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 07/01/1949
Fund without Sales Charge (%) (NAV) 21.93 5.67 5.21 7.92 10.15
Fund with Sales Charge (%) (POP) 20.93 5.67 5.21 7.92 10.15
S&P 500 Index (%) 31.49 15.28 11.70 13.56
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/1949
Fund without Sales Charge (%) (NAV) 21.93 5.67 5.21 7.92 10.15
Fund with Sales Charge (%) (POP) 20.93 5.67 5.21 7.92 10.15
S&P 500 Index (%) 31.49 15.28 11.70 13.56

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

No chart available for this data.
Month EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold
No chart available for this data.
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold
Fund without Sales Charge (%) (NAV) After Shares Sold
Fund with Sales Charge (%) (POP) Before Shares Sold
Fund with Sales Charge (%) (POP) After Shares Sold

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 21.93 -9.87 7.37 14.77 -4.79 6.56 26.82 13.97 -2.44 10.62
Fund with Sales Charge (%) (POP) 20.93 -10.72 6.37 13.77 -5.67 5.56 25.82 12.97 -3.40 9.62
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06

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 07/01/1949
Fund without Sales Charge (%) (NAV) 6.62 21.93 21.93 17.99 28.93 114.31 91,340.17
Fund with Sales Charge (%) (POP) 5.63 20.93 20.93 17.99 28.93 114.31 91,340.17
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/1949
Fund without Sales Charge (%) (NAV) 6.62 21.93 21.93 17.99 28.93 114.31 91,340.17
Fund with Sales Charge (%) (POP) 5.63 20.93 20.93 17.99 28.93 114.31 91,340.17
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 11.08 11.02 11.23
Standard Deviation (S&P 500 Index) 11.93 11.88 12.40
Beta 0.87 0.88 0.87
Sharpe Ratio 0.36 0.38 0.66
Information Ratio -2.40 -1.65 -1.55
Tracking Error 4.00 3.93 3.63

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

3 YR 5 YR 10 YR
Beta Bull 0.90 0.82 0.83
Beta Bear 0.75 0.83 0.86
Bull Bear Capture Ratio 0.61 0.70 0.76
% of Positive Months 63.89 63.33 65.00
Gains/Losses 1.53 1.47 1.71
Maximum Drawdown
13.33 13.77 18.02

SALES CHARGE, EXPENSES & FEES As of 05/01/2019 (updated annually)

Gross Expense Ratio 1.77%
Net Expense Ratio [further-information] 1.77%
Max Initial Sales Charge 0.00%
CDSC 1.00%

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

Beta 0.87
Sharpe Ratio 0.36
Standard Deviation 11.08

Benchmarks

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

  • S&P 500 Index