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 08/03/1998
Fund without Sales Charge (%) (NAV) 8.85 3.26 2.07 3.76 4.53
Fund with Sales Charge (%) (POP) 8.85 3.26 2.07 3.76 4.53
Bloomberg Barclays US Aggregate Index (%) 8.72 4.03 3.05 3.75 4.85
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/03/1998
Fund without Sales Charge (%) (NAV) 8.85 3.26 2.07 3.76 4.53
Fund with Sales Charge (%) (POP) 8.85 3.26 2.07 3.76 4.53
Bloomberg Barclays US Aggregate Index (%) 8.72 4.03 3.05 3.75 4.85

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) 8.85 -2.05 3.25 2.58 -1.88 5.74 -1.21 7.97 5.29 9.87
Fund with Sales Charge (%) (POP) 8.85 -2.05 3.25 2.58 -1.88 5.74 -1.21 7.97 5.29 9.87
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 08/03/1998
Fund without Sales Charge (%) (NAV) -0.08 8.85 8.85 10.09 10.81 44.58 158.18
Fund with Sales Charge (%) (POP) -0.08 8.85 8.85 10.09 10.81 44.58 158.18
Bloomberg Barclays US Aggregate Index (%) 0.18 8.72 8.72 12.58 16.20 44.43 175.75
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/03/1998
Fund without Sales Charge (%) (NAV) -0.08 8.85 8.85 10.09 10.81 44.58 158.18
Fund with Sales Charge (%) (POP) -0.08 8.85 8.85 10.09 10.81 44.58 158.18
Bloomberg Barclays US Aggregate Index (%) 0.18 8.72 8.72 12.58 16.20 44.43 175.75

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.63 2.85 3.10
Standard Deviation (Bloomberg Barclays US Aggregate Index) 2.87 3.04 2.86
Sharpe Ratio 0.62 0.36 1.03
Information Ratio -0.65 -0.63 0.01
Tracking Error 1.18 1.53 1.91

SALES CHARGE, EXPENSES & FEES As of 04/03/2019 (updated annually)

Gross Expense Ratio 1.17%
Net Expense Ratio [further-information] 1.13%
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 0.62
Standard Deviation 2.63

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index