Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/24/1994
Fund without Sales Charge (%) (NAV) 5.40 3.72 2.62 4.90 6.76
Fund with Sales Charge (%) (POP) 5.40 3.72 2.62 4.90 6.76
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 5.51
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 05/24/1994
Fund without Sales Charge (%) (NAV) 5.40 3.72 2.62 4.90 6.76
Fund with Sales Charge (%) (POP) 5.40 3.72 2.62 4.90 6.76
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 5.51

After-Tax Average Annual Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.43 2.19 0.85 2.91
Fund without Sales Charge (%) (NAV) After Shares Sold 3.16 2.17 1.20 2.97
Fund with Sales Charge (%) (POP) Before Shares Sold 3.43 2.19 0.85 2.91
Fund with Sales Charge (%) (POP) After Shares Sold 3.16 2.17 1.20 2.97
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.43 2.19 0.85 2.91
Fund without Sales Charge (%) (NAV) After Shares Sold 3.16 2.17 1.20 2.97
Fund with Sales Charge (%) (POP) Before Shares Sold 3.43 2.19 0.85 2.91
Fund with Sales Charge (%) (POP) After Shares Sold 3.16 2.17 1.20 2.97

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -1.63 4.76 8.24 -4.02 1.92 3.45 12.62 2.91 11.24 25.72
Fund with Sales Charge (%) (POP) -1.63 4.76 8.24 -4.02 1.92 3.45 12.62 2.91 11.24 25.72
Bloomberg Barclays US Aggregate Index (%) 0.01 3.54 2.65 0.55 5.95 -2.02 4.21 7.84 6.54 5.93

Cumulative Total Returns [further-information] As of 09/30/2019

Month EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/24/1994
Fund without Sales Charge (%) (NAV) 0.71 7.74 5.40 11.57 13.82 61.39 425.70
Fund with Sales Charge (%) (POP) 0.71 7.74 5.40 11.57 13.82 61.39 425.70
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 289.48
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/24/1994
Fund without Sales Charge (%) (NAV) 0.71 7.74 5.40 11.57 13.82 61.39 425.70
Fund with Sales Charge (%) (POP) 0.71 7.74 5.40 11.57 13.82 61.39 425.70
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 289.48

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 09/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.58 3.43 4.25
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.30 3.05 2.94
Sharpe Ratio 0.85 0.49 1.03
Information Ratio 0.25 -0.19 0.25
Tracking Error 3.12 3.90 4.57

SALES CHARGE, EXPENSES & FEES As of 09/01/2019 (updated annually)

Gross Expense Ratio 0.69%
Net Expense Ratio [further-information] 0.64%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 09/30/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.85
Standard Deviation 2.58

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index