Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) -5.13 4.39 4.23 4.67 2.98
Fund with Sales Charge (%) (POP) -5.13 4.39 4.23 4.67 2.98
MSCI EAFE Index-NR (%) -14.38 -1.82 -0.62 2.71 0.18
Quarter EndAs of 03/31/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 06/03/2008
Fund without Sales Charge (%) (NAV) -5.13 4.39 4.23 4.67 2.98
Fund with Sales Charge (%) (POP) -5.13 4.39 4.23 4.67 2.98
MSCI EAFE Index-NR (%) -14.38 -1.82 -0.62 2.71 0.18

After-Tax Average Annual Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.09 4.21 4.17 4.63
Fund without Sales Charge (%) (NAV) After Shares Sold -2.99 3.47 3.40 3.83
Fund with Sales Charge (%) (POP) Before Shares Sold -5.09 4.21 4.17 4.63
Fund with Sales Charge (%) (POP) After Shares Sold -2.99 3.47 3.40 3.83
Quarter EndAs of 03/31/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -5.09 4.21 4.17 4.63
Fund without Sales Charge (%) (NAV) After Shares Sold -2.99 3.47 3.40 3.83
Fund with Sales Charge (%) (POP) Before Shares Sold -5.09 4.21 4.17 4.63
Fund with Sales Charge (%) (POP) After Shares Sold -2.99 3.47 3.40 3.83

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 36.48 -14.68 36.38 1.05 -0.12 -4.99 11.14 22.26 -12.20 13.00
Fund with Sales Charge (%) (POP) 36.48 -14.68 36.38 1.05 -0.12 -4.99 11.14 22.26 -12.20 13.00
MSCI EAFE Index-NR (%) 22.01 -13.79 25.03 1.00 -0.81 -4.90 22.78 17.32 -12.14 7.75

Cumulative Total Returns [further-information] As of 03/31/2020

Month EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) -20.29 -20.29 -5.13 13.74 23.01 57.90 41.55
Fund with Sales Charge (%) (POP) -20.29 -20.29 -5.13 13.74 23.01 57.90 41.55
MSCI EAFE Index-NR (%) -22.83 -22.83 -14.38 -5.36 -3.05 30.72 2.11
Quarter EndAs of 03/31/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) -20.29 -20.29 -5.13 13.74 23.01 57.90 41.55
Fund with Sales Charge (%) (POP) -20.29 -20.29 -5.13 13.74 23.01 57.90 41.55
MSCI EAFE Index-NR (%) -22.83 -22.83 -14.38 -5.36 -3.05 30.72 2.11

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 16.69 15.61 15.61
Standard Deviation (MSCI EAFE Index-NR) 14.38 13.99 15.30
Beta 1.05 1.02 0.94
Sharpe Ratio 0.16 0.20 0.26
Information Ratio 0.86 0.77 0.33
Tracking Error 7.18 6.33 5.97

ADDITIONAL RISK STATISTICSAs of 03/31/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.09 0.99 0.90
Beta Bear 1.15 1.14 1.07
Bull Bear Capture Ratio 1.38 1.28 1.08
Gains/Losses 1.31 1.30 1.33

SALES CHARGE, EXPENSES & FEES As of 12/01/2019 (updated annually)

Gross Expense Ratio 1.46%
Net Expense Ratio [further-information] 1.38%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 03/31/2020 Updated Monthly, based on a 3-year period

Beta 1.05
Sharpe Ratio 0.16
Standard Deviation 16.69

Benchmarks

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

  • MSCI EAFE Index-NR