Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) 35.87 16.09 9.32 6.91 4.56
Fund with Sales Charge (%) (POP) 34.87 16.09 9.32 6.91 4.56
MSCI EAFE Index-NR (%) 22.01 9.57 5.67 5.50 2.45
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) 35.87 16.09 9.32 6.91 4.56
Fund with Sales Charge (%) (POP) 34.87 16.09 9.32 6.91 4.56
MSCI EAFE Index-NR (%) 22.01 9.57 5.67 5.50 2.45

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 35.87 -15.16 35.71 0.48 -0.67 -5.46 10.60 21.76 -12.58 12.27
Fund with Sales Charge (%) (POP) 34.87 -15.99 34.71 -0.52 -1.66 -6.40 9.60 20.76 -13.45 11.27
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 12/31/2019

Month EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) 14.09 35.87 35.87 56.44 56.15 95.10 67.65
Fund with Sales Charge (%) (POP) 13.09 34.87 34.87 56.44 56.15 95.10 67.65
MSCI EAFE Index-NR (%) 8.17 22.01 22.01 31.52 31.76 70.85 32.32
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) 14.09 35.87 35.87 56.44 56.15 95.10 67.65
Fund with Sales Charge (%) (POP) 13.09 34.87 34.87 56.44 56.15 95.10 67.65
MSCI EAFE Index-NR (%) 8.17 22.01 22.01 31.52 31.76 70.85 32.32

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 13.29 13.64 14.86
Standard Deviation (MSCI EAFE Index-NR) 10.81 12.13 14.53
Beta 1.07 1.01 0.94
Sharpe Ratio 1.09 0.61 0.43
Information Ratio 0.99 0.62 0.24
Tracking Error 6.59 5.92 5.82

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.07 0.97 0.91
Beta Bear 1.23 1.16 1.07
Bull Bear Capture Ratio 1.42 1.23 1.07
% of Positive Months 69.44 65.00 62.50
Gains/Losses 2.39 1.69 1.49
Maximum Drawdown
20.33 20.33 25.24

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

Gross Expense Ratio 1.96%
Net Expense Ratio [further-information] 1.88%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 1.07
Sharpe Ratio 1.09
Standard Deviation 13.29

Benchmarks

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

  • MSCI EAFE Index-NR