fund without Sales Charge (%) (NAV) After Shares Sold -2.99 3.47 3.40 3.83
Fund with Sales Charge (%) (POP) Before Shares Sold -5.09 4.21 4.17 4.63
Fund with Sales Charge (%) (POP) After Shares Sold -2.99 3.47 3.40 3.83

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 36.48 -14.68 36.38 1.05 -0.12 -4.99 11.14 22.26 -12.20 13.00
Fund with Sales Charge (%) (POP) 36.48 -14.68 36.38 1.05 -0.12 -4.99 11.14 22.26 -12.20 13.00
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) -8.98 -8.81 4.60 24.89 34.75 83.75 61.94
Fund with Sales Charge (%) (POP) -8.98 -8.81 4.60 24.89 34.75 83.75 61.94
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) -20.29 -20.29 -5.13 13.74 23.01 57.90 41.55
Fund with Sales Charge (%) (POP) -20.29 -20.29 -5.13 13.74 23.01 57.90 41.55
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) 18.37 16.71 16.20
Standard Deviation (MSCI EAFE Index-NR) 14.78 14.16 15.40
Beta 1.12 1.07 0.96
Sharpe Ratio 0.33 0.30 0.35
Information Ratio 1.00 0.88 0.42
Tracking Error 8.31 7.16 6.46

ADDITIONAL RISK STATISTICSAs of 04/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.51 1.22 0.96
Beta Bear 1.15 1.14 1.07
Bull Bear Capture Ratio 1.50 1.38 1.13
% of Positive Months 66.67 65.00 63.33
Gains/Losses 1.50 1.41 1.43
Maximum Drawdown
20.44 20.44 25.09

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

Gross Expense Ratio 1.46%
Net Expense Ratio [further-information] 1.38%
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 0.33
Standard Deviation 18.37

Benchmarks

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

  • MSCI EAFE Index-NR