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 04/02/1990
Fund without Sales Charge (%) (NAV) -16.96 -2.63 1.37 7.10 9.11
Fund with Sales Charge (%) (POP) -16.96 -2.63 1.37 7.10 9.11
Russell 3000 Value Index (%) -9.42 1.41 4.41 10.23 9.21
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 04/02/1990
Fund without Sales Charge (%) (NAV) -16.96 -2.63 1.37 7.10 9.11
Fund with Sales Charge (%) (POP) -16.96 -2.63 1.37 7.10 9.11
Russell 3000 Value Index (%) -9.42 1.41 4.41 10.23 9.21

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 -18.41 -4.85 -1.05 4.67
Fund without Sales Charge (%) (NAV) After Shares Sold -8.45 -1.65 1.20 5.81
Fund with Sales Charge (%) (POP) Before Shares Sold -18.41 -4.85 -1.05 4.67
Fund with Sales Charge (%) (POP) After Shares Sold -8.45 -1.65 1.20 5.81
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -18.41 -4.85 -1.05 4.67
Fund without Sales Charge (%) (NAV) After Shares Sold -8.45 -1.65 1.20 5.81
Fund with Sales Charge (%) (POP) Before Shares Sold -18.41 -4.85 -1.05 4.67
Fund with Sales Charge (%) (POP) After Shares Sold -8.45 -1.65 1.20 5.81

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 24.82 -12.23 12.71 20.74 -9.23 1.01 36.93 15.96 -6.14 22.14
Fund with Sales Charge (%) (POP) 24.82 -12.23 12.71 20.74 -9.23 1.01 36.93 15.96 -6.14 22.14
Russell 3000 Value Index (%) 26.26 -8.58 13.19 18.40 -4.13 12.70 32.69 17.55 -0.10 16.23

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 04/02/1990
Fund without Sales Charge (%) (NAV) 16.01 -23.58 -16.96 -7.69 7.03 98.47 1,295.69
Fund with Sales Charge (%) (POP) 16.01 -23.58 -16.96 -7.69 7.03 98.47 1,295.69
Russell 3000 Value Index (%) 14.55 -16.74 -9.42 4.28 24.11 164.78 1,334.74
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 16.01 -23.58 -16.96 -7.69 7.03 98.47 1,295.69
Fund with Sales Charge (%) (POP) 16.01 -23.58 -16.96 -7.69 7.03 98.47 1,295.69
Russell 3000 Value Index (%) 14.55 -16.74 -9.42 4.28 24.11 164.78 1,334.74

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 21.82 18.91 16.73
Standard Deviation (--) 18.23 15.84 14.23
Beta 1.18 1.16 1.13
Sharpe Ratio -0.16 0.10 0.37
Information Ratio -0.83 -0.44 -0.67
Tracking Error 4.95 5.00 4.80

ADDITIONAL RISK STATISTICSAs of 07/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.04 1.11 1.12
Beta Bear 1.28 1.24 1.28
Bull Bear Capture Ratio 0.92 0.93 0.86
Gains/Losses 1.03 1.23 1.46

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

Gross Expense Ratio 0.72%
Net Expense Ratio [further-information] 0.68%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 07/31/2020 Updated Monthly, based on a 3-year period

Beta 1.18
Sharpe Ratio -0.16
Standard Deviation 21.82

Benchmarks

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

  • Russell 3000 Value Index