Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/03/1998
Fund without Sales Charge (%) (NAV) 4.80 3.65 3.03 3.73 4.82
Fund with Sales Charge (%) (POP) 0.91 2.34 2.23 3.33 4.63
Bloomberg Barclays US Aggregate Index (%) 8.74 5.32 4.30 3.82 5.02
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/03/1998
Fund without Sales Charge (%) (NAV) 4.80 3.65 3.03 3.73 4.82
Fund with Sales Charge (%) (POP) 0.91 2.34 2.23 3.33 4.63
Bloomberg Barclays US Aggregate Index (%) 8.74 5.32 4.30 3.82 5.02

After-Tax Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.41 2.44 1.81 2.31
Fund without Sales Charge (%) (NAV) After Shares Sold 2.82 2.26 1.76 2.29
Fund with Sales Charge (%) (POP) Before Shares Sold -0.43 1.15 1.03 1.91
Fund with Sales Charge (%) (POP) After Shares Sold 0.51 1.26 1.16 1.97
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.41 2.44 1.81 2.31
Fund without Sales Charge (%) (NAV) After Shares Sold 2.82 2.26 1.76 2.29
Fund with Sales Charge (%) (POP) Before Shares Sold -0.43 1.15 1.03 1.91
Fund with Sales Charge (%) (POP) After Shares Sold 0.51 1.26 1.16 1.97

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 9.09 -1.81 3.53 2.80 -1.59 5.98 -0.98 8.33 5.53 10.13
Fund with Sales Charge (%) (POP) 5.04 -5.94 -0.88 -1.52 -5.81 1.45 -5.20 3.68 1.01 5.40
Bloomberg Barclays US Aggregate Index (%) 8.72 0.01 3.54 2.65 0.55 5.95 -2.02 4.21 7.84 6.54

Cumulative Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/03/1998
Fund without Sales Charge (%) (NAV) 7.30 2.87 4.80 11.37 16.07 44.27 180.35
Fund with Sales Charge (%) (POP) 3.33 -0.96 0.91 7.20 11.68 38.82 169.82
Bloomberg Barclays US Aggregate Index (%) 2.90 6.14 8.74 16.83 23.45 45.53 192.66
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/03/1998
Fund without Sales Charge (%) (NAV) 7.30 2.87 4.80 11.37 16.07 44.27 180.35
Fund with Sales Charge (%) (POP) 3.33 -0.96 0.91 7.20 11.68 38.82 169.82
Bloomberg Barclays US Aggregate Index (%) 2.90 6.14 8.74 16.83 23.45 45.53 192.66

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 5.46 4.60 3.98
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.23 3.05 2.93
Sharpe Ratio 0.37 0.42 0.79
Information Ratio -0.40 -0.38 -0.03
Tracking Error 4.15 3.39 2.85

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

Gross Expense Ratio 0.93%
Net Expense Ratio [further-information] 0.88%
Max Initial Sales Charge 3.75%
CDSC 1.00%

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

Sharpe Ratio 0.37
Standard Deviation 5.46

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index