Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 02/29/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) -2.39 1.41 2.36 6.74 5.99
Fund with Sales Charge (%) (POP) -2.39 1.41 2.36 6.74 5.99
S&P 500 Index (%) 8.19 9.87 9.23 12.65 9.04
MSCI World Index (%) 5.23 7.84 6.48 9.36 8.10
Quarter EndAs of 12/31/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 08/15/2003
Fund without Sales Charge (%) (NAV) 18.18 6.07 5.01 7.61 6.68
Fund with Sales Charge (%) (POP) 18.18 6.07 5.01 7.61 6.68
S&P 500 Index (%) 31.49 15.28 11.70 13.56 9.71
MSCI World Index (%) 28.40 13.21 9.36 10.08 8.80

Calendar Year Returns

2019 2018 2017
Fund without Sales Charge (%) (NAV) 18.18 -9.57 11.67
Fund with Sales Charge (%) (POP) 18.18 -9.57 11.67
S&P 500 Index (%) 31.49 -4.38 21.83
MSCI World Index (%) 28.40 -8.20 23.07

Cumulative Total Returns [further-information] As of 12/31/2019

Month EndAs of 02/29/2020 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) -9.24 -2.39 4.30 12.37 91.98 161.58
Fund with Sales Charge (%) (POP) -9.24 -2.39 4.30 12.37 91.98 161.58
S&P 500 Index (%) -8.27 8.19 32.62 55.49 229.18 318.52
MSCI World Index (%) -8.94 5.23 25.41 36.91 144.61 262.52
Quarter EndAs of 12/31/2019 YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 08/15/2003
Fund without Sales Charge (%) (NAV) 18.18 18.18 19.33 27.70 108.32 188.22
Fund with Sales Charge (%) (POP) 18.18 18.18 19.33 27.70 108.32 188.22
S&P 500 Index (%) 31.49 31.49 53.17 73.86 256.66 356.24
MSCI World Index (%) 28.40 28.40 45.06 56.39 161.31 298.12

After-Tax Average Annual Total Returns [further-information] As of 12/31/2019

Month EndAs of 02/29/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -3.28 0.53 1.52 5.85
Fund without Sales Charge (%) (NAV) After Shares Sold -0.94 0.91 1.65 5.25
Fund with Sales Charge (%) (POP) Before Shares Sold -3.28 0.53 1.52 5.85
Fund with Sales Charge (%) (POP) After Shares Sold -0.94 0.91 1.65 5.25
Quarter EndAs of 12/31/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 17.10 5.14 4.15 6.72
Fund without Sales Charge (%) (NAV) After Shares Sold 11.22 4.44 3.68 5.94
Fund with Sales Charge (%) (POP) Before Shares Sold 17.10 5.14 4.15 6.72
Fund with Sales Charge (%) (POP) After Shares Sold 11.22 4.44 3.68 5.94

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

Gross Expense Ratio 0.67%
Net Expense Ratio [further-information] 0.66%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 02/29/2020 Updated Monthly, based on a 3-year period

Beta 0.80
Sharpe Ratio -0.04
Standard Deviation 11.11

Benchmarks

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

  • S&P 500 Index
  • MSCI World Index