Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) 36.91 16.99 10.16 7.70 5.34
Fund with Sales Charge (%) (POP) 29.35 14.82 8.92 7.09 4.83
MSCI EAFE Index-NR (%) 22.01 9.57 5.67 5.50 2.45
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) 36.91 16.99 10.16 7.70 5.34
Fund with Sales Charge (%) (POP) 29.35 14.82 8.92 7.09 4.83
MSCI EAFE Index-NR (%) 22.01 9.57 5.67 5.50 2.45

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 36.94 16.80 10.08 7.63
Fund without Sales Charge (%) (NAV) After Shares Sold 21.95 13.46 8.15 6.35
Fund with Sales Charge (%) (POP) Before Shares Sold 29.37 14.63 8.84 7.02
Fund with Sales Charge (%) (POP) After Shares Sold 17.47 11.70 7.13 5.83
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 36.94 16.80 10.08 7.63
Fund without Sales Charge (%) (NAV) After Shares Sold 21.95 13.46 8.15 6.35
Fund with Sales Charge (%) (POP) Before Shares Sold 29.37 14.63 8.84 7.02
Fund with Sales Charge (%) (POP) After Shares Sold 17.47 11.70 7.13 5.83

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 36.91 -14.51 36.80 1.20 0.11 -4.81 11.38 22.52 -11.99 13.25
Fund with Sales Charge (%) (POP) 29.35 -19.20 28.98 -4.62 -5.66 -10.30 4.98 15.49 -17.06 6.78
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 12/31/2019

Month 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) 14.31 36.91 36.91 60.13 62.22 110.03 82.58
Fund with Sales Charge (%) (POP) 8.00 29.35 29.35 51.38 53.29 98.46 72.57
MSCI EAFE Index-NR (%) 8.17 22.01 22.01 31.52 31.76 70.85 32.32
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) 14.31 36.91 36.91 60.13 62.22 110.03 82.58
Fund with Sales Charge (%) (POP) 8.00 29.35 29.35 51.38 53.29 98.46 72.57
MSCI EAFE Index-NR (%) 8.17 22.01 22.01 31.52 31.76 70.85 32.32

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 13.32 13.66 14.89
Standard Deviation (MSCI EAFE Index-NR) 10.81 12.13 14.53
Beta 1.08 1.01 0.94
Sharpe Ratio 1.15 0.67 0.48
Information Ratio 1.13 0.76 0.38
Tracking Error 6.59 5.94 5.83

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.07 0.97 0.92
Beta Bear 1.23 1.17 1.07
Bull Bear Capture Ratio 1.49 1.28 1.11
% of Positive Months 72.22 66.67 63.33
Gains/Losses 2.48 1.76 1.54
Maximum Drawdown
19.88 19.88 25.05

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

Gross Expense Ratio 1.21%
Net Expense Ratio [further-information] 1.13%
Max Initial Sales Charge 5.50%
CDSC 1.00%

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 1.08
Sharpe Ratio 1.15
Standard Deviation 13.32

Benchmarks

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

  • MSCI EAFE Index-NR