Spoof Access

×

Global Fund/VA

Overview

The Strategy typically invests in large-cap U.S. and foreign stocks.

Inception Date
November 12, 1990
Investment Style
Global Equity
Fund Index
MSCI ACWI
CUSIP
683811707
NAV
  • A
(as of 12/13/2018)
$39.64
Total Assets
(as of 11/30/2018)
$2.25 BN
Gross Expense Ratio
(as of 11/30/2018)
0.78%
Net Expense Ratio
(as of 11/30/2018)
0.78%
Performance
Average Annual Total Returns
Cumulative Returns
Calendar Year Returns
Capital Gains Distributions
as of 11/30/2018
  • B
as of 09/30/2018
  • B

Include Sales Charge
Include Sales Charge
Include Sales Charge
Include Sales Charge
  • B
Cumulative
Annualized
ytd as of 2018-09-30
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (NAV)
3.22% 10.77% 14.20% 10.08% 10.46% 10.18%
MSCI ACWI
3.83% 9.77% 13.40% 8.67% 8.19% -
Cumulative
Annualized
ytd as of 2018-09-30
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (with sales charge)
3.22% 10.77% 14.20% 10.08% 10.46% 10.18%
MSCI ACWI
3.83% 9.77% 13.40% 8.67% 8.19% -
Cumulative
Annualized
ytd as of 2018-11-30
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (NAV)
-5.92% -4.85% 8.21% 6.96% 12.83% 9.75%
MSCI ACWI
-2.55% -0.98% 8.57% 6.16% 10.65% -
Cumulative
Annualized
ytd as of 2018-11-30
  • C
1 yr 3 yr 5 yr 10 yr since inception
Global Fund/VA (with sales charge)
-5.92% -4.85% 8.21% 6.96% 12.83% 9.75%
MSCI ACWI
-2.55% -0.98% 8.57% 6.16% 10.65% -
Gross Expense Ratio: 0.78% | Net Expense Ratio: 0.78%

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost.  Current performance and expense ratios may be lower or higher than the data quoted.  The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names.  The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund.  Such performance would have been lower if such charges were taken into account.


Year Global Fund/VA MSCI ACWI
1991 3.39% -
1992 -7.11% -
1993 70.32% -
1994 -5.72% -
1995 2.24% -
1996 17.80% -
1997 22.42% -
1998 14.11% -
1999 58.48% -
2000 5.09% -
2001 -12.04% -16.21%
2002 -22.13% -19.32%
2003 43.02% 33.99%
2004 19.16% 15.23%
2005 14.31% 10.84%
2006 17.69% 20.95%
2007 6.32% 11.66%
2008 -40.19% -42.19%
2009 39.77% 34.63%
2010 15.96% 12.67%
2011 -8.29% -7.35%
2012 21.27% 16.13%
2013 27.31% 22.80%
2014 2.29% 4.16%
2015 3.94% -2.36%
2016 0.08% 7.86%
2017 36.66% 23.97%

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost.  Current performance and expense ratios may be lower or higher than the data quoted.  The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names.  The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund.  Such performance would have been lower if such charges were taken into account.


Date Global Fund/VA MSCI ACWI S&P 500
11/30/2008 0.00 0.00 0.00
12/31/2008 6.48 3.62 1.06
1/31/2009 -2.42 -5.23 -7.45
2/28/2009 -10.48 -14.51 -17.31
3/31/2009 -2.73 -7.47 -10.06
4/30/2009 8.11 3.46 -1.46
5/31/2009 20.02 13.76 4.05
6/30/2009 19.46 13.13 4.26
7/31/2009 31.36 23.09 12.15
8/31/2009 35.07 27.49 16.20
9/30/2009 41.92 33.34 20.53
10/31/2009 39.45 31.28 18.29
11/30/2009 45.96 36.67 25.39
12/31/2009 48.83 39.50 27.81
1/31/2010 44.45 33.48 23.21
2/28/2010 46.75 35.18 27.03
3/31/2010 57.61 43.87 34.69
4/30/2010 56.92 44.12 36.82
5/31/2010 41.66 30.45 25.90
6/30/2010 37.39 26.43 19.31
7/31/2010 50.09 36.72 27.66
8/31/2010 43.37 31.94 21.90
9/30/2010 58.40 44.56 32.78
10/31/2010 64.84 49.79 37.83
11/30/2010 61.48 46.46 37.85
12/31/2010 72.59 57.18 47.06
1/31/2011 77.03 59.65 50.55
2/28/2011 83.52 64.30 55.71
3/31/2011 82.49 64.13 55.77
4/30/2011 92.81 70.85 60.38
5/31/2011 88.71 67.17 58.57
6/30/2011 85.60 64.54 55.92
7/31/2011 78.80 61.86 52.75
8/31/2011 64.45 50.04 44.45
9/30/2011 48.48 35.87 34.30
10/31/2011 65.89 50.43 48.98
11/30/2011 61.16 45.93 48.65
12/31/2011 58.28 45.63 50.17
1/31/2012 66.29 54.10 56.90
2/29/2012 75.11 61.85 63.68
3/31/2012 80.30 62.93 69.07
4/30/2012 75.34 61.06 68.01
5/31/2012 58.63 46.62 57.91
6/30/2012 65.99 53.87 64.42
7/31/2012 67.11 55.97 66.70
8/31/2012 73.42 59.36 70.46
9/30/2012 78.79 64.38 74.86
10/31/2012 80.56 63.29 71.63
11/30/2012 86.04 65.38 72.63
12/31/2012 91.94 69.12 74.20
1/31/2013 104.08 76.91 83.22
2/28/2013 102.49 76.88 85.71
3/31/2013 105.74 80.12 92.68
4/30/2013 112.69 85.26 96.39
5/31/2013 112.10 84.76 100.98
6/30/2013 107.21 79.36 98.28
7/31/2013 118.63 87.94 108.37
8/31/2013 111.94 84.03 102.34
9/30/2013 126.95 93.53 108.68
10/31/2013 133.29 101.31 118.27
11/30/2013 138.85 104.16 124.93
12/31/2013 144.35 107.68 130.62
1/31/2014 135.38 99.38 122.65
2/28/2014 148.65 109.01 132.83
3/31/2014 145.96 109.94 134.79
4/30/2014 144.83 111.93 136.52
5/31/2014 151.88 116.44 142.08
6/30/2014 155.52 120.52 147.08
7/31/2014 148.62 117.84 143.67
8/31/2014 154.82 122.66 153.42
9/30/2014 150.45 115.43 149.86
10/31/2014 150.96 116.95 155.97
11/30/2014 156.97 120.58 162.85
12/31/2014 149.95 116.32 162.19
1/31/2015 148.87 112.94 154.32
2/28/2015 167.35 124.80 168.93
3/31/2015 168.43 121.31 164.68
4/30/2015 170.58 127.74 167.22
5/31/2015 176.90 127.44 170.66
6/30/2015 175.67 122.08 165.42
7/31/2015 180.93 124.01 170.98
8/31/2015 159.46 108.66 154.63
9/30/2015 146.27 101.10 148.33
10/31/2015 166.09 116.88 169.28
11/30/2015 163.91 115.09 170.08
12/31/2015 159.80 111.21 165.82
1/31/2016 135.12 98.47 152.63
2/29/2016 128.76 97.11 152.29
3/31/2016 142.85 111.71 169.40
4/30/2016 147.09 114.84 170.44
5/31/2016 147.77 115.11 175.30
6/30/2016 138.56 113.81 176.01
7/31/2016 153.26 123.02 186.19
8/31/2016 157.13 123.77 186.59
9/30/2016 159.50 125.14 186.65
10/31/2016 155.94 121.32 181.42
11/30/2016 158.68 123.00 191.84
12/31/2016 160.02 127.82 197.61
1/31/2017 170.27 134.05 203.25
2/28/2017 180.66 140.62 215.29
3/31/2017 186.97 143.56 215.66
4/30/2017 198.85 147.35 218.90
5/31/2017 207.09 152.82 223.39
6/30/2017 211.89 153.97 225.41
7/31/2017 220.28 161.06 232.10
8/31/2017 223.36 162.06 233.12
9/30/2017 231.15 167.13 239.99
10/31/2017 243.36 172.67 247.92
11/30/2017 251.38 177.95 258.59
12/31/2017 255.35 182.43 262.58
1/31/2018 282.18 198.37 283.34
2/28/2018 264.57 185.84 269.21
3/31/2018 255.35 179.72 259.83
4/30/2018 257.90 182.39 261.21
5/31/2018 263.45 182.74 269.91
6/30/2018 262.19 181.21 272.19
7/31/2018 272.17 189.69 286.04
8/31/2018 274.04 191.97 298.61
9/30/2018 266.82 193.24 300.88
10/31/2018 231.74 171.26 273.48
11/30/2018 234.34 175.23 281.09

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost.  Current performance and expense ratios may be lower or higher than the data quoted.  The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names.  The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund.  Such performance would have been lower if such charges were taken into account.

$ per share as of 12/13/2018

Date 2014 2015 2016 2017 2018
Short Term 0.0611
Long Term 1.8632 2.7140 2.3742 3.3331
Total Amount of Distribution 1.8632 2.7140 2.4352 3.3331
Record Date 6/16/14 6/15/15 6/20/16 6/18/18
Ex Div Date 6/17/14 6/16/15 6/21/16 6/19/18
Pay Date 6/18/14 6/16/15 6/21/16 6/19/18

There is no guarantee of the payment of any dividend or other distributions at any level.

Portfolio

Top Issuers

(51.1% of assets as of 11/30/2018)


Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Industry
Asset Allocation
Market Cap 5
Country Global Fund/VA MSCI ACWI Overweight / Underweight
United States 50.1% 55.7% -5.7%
Japan 13.7% 7.4% 6.3%
France 9.2% 3.3% 5.9%
Germany 7.7% 2.7% 5.0%
United Kingdom 5.3% 5.2% 0.1%
India 3.4% 1.0% 2.4%
Switzerland 2.3% 2.7% -0.4%
China 2.1% 3.5% -1.4%
Spain 2.0% 0.9% 1.1%
Sweden 1.8% 0.8% 1.0%
Denmark 0.6% 0.5% 0.0%
Italy 0.2% 0.7% -0.4%
Developed Markets Global Fund/VA MSCI ACWI Overweight / Underweight
Americas 50.1% 58.7% -8.6%
Europe 29.1% 18.8% 10.2%
Asia Pacific 13.7% 11.1% 2.6%
Emerging Markets Global Fund/VA MSCI ACWI Overweight / Underweight
Asia Pacific 5.5% 8.3% -2.8%
Equity Sector Global Fund/VA MSCI ACWI Overweight / Underweight
Information Technology 18.9% 15.0% 3.9%
Financials 15.5% 17.5% -2.0%
Industrials 15.4% 10.4% 5.0%
Health Care 14.7% 12.4% 2.3%
Consumer Discretionary 14.4% 10.3% 4.1%
Communication Services 12.9% 8.9% 4.0%
Consumer Staples 4.0% 8.3% -4.4%
Real Estate 2.0% 3.1% -1.1%
Energy 0.7% 6.3% -5.6%
Industry Global Fund/VA MSCI ACWI Overweight / Underweight
Interactive Media & Services 9.9% 3.2% 6.7%
Software 8.0% 3.9% 4.2%
Biotechnology 7.9% 1.9% 6.1%
Capital Markets 6.3% 2.5% 3.7%
Electronic Equipment Instruments & Components 6.1% 1.0% 5.1%
Textiles Apparel & Luxury Goods 5.4% 1.1% 4.3%
Banks 5.1% 9.5% -4.4%
Insurance 4.1% 3.8% 0.3%
Health Care Providers & Services 3.9% 2.0% 1.8%
Aerospace & Defense 3.3% 1.8% 1.5%
Entertainment 3.0% 1.3% 1.6%
Specialty Retail 2.8% 1.5% 1.3%
Semiconductors & Semiconductor Equipment 2.7% 3.0% -0.3%
Industrial Conglomerates 2.6% 1.4% 1.3%
Automobiles 2.5% 1.6% 1.0%
Electrical Equipment 2.4% 0.8% 1.7%
Machinery 2.3% 1.7% 0.6%
Internet & Direct Marketing Retail 2.1% 2.5% -0.4%
Personal Products 2.1% 0.8% 1.3%
IT Services 2.0% 3.1% -1.2%
Asset Allocation Global Fund/VA MSCI ACWI Overweight / Underweight
Equity 98.4% 100.0% -1.6%
Market Cap Global Fund/VA MSCI ACWI Overweight / Underweight
Large 84.1% 88.1% -3.9%
Mid 11.0% 11.8% -0.8%
Small 3.2% 0.1% 3.1%
Analytics
(As of 11/30/2018)

Morningstar 11/30/2018 (based on risk adjusted performance)
Overall Rating
Number of Funds
71
Category
World Large Stock
Performance Statistics
3Y
5Y
Alpha
-1.74
0.22
Beta
1.23
1.13
Information Ratio
-0.08
0.17
R-Squared
88.73
87.55
Sharpe Ratio
0.61
0.55
Standard Deviation
12.67
12.52
Upside Capture
120.63
112.57
Downside Capture
142.83
112.15
Sortino Ratio
0.85
0.81
Win Ratio
58.00
60.00
Loss Ratio
42.00
40.00
Margin of Outperformance
0.89
0.95
Margin of Underperformance
-1.25
-1.22
Tracking Error
4.80
4.64
Portfolio Characteristics
Fund
Fund Index
Average Market Cap (weighted)
$118.43 B
$142.84 B
Median Market Cap (weighted)
$55.09 B
$54.76 B
P/E Ratio (LTM)
22.53
16.69
P/E Ratio (NTM)
17.20
14.11
Price/Book
2.58
2.34
Return on Equity
15.56%
16.52%
EPS Growth Rate 3Y
13.94%
10.17%
EPS Growth Rate 5Y
12.33%
8.16%
Sales Growth Rate 3Y
8.86%
5.39%
Sales Growth Rate 5Y
8.95%
5.15%
Debt to Capital Ratio
35.21
43.69
Yield to Maturity
0.02%
-
Yield to Worst
0.02%
-
Average Coupon
0.00%
-
Effective Coupon
0.00%
-
Turnover Ratio
9%
-
Dividends
  • D
Est. Frequency
Annual
Last Pay Date
6/19/2018
Per Share ($)
$0.4714
12-Month Distribution ($)
$0.4714
Distribution Sources
  • D
Net Income
10.40%
Net Profit from Sale
88.90%
Other Capital Sources
0.70%
Documents
  1. 1. Foreign investments may be volatile and involve additional expenses and special risks, including currency fluctuations, foreign taxes, regulatory and geopolitical risks. Emerging and developing market investments may be especially volatile. Eurozone investments may be subject to volatility and liquidity issues. Investments in securities of growth companies may be volatile. Mid-sized company stock is typically more volatile than that of larger company stock. It may take a substantial period of time to realize a gain on an investment in a mid-sized company, if any gain is realized at all. Diversification does not guarantee profit or protect against loss.
  2. 2. The net expense ratio (where applicable) also takes into account contractual fee waivers and/or expense reimbursements without which performance would have been less.  These undertakings may not be amended or withdrawn for one year from the date of the current prospectus, unless approved by the Board.
  3. 3. The MSCI® ACWI is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed and emerging markets. The index is unmanaged, includes the reinvestment of dividends and cannot be purchased directly by investors. Index performance is shown for illustrative purposes only and does not predict or depict performance of the Fund. Past performance does not guarantee future results.
  4. 4. Holdings are subject to change, and are dollar weighted based on total new assets. Negative weightings may result from the use of leverage. Leverage involves the use of various financial instruments or borrowed capital in an attempt to increase investment return. Leverage risks include potential for higher volatility, greater decline of the Fund’s net asset value and fluctuations of dividends and distributions paid by the Fund.
  5. 5. Holdings are subject to change, are dollar-weighted based on assets, and may not reflect the use of leverage in the Fund. Market Cap breakdown is calculated using Morningstar's methodology and those capitalization standards may not align with those in the Fund's prospectus.
  6. A. Daily net asset value and dollar change of the fund is as of the previous business day's closing. Fund net asset values are updated at approximately 7:00pm ET daily.
  7. B. The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investment in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the original cost.  Current performance and expense ratios may be lower or higher than the data quoted.  The Fund's total returns should not be expected to be the same as the returns of other funds, whether or not both funds have the same portfolio managers and/or similar names.  The Fund's total returns include reinvested distributions but do not include the charges associated with the separate account products that offer this Fund.  Such performance would have been lower if such charges were taken into account.
  8. C. "Year to Date" returns are cumulative, not annualized, and do not reflect sales charges (if sales charges are applicable to the Fund).  These returns would be lower if sales charges were taken into consideration.  Short-term returns may not be indicative of longer-term performance, which should also be considered when making investment decisions.
  9. D. There is no guarantee of the payment of any dividend or other distributions at any level.
×
Loading...
Tiny Button Small Button Large Button Default Button Secondary Button Framed Button Framed Button ( Small Caps )