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) 37.18 17.24 10.41 7.99 5.62
Fund with Sales Charge (%) (POP) 37.18 17.24 10.41 7.99 5.62
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) 37.18 17.24 10.41 7.99 5.62
Fund with Sales Charge (%) (POP) 37.18 17.24 10.41 7.99 5.62
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

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) 37.18 -14.28 37.03 1.47 0.36 -4.44 11.75 22.93 -11.84 13.57
Fund with Sales Charge (%) (POP) 37.18 -14.28 37.03 1.47 0.36 -4.44 11.75 22.93 -11.84 13.57
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) 14.33 37.18 37.18 61.14 64.11 115.71 88.36
Fund with Sales Charge (%) (POP) 14.33 37.18 37.18 61.14 64.11 115.71 88.36
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) 14.33 37.18 37.18 61.14 64.11 115.71 88.36
Fund with Sales Charge (%) (POP) 14.33 37.18 37.18 61.14 64.11 115.71 88.36
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) 13.30 13.67 14.91
Standard Deviation (MSCI EAFE Index-NR) 10.81 12.13 14.53
Beta 1.07 1.02 0.95
Sharpe Ratio 1.17 0.69 0.50
Information Ratio 1.17 0.80 0.43
Tracking Error 6.58 5.90 5.79

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

3 YR 5 YR 10 YR
Beta Bull 1.07 0.98 0.92
Beta Bear 1.23 1.17 1.07
Bull Bear Capture Ratio 1.52 1.30 1.13
% of Positive Months 72.22 66.67 63.33
Gains/Losses 2.52 1.78 1.56
Maximum Drawdown
19.77 19.77 24.98

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

Gross Expense Ratio 0.96%
Net Expense Ratio [further-information] 0.88%
Max Initial Sales Charge 0.00%
CDSC

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

Beta 1.07
Sharpe Ratio 1.17
Standard Deviation 13.30

Benchmarks

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

  • MSCI EAFE Index-NR