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 06/03/2008
Fund without Sales Charge (%) (NAV) -3.36 9.87 6.76 6.45 3.97
Fund with Sales Charge (%) (POP) -3.36 9.87 6.76 6.45 3.97
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since Inception Inception 06/03/2008
Fund without Sales Charge (%) (NAV) -3.36 9.87 6.76 6.45 3.97
Fund with Sales Charge (%) (POP) -3.36 9.87 6.76 6.45 3.97
MSCI EAFE (Net Returns) Index (%) -1.34 6.48 3.27 4.90 1.80

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 -3.75 9.70 6.68 6.39
Fund without Sales Charge (%) (NAV) After Shares Sold -1.73 7.77 5.40 5.30
Fund with Sales Charge (%) (POP) Before Shares Sold -3.75 9.70 6.68 6.39
Fund with Sales Charge (%) (POP) After Shares Sold -1.73 7.77 5.40 5.30
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -3.75 9.70 6.68 6.39
Fund without Sales Charge (%) (NAV) After Shares Sold -1.73 7.77 5.40 5.30
Fund with Sales Charge (%) (POP) Before Shares Sold -3.75 9.70 6.68 6.39
Fund with Sales Charge (%) (POP) After Shares Sold -1.73 7.77 5.40 5.30

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -14.68 36.38 1.05 -0.12 -4.99 11.14 22.26 -12.20 13.00 57.46
Fund with Sales Charge (%) (POP) -14.68 36.38 1.05 -0.12 -4.99 11.14 22.26 -12.20 13.00 57.46
MSCI EAFE (Net Returns) Index (%) -13.79 25.03 1.00 -0.81 -4.90 22.78 17.32 -12.14 7.75 31.78

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 06/03/2008
Fund without Sales Charge (%) (NAV) 0.28 19.49 -3.36 32.61 38.71 86.83 55.46
Fund with Sales Charge (%) (POP) 0.28 19.49 -3.36 32.61 38.71 86.83 55.46
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 06/03/2008
Fund without Sales Charge (%) (NAV) 0.28 19.49 -3.36 32.61 38.71 86.83 55.46
Fund with Sales Charge (%) (POP) 0.28 19.49 -3.36 32.61 38.71 86.83 55.46
MSCI EAFE (Net Returns) Index (%) -1.07 12.80 -1.34 20.73 17.46 61.40 22.33

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 13.15 13.43 14.79
Standard Deviation (MSCI EAFE (Net Returns) Index) 10.93 12.20 14.52
Beta 1.07 1.00 0.94
Sharpe Ratio 0.89 0.50 0.44
Information Ratio 0.78 0.62 0.30
Tracking Error 6.12 5.59 5.59

ADDITIONAL RISK STATISTICSAs of 10/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 1.21 1.06 0.94
Beta Bear 1.21 1.15 1.07
Bull Bear Capture Ratio 1.32 1.22 1.08
% of Positive Months 69.44 65.00 63.33
Gains/Losses 2.11 1.58 1.50
Maximum Drawdown
19.91 19.91 25.09

SALES CHARGE, EXPENSES & FEES As of 12/01/2018 (updated annually)

Gross Expense Ratio 1.51%
Net Expense Ratio [further-information] 1.37%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 10/31/2019 Updated Monthly, based on a 3-year period

Beta 1.07
Sharpe Ratio 0.89
Standard Deviation 13.15

Benchmarks

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

  • MSCI EAFE (Net Returns) Index