Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) 13.90 11.82 6.99 6.84 4.05
Fund with Sales Charge (%) (POP) 12.90 11.82 6.99 6.84 4.05
MSCI EAFE Index-NR (%) -0.57 3.92 1.96 4.83 1.41
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 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 13.96 11.66 6.96 6.84
Fund without Sales Charge (%) (NAV) After Shares Sold 8.29 9.31 5.59 5.64
Fund with Sales Charge (%) (POP) Before Shares Sold 12.96 11.66 6.96 6.84
Fund with Sales Charge (%) (POP) After Shares Sold 7.70 9.31 5.59 5.64
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 35.94 15.92 9.29 6.91
Fund without Sales Charge (%) (NAV) After Shares Sold 21.31 12.74 7.48 5.69
Fund with Sales Charge (%) (POP) Before Shares Sold 34.94 15.92 9.29 6.91
Fund with Sales Charge (%) (POP) After Shares Sold 20.72 12.74 7.48 5.69

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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) -2.20 -4.98 13.90 39.83 40.21 93.80 59.30
Fund with Sales Charge (%) (POP) -3.18 -5.93 12.90 39.83 40.21 93.80 59.30
MSCI EAFE Index-NR (%) -8.05 -10.94 -0.57 12.23 10.18 60.28 17.84
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 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 13.69 13.74 14.86
Standard Deviation (MSCI EAFE Index-NR) 12.17 12.64 14.78
Beta 0.97 0.97 0.92
Sharpe Ratio 0.74 0.43 0.42
Information Ratio 1.14 0.82 0.34
Tracking Error 6.93 6.17 5.95

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.09 0.99 0.91
Beta Bear 0.96 1.00 1.01
Bull Bear Capture Ratio 1.56 1.32 1.10
% of Positive Months 66.67 63.33 62.50
Gains/Losses 1.93 1.50 1.48
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 02/29/2020 Updated Monthly, based on a 3-year period

Beta 0.97
Sharpe Ratio 0.74
Standard Deviation 13.69

Benchmarks

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

  • MSCI EAFE Index-NR