Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/24/1994
Fund without Sales Charge (%) (NAV) 6.31 3.43 2.03 4.19 6.18
Fund with Sales Charge (%) (POP) 6.31 3.43 2.03 4.19 6.18
Bloomberg Barclays US Aggregate Index (%) 10.79 4.10 3.08 3.59 5.48
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 05/24/1994
Fund without Sales Charge (%) (NAV) 4.90 3.18 2.12 4.38 6.24
Fund with Sales Charge (%) (POP) 4.90 3.18 2.12 4.38 6.24
Bloomberg Barclays US Aggregate Index (%) 10.30 2.93 3.38 3.75 5.51

After-Tax Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 4.55 2.04 0.50 2.42
Fund without Sales Charge (%) (NAV) After Shares Sold 3.72 2.02 0.87 2.51
Fund with Sales Charge (%) (POP) Before Shares Sold 4.55 2.04 0.50 2.42
Fund with Sales Charge (%) (POP) After Shares Sold 3.72 2.02 0.87 2.51
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 3.14 1.87 0.56 2.60
Fund without Sales Charge (%) (NAV) After Shares Sold 2.87 1.86 0.92 2.66
Fund with Sales Charge (%) (POP) Before Shares Sold 3.14 1.87 0.56 2.60
Fund with Sales Charge (%) (POP) After Shares Sold 2.87 1.86 0.92 2.66

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) -2.02 4.25 7.63 -4.52 1.52 2.85 12.11 2.41 10.62 25.16
Fund with Sales Charge (%) (POP) -2.02 4.25 7.63 -4.52 1.52 2.85 12.11 2.41 10.62 25.16
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 11/30/2019

Month EndAs of 11/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/24/1994
Fund without Sales Charge (%) (NAV) -0.47 6.96 6.31 10.65 10.55 50.75 362.24
Fund with Sales Charge (%) (POP) -0.47 6.96 6.31 10.65 10.55 50.75 362.24
Bloomberg Barclays US Aggregate Index (%) -0.28 8.79 10.79 12.82 16.39 42.27 290.45
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 05/24/1994
Fund without Sales Charge (%) (NAV) 0.59 7.26 4.90 9.85 11.07 53.52 363.54
Fund with Sales Charge (%) (POP) 0.59 7.26 4.90 9.85 11.07 53.52 363.54
Bloomberg Barclays US Aggregate Index (%) 2.27 8.52 10.30 9.03 18.06 44.47 289.48

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 2.44 3.42 4.26
Standard Deviation (Bloomberg Barclays US Aggregate Index) 2.86 3.03 2.92
Sharpe Ratio 0.75 0.30 0.86
Information Ratio -0.23 -0.27 0.13
Tracking Error 3.00 3.88 4.56

SALES CHARGE, EXPENSES & FEES As of 09/01/2019 (updated annually)

Gross Expense Ratio 1.19%
Net Expense Ratio [further-information] 1.14%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 11/30/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.75
Standard Deviation 2.44

Benchmarks

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

  • Bloomberg Barclays US Aggregate Index