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 05/24/1994
Fund without Sales Charge (%) (NAV) 8.54 3.80 3.05 4.68 6.73
Fund with Sales Charge (%) (POP) 8.54 3.80 3.05 4.68 6.73
Bloomberg Barclays US Aggregate Index (%) 8.72 4.03 3.05 3.75 5.46
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/24/1994
Fund without Sales Charge (%) (NAV) 8.54 3.80 3.05 4.68 6.73
Fund with Sales Charge (%) (POP) 8.54 3.80 3.05 4.68 6.73
Bloomberg Barclays US Aggregate Index (%) 8.72 4.03 3.05 3.75 5.46

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) 8.54 -1.63 4.76 8.24 -4.02 1.92 3.45 12.62 2.91 11.24
Fund with Sales Charge (%) (POP) 8.54 -1.63 4.76 8.24 -4.02 1.92 3.45 12.62 2.91 11.24
Bloomberg Barclays US Aggregate Index (%) 8.72 0.01 3.54 2.65 0.55 5.95 -2.02 4.21 7.84 6.54

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 05/24/1994
Fund without Sales Charge (%) (NAV) 0.74 8.54 8.54 11.85 16.20 57.94 429.61
Fund with Sales Charge (%) (POP) 0.74 8.54 8.54 11.85 16.20 57.94 429.61
Bloomberg Barclays US Aggregate Index (%) 0.18 8.72 8.72 12.58 16.20 44.43 290.18
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/24/1994
Fund without Sales Charge (%) (NAV) 0.74 8.54 8.54 11.85 16.20 57.94 429.61
Fund with Sales Charge (%) (POP) 0.74 8.54 8.54 11.85 16.20 57.94 429.61
Bloomberg Barclays US Aggregate Index (%) 0.18 8.72 8.72 12.58 16.20 44.43 290.18

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.41 3.34 4.25
Standard Deviation (Bloomberg Barclays US Aggregate Index) 2.87 3.04 2.86
Sharpe Ratio 0.90 0.60 0.97
Information Ratio -0.08 0.00 0.21
Tracking Error 2.99 3.84 4.49

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 12/31/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.90
Standard Deviation 2.41

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index