Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/03/1998
Fund without Sales Charge (%) (NAV) 10.36 4.01 2.69 4.35 5.27
Fund with Sales Charge (%) (POP) 10.36 4.01 2.69 4.35 5.27
Bloomberg Barclays US Aggregate Index (%) 10.79 4.10 3.08 3.59 4.87
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/03/1998
Fund without Sales Charge (%) (NAV) 9.30 3.08 2.95 4.56 5.31
Fund with Sales Charge (%) (POP) 9.30 3.08 2.95 4.56 5.31
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 4.90

After-Tax Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 8.78 2.70 1.32 2.78
Fund without Sales Charge (%) (NAV) After Shares Sold 6.10 2.48 1.42 2.72
Fund with Sales Charge (%) (POP) Before Shares Sold 8.78 2.70 1.32 2.78
Fund with Sales Charge (%) (POP) After Shares Sold 6.10 2.48 1.42 2.72
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.72 1.76 1.59 2.99
Fund without Sales Charge (%) (NAV) After Shares Sold 5.46 1.76 1.63 2.89
Fund with Sales Charge (%) (POP) Before Shares Sold 7.72 1.76 1.59 2.99
Fund with Sales Charge (%) (POP) After Shares Sold 5.46 1.76 1.63 2.89

Calendar Year Returns

2018 2017 2016 2015 2014 2013
Fund without Sales Charge (%) (NAV) -1.45 3.91 3.20 -1.19 6.36 -0.66
Fund with Sales Charge (%) (POP) -1.45 3.91 3.20 -1.19 6.36 -0.66
Bloomberg Barclays US Aggregate Index (%) 0.01 3.54 2.65 0.55 5.95 -2.02

Cumulative Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/03/1998
Fund without Sales Charge (%) (NAV) -0.43 9.40 10.36 12.53 14.17 53.04 198.89
Fund with Sales Charge (%) (POP) -0.43 9.40 10.36 12.53 14.17 53.04 198.89
Bloomberg Barclays US Aggregate Index (%) -0.28 8.79 10.79 12.82 16.39 42.27 175.94
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/03/1998
Fund without Sales Charge (%) (NAV) 1.97 9.45 9.30 9.52 15.64 56.21 199.02
Fund with Sales Charge (%) (POP) 1.97 9.45 9.30 9.52 15.64 56.21 199.02
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 175.25

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.63 2.86 3.13
Standard Deviation (Bloomberg Barclays US Aggregate Index) 2.86 3.03 2.92
Sharpe Ratio 0.92 0.59 1.22
Information Ratio -0.07 -0.26 0.39
Tracking Error 1.18 1.53 1.95

SALES CHARGE, EXPENSES & FEES As of 04/03/2019 (updated annually)

Gross Expense Ratio 0.57%
Net Expense Ratio [further-information] 0.52%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 11/30/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.92
Standard Deviation 2.63

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index