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 08/03/1998
Fund without Sales Charge (%) (NAV) 8.60 2.44 2.32 3.89 4.59
Fund with Sales Charge (%) (POP) 8.60 2.44 2.32 3.89 4.59
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 4.90
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 08/03/1998
Fund without Sales Charge (%) (NAV) 8.60 2.44 2.32 3.89 4.59
Fund with Sales Charge (%) (POP) 8.60 2.44 2.32 3.89 4.59
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 4.90

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 7.29 1.35 1.17 2.53
Fund without Sales Charge (%) (NAV) After Shares Sold 5.05 1.37 1.25 2.47
Fund with Sales Charge (%) (POP) Before Shares Sold 7.29 1.35 1.17 2.53
Fund with Sales Charge (%) (POP) After Shares Sold 5.05 1.37 1.25 2.47
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 7.29 1.35 1.17 2.53
Fund without Sales Charge (%) (NAV) After Shares Sold 5.05 1.37 1.25 2.47
Fund with Sales Charge (%) (POP) Before Shares Sold 7.29 1.35 1.17 2.53
Fund with Sales Charge (%) (POP) After Shares Sold 5.05 1.37 1.25 2.47

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -2.05 3.25 2.58 -1.88 5.74 -1.21 7.97 5.29 9.87 15.12
Fund with Sales Charge (%) (POP) -2.05 3.25 2.58 -1.88 5.74 -1.21 7.97 5.29 9.87 15.12
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 08/03/1998
Fund without Sales Charge (%) (NAV) 1.83 8.93 8.60 7.50 12.16 46.53 158.38
Fund with Sales Charge (%) (POP) 1.83 8.93 8.60 7.50 12.16 46.53 158.38
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 175.25
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/03/1998
Fund without Sales Charge (%) (NAV) 1.83 8.93 8.60 7.50 12.16 46.53 158.38
Fund with Sales Charge (%) (POP) 1.83 8.93 8.60 7.50 12.16 46.53 158.38
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 175.25

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 3.05 2.85 3.12
Standard Deviation (Bloomberg Barclays US Aggregate Index) 3.30 3.05 2.94
Sharpe Ratio 0.30 0.48 1.09
Information Ratio -0.41 -0.69 0.08
Tracking Error 1.18 1.52 1.94

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 09/30/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.30
Standard Deviation 3.05

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index