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 07/01/1949
Fund without Sales Charge (%) (NAV) 22.55 6.22 5.75 8.47 11.14
Fund with Sales Charge (%) (POP) 22.55 6.22 5.75 8.47 11.14
S&P 500 Index (%) 31.49 15.28 11.70 13.56
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 07/01/1949
Fund without Sales Charge (%) (NAV) 22.55 6.22 5.75 8.47 11.14
Fund with Sales Charge (%) (POP) 22.55 6.22 5.75 8.47 11.14
S&P 500 Index (%) 31.49 15.28 11.70 13.56

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) 22.55 -9.41 7.96 15.31 -4.32 7.10 27.47 14.52 -1.94 11.18
Fund with Sales Charge (%) (POP) 22.55 -9.41 7.96 15.31 -4.32 7.10 27.47 14.52 -1.94 11.18
S&P 500 Index (%) 31.49 -4.38 21.83 11.96 1.38 13.69 32.39 16.00 2.11 15.06

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 07/01/1949
Fund without Sales Charge (%) (NAV) 6.78 22.55 22.55 19.85 32.23 125.38 171,392.26
Fund with Sales Charge (%) (POP) 6.78 22.55 22.55 19.85 32.23 125.38 171,392.26
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66
Quarter EndAs of 12/31/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 07/01/1949
Fund without Sales Charge (%) (NAV) 6.78 22.55 22.55 19.85 32.23 125.38 171,392.26
Fund with Sales Charge (%) (POP) 6.78 22.55 22.55 19.85 32.23 125.38 171,392.26
S&P 500 Index (%) 9.07 31.49 31.49 53.17 73.86 256.66

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

3 YR 5 YR 10 YR
Standard Deviation (Fund) 11.07 11.02 11.23
Standard Deviation (S&P 500 Index) 11.93 11.88 12.40
Beta 0.87 0.88 0.87
Sharpe Ratio 0.42 0.43 0.70
Information Ratio -2.26 -1.52 -1.40
Tracking Error 4.00 3.92 3.63

ADDITIONAL RISK STATISTICSAs of 12/31/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.90 0.82 0.83
Beta Bear 0.75 0.83 0.87
Bull Bear Capture Ratio 0.63 0.72 0.79
% of Positive Months 63.89 63.33 65.00
Gains/Losses 1.59 1.53 1.77
Maximum Drawdown
12.93 13.45 17.88

SALES CHARGE, EXPENSES & FEES As of 05/01/2019 (updated annually)

Gross Expense Ratio 1.27%
Net Expense Ratio [further-information] 1.27%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 12/31/2019 Updated Monthly, based on a 3-year period

Beta 0.87
Sharpe Ratio 0.42
Standard Deviation 11.07

Benchmarks

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

  • S&P 500 Index