Average Annual Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) 21.31 10.61 8.70 9.12 5.61
Fund with Sales Charge (%) (POP) 21.31 10.61 8.70 9.12 5.61
MSCI EAFE Index-NR (%) -2.81 -0.37 0.79 5.27 1.06
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) -4.58 5.06 4.91 5.36 3.65
Fund with Sales Charge (%) (POP) -4.58 5.06 4.91 5.36 3.65
MSCI EAFE Index-NR (%) -14.38 -1.82 -0.62 2.71 0.18

After-Tax Average Annual Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 21.25 10.33 8.49 8.95
Fund without Sales Charge (%) (NAV) After Shares Sold 12.77 8.31 6.92 7.55
Fund with Sales Charge (%) (POP) Before Shares Sold 21.25 10.33 8.49 8.95
Fund with Sales Charge (%) (POP) After Shares Sold 12.77 8.31 6.92 7.55
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -4.64 4.79 4.71 5.20
Fund without Sales Charge (%) (NAV) After Shares Sold -2.56 4.00 3.92 4.38
Fund with Sales Charge (%) (POP) Before Shares Sold -4.64 4.79 4.71 5.20
Fund with Sales Charge (%) (POP) After Shares Sold -2.56 4.00 3.92 4.38

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011
Fund without Sales Charge (%) (NAV) 37.42 -14.16 37.24 1.77 0.50 -4.31 11.80
Fund with Sales Charge (%) (POP) 37.42 -14.16 37.24 1.77 0.50 -4.31 11.80
MSCI EAFE Index-NR (%) 22.01 -13.79 25.03 1.00 -0.81 -4.90 22.78 17.32 -12.14

Cumulative Total Returns [further-information] As of 05/31/2020

Month EndAs of 05/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) 5.62 0.54 21.31 35.34 51.73 139.29 92.41
Fund with Sales Charge (%) (POP) 5.62 0.54 21.31 35.34 51.73 139.29 92.41
MSCI EAFE Index-NR (%) -3.73 -14.26 -2.81 -1.09 4.02 67.14 13.44
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) -20.18 -20.18 -4.58 15.96 27.06 68.56 52.76
Fund with Sales Charge (%) (POP) -20.18 -20.18 -4.58 15.96 27.06 68.56 52.76
MSCI EAFE Index-NR (%) -22.83 -22.83 -14.38 -5.36 -3.05 30.72 2.11

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 19.17 17.22 16.21
Standard Deviation (MSCI EAFE Index-NR) 14.96 14.29 15.00
Beta 1.16 1.09 0.98
Sharpe Ratio 0.60 0.56 0.56
Information Ratio 1.43 1.16 0.58
Tracking Error 8.68 7.50 6.70

ADDITIONAL RISK STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.62 1.28 0.98
Beta Bear 1.20 1.14 1.10
Bull Bear Capture Ratio 1.74 1.51 1.20
Gains/Losses 1.81 1.69 1.65

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

Gross Expense Ratio 0.86%
Net Expense Ratio [further-information] 0.74%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Beta 1.16
Sharpe Ratio 0.60
Standard Deviation 19.17

Benchmarks

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

  • MSCI EAFE Index-NR