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 11/17/2004
Fund without Sales Charge (%) (NAV) 3.86 2.50 2.08 2.32 3.09
Fund with Sales Charge (%) (POP) 3.86 2.50 2.08 2.32 3.09
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.88 2.49 1.88 1.58 2.51
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 11/17/2004
Fund without Sales Charge (%) (NAV) 4.86 2.49 2.05 2.37 3.08
Fund with Sales Charge (%) (POP) 4.86 2.49 2.05 2.37 3.08
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.03 2.15 1.67 1.54 2.44

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 2.27 1.16 0.89 1.18
Fund without Sales Charge (%) (NAV) After Shares Sold 2.27 1.33 1.06 1.30
Fund with Sales Charge (%) (POP) Before Shares Sold 2.27 1.16 0.89 1.18
Fund with Sales Charge (%) (POP) After Shares Sold 2.27 1.33 1.06 1.30
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.25 1.18 0.89 1.23
Fund without Sales Charge (%) (NAV) After Shares Sold 2.87 1.34 1.05 1.34
Fund with Sales Charge (%) (POP) Before Shares Sold 3.25 1.18 0.89 1.23
Fund with Sales Charge (%) (POP) After Shares Sold 2.87 1.34 1.05 1.34

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) 4.86 1.11 1.55 3.01 -0.19 1.46 1.40
Fund with Sales Charge (%) (POP) 4.86 1.11 1.55 3.01 -0.19 1.46 1.40
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.03 1.60 0.84 1.28 0.65 0.77 0.65

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 11/17/2004
Fund without Sales Charge (%) (NAV) 1.25 0.64 3.86 7.68 10.82 25.82 59.19
Fund with Sales Charge (%) (POP) 1.25 0.64 3.86 7.68 10.82 25.82 59.19
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 1.62 1.37 4.88 7.67 9.76 16.97 46.05
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 11/17/2004
Fund without Sales Charge (%) (NAV) 0.84 4.86 4.86 7.67 10.70 26.41 58.17
Fund with Sales Charge (%) (POP) 0.84 4.86 4.86 7.67 10.70 26.41 58.17
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 0.59 4.03 4.03 6.59 8.66 16.54 44.07

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.94 1.05 1.41
Standard Deviation (Bloomberg Barclays US Government & Credit (1-3 Year) Index) 1.01 0.94 0.81
Sharpe Ratio 0.87 0.95 1.24
Information Ratio 0.01 0.18 0.57
Tracking Error 1.04 1.09 1.31

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

3 YR 5 YR 10 YR
Beta Bull 0.12 0.09 0.41
Beta Bear 0.24 0.43 0.80
Bull Bear Capture Ratio -3.84 10.68 3.05
% of Positive Months 80.56 75.00 76.67
Gains/Losses 13.00 4.73 3.61
Maximum Drawdown
0.29 1.60 2.09

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

Gross Expense Ratio 0.58%
Net Expense Ratio [further-information] 0.32%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.87
Standard Deviation 0.94

Benchmarks

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

  • Bloomberg Barclays US Government & Credit (1-3 Year) Index