Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 04/02/1990
Fund without Sales Charge (%) (NAV) 6.48 9.73 5.05 9.92 10.09
Fund with Sales Charge (%) (POP) 6.48 9.73 5.05 9.92 10.09
Russell 3000 Value Index (%) 10.65 10.40 7.52 11.91 9.89
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 04/02/1990
Fund without Sales Charge (%) (NAV) -2.64 8.78 4.90 9.25 10.08
Fund with Sales Charge (%) (POP) -2.64 8.78 4.90 9.25 10.08
Russell 3000 Value Index (%) 3.10 9.25 7.76 11.36 9.86

After-Tax Average Annual Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.97 7.33 2.09 7.60
Fund without Sales Charge (%) (NAV) After Shares Sold 5.77 7.38 3.47 7.84
Fund with Sales Charge (%) (POP) Before Shares Sold 2.97 7.33 2.09 7.60
Fund with Sales Charge (%) (POP) After Shares Sold 5.77 7.38 3.47 7.84
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.85 6.41 1.95 6.94
Fund without Sales Charge (%) (NAV) After Shares Sold 0.24 6.65 3.37 7.27
Fund with Sales Charge (%) (POP) Before Shares Sold -5.85 6.41 1.95 6.94
Fund with Sales Charge (%) (POP) After Shares Sold 0.24 6.65 3.37 7.27

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -12.23 12.71 20.74 -9.23 1.01 36.93 15.96 -6.14 22.14 22.93
Fund with Sales Charge (%) (POP) -12.23 12.71 20.74 -9.23 1.01 36.93 15.96 -6.14 22.14 22.93
Russell 3000 Value Index (%) -8.58 13.19 18.40 -4.13 12.70 32.69 17.55 -0.10 16.23 19.76

Cumulative Total Returns [further-information] As of 10/31/2019

Month EndAs of 10/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 0.78 17.49 6.48 32.10 27.92 157.41 1,618.97
Fund with Sales Charge (%) (POP) 0.78 17.49 6.48 32.10 27.92 157.41 1,618.97
Russell 3000 Value Index (%) 1.91 19.19 10.65 34.54 43.71 207.97 1,526.87
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 04/02/1990
Fund without Sales Charge (%) (NAV) 1.25 16.31 -2.64 28.74 27.00 142.26 1,601.79
Fund with Sales Charge (%) (POP) 1.25 16.31 -2.64 28.74 27.00 142.26 1,601.79
Russell 3000 Value Index (%) 1.23 17.47 3.10 30.37 45.32 193.36 1,503.37

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 15.02 14.13 15.06
Standard Deviation (Russell 3000 Value Index) 12.34 11.96 12.92
Beta 1.18 1.12 1.12
Sharpe Ratio 0.54 0.29 0.62
Information Ratio -0.16 -0.53 -0.43
Tracking Error 4.25 4.66 4.59

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.22 1.21 1.15
Beta Bear 1.09 1.07 1.19
Bull Bear Capture Ratio 0.94 0.87 0.90
% of Positive Months 69.44 60.00 65.00
Gains/Losses 1.71 1.38 1.68
Maximum Drawdown
16.30 16.30 22.59

SALES CHARGE, EXPENSES & FEES As of 03/01/2019 (updated annually)

Gross Expense Ratio 0.71%
Net Expense Ratio [further-information] 0.66%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Beta 1.18
Sharpe Ratio 0.54
Standard Deviation 15.02

Benchmarks

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

  • Russell 3000 Value Index