Average Annual Total Returns [further-information] As of 06/30/2021

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
Month EndAs of 06/30/2021 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/15/2002
Fund without Sales Charge (%) (NAV) 44.68 -2.96 3.92 4.41 10.25
Fund with Sales Charge (%) (POP) 43.68 -2.96 3.92 4.41 10.25
MSCI EAFE Small Cap Index-NR (%) 40.98 8.40 12.03 8.38 11.27
Quarter EndAs of 06/30/2021 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 10/15/2002
Fund without Sales Charge (%) (NAV) 44.68 -2.96 3.92 4.41 10.25
Fund with Sales Charge (%) (POP) 43.68 -2.96 3.92 4.41 10.25
MSCI EAFE Small Cap Index-NR (%) 40.98 8.40 12.03 8.38 11.27

After-Tax Average Annual Total Returns [further-information] As of 06/30/2021

Month EndAs of 06/30/2021 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 44.68 -3.57 2.42 3.19
Fund without Sales Charge (%) (NAV) After Shares Sold 26.45 -2.26 2.68 3.29
Fund with Sales Charge (%) (POP) Before Shares Sold 43.68 -3.57 2.42 3.19
Fund with Sales Charge (%) (POP) After Shares Sold 25.86 -2.26 2.68 3.29
Quarter EndAs of 06/30/2021 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 44.68 -3.57 2.42 3.19
Fund without Sales Charge (%) (NAV) After Shares Sold 26.45 -2.26 2.68 3.29
Fund with Sales Charge (%) (POP) Before Shares Sold 43.68 -3.57 2.42 3.19
Fund with Sales Charge (%) (POP) After Shares Sold 25.86 -2.26 2.68 3.29

Calendar Year Returns

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund without Sales Charge (%) (NAV) -11.54 11.46 -21.47 33.19 -4.18 5.63 -11.54 35.23 28.53 -15.20
Fund with Sales Charge (%) (POP) -12.42 10.46 -22.23 32.19 -5.07 4.63 -12.34 34.23 27.53 -16.01
MSCI EAFE Small Cap Index-NR (%) 12.34 24.96 -17.89 33.01 2.18 9.59 -4.95 29.30 20.00 -15.94

Cumulative Total Returns [further-information] As of 06/30/2021

Performance data quoted represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or a loss when you sell your shares.
Month EndAs of 06/30/2021 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/15/2002
Fund without Sales Charge (%) (NAV) 3.15 12.62 44.68 -8.63 21.18 53.92 520.41
Fund with Sales Charge (%) (POP) 2.15 11.62 43.68 -8.63 21.18 53.92 520.41
MSCI EAFE Small Cap Index-NR (%) 4.34 9.04 40.98 27.39 76.45 123.54 636.82
Quarter EndAs of 06/30/2021 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 10/15/2002
Fund without Sales Charge (%) (NAV) 3.15 12.62 44.68 -8.63 21.18 53.92 520.41
Fund with Sales Charge (%) (POP) 2.15 11.62 43.68 -8.63 21.18 53.92 520.41
MSCI EAFE Small Cap Index-NR (%) 4.34 9.04 40.98 27.39 76.45 123.54 636.82

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2021 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 24.48 19.96 17.54
Standard Deviation (MSCI EAFE Small Cap Index-NR) 20.06 16.55 15.82
Beta 1.15 1.11 1.02
Sharpe Ratio -0.17 0.14 0.22
Information Ratio -1.29 -1.02 -0.56
Tracking Error 8.80 7.95 7.05

ADDITIONAL RISK STATISTICSAs of 06/30/2021 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.88 0.91 0.91
Beta Bear 1.25 1.31 1.11
Bull Bear Capture Ratio 0.73 0.72 0.84
Gains/Losses 1.01 1.28 1.31

SALES CHARGE, EXPENSES & FEES As of 05/03/2021 (updated annually)

Gross Expense Ratio 2.12%
Net Expense Ratio [further-information] 2.05%
Max Initial Sales Charge 0.00%
CDSC 1.00%

Volatility Measures [further-information] As of 06/30/2021 Updated Monthly, based on a 3-year period

Beta 1.15
Sharpe Ratio -0.17
Standard Deviation 24.48

Benchmarks

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

  • MSCI EAFE Small Cap Index-NR