Average Annual Total Returns [further-information] As of 02/29/2020

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) 14.98 12.96 8.07 7.92 5.10
Fund with Sales Charge (%) (POP) 14.98 12.96 8.07 7.92 5.10
MSCI EAFE Index-NR (%) -0.57 3.92 1.96 4.83 1.41
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 02/29/2020

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 14.95 12.70 7.91 7.78
Fund without Sales Charge (%) (NAV) After Shares Sold 8.99 10.21 6.43 6.53
Fund with Sales Charge (%) (POP) Before Shares Sold 14.95 12.70 7.91 7.78
Fund with Sales Charge (%) (POP) After Shares Sold 8.99 10.21 6.43 6.53
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 37.15 16.96 10.25 7.85
Fund without Sales Charge (%) (NAV) After Shares Sold 22.15 13.65 8.34 6.58
Fund with Sales Charge (%) (POP) Before Shares Sold 37.15 16.96 10.25 7.85
Fund with Sales Charge (%) (POP) After Shares Sold 22.15 13.65 8.34 6.58

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 02/29/2020

Month EndAs of 02/29/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) -1.99 -4.81 14.98 44.15 47.40 114.31 79.30
Fund with Sales Charge (%) (POP) -1.99 -4.81 14.98 44.15 47.40 114.31 79.30
MSCI EAFE Index-NR (%) -8.05 -10.94 -0.57 12.23 10.18 60.28 17.84
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 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 13.71 13.77 14.91
Standard Deviation (MSCI EAFE Index-NR) 12.17 12.64 14.78
Beta 0.97 0.97 0.93
Sharpe Ratio 0.82 0.51 0.49
Information Ratio 1.31 0.99 0.52
Tracking Error 6.91 6.15 5.93

ADDITIONAL RISK STATISTICSAs of 02/29/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.09 1.00 0.92
Beta Bear 0.96 1.01 1.02
Bull Bear Capture Ratio 1.66 1.40 1.16
% of Positive Months 69.44 65.00 63.33
Gains/Losses 2.03 1.58 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 02/29/2020 Updated Monthly, based on a 3-year period

Beta 0.97
Sharpe Ratio 0.82
Standard Deviation 13.71

Benchmarks

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

  • MSCI EAFE Index-NR