C000002767 Performance — Global Equity Portfolio, Class R2
Data updated: 2026-09-24
C000002767 returned +12.05% over one year to Jun 2023. The annualised 3-year return is +12.41%. The fund beat its Global Multi-Cap Blend category average: $100 invested three years ago grew to $142, against $129 for the category, and to $112 over one year, against $111. Volatility over the past three years was 17.40% a year. In the 12 months to Jul 2026 the fund lost a net $405.0M, and assets reached $11.38B.
C000002767 Growth of $100
What $100 invested in Global Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Multi-Cap Blend category average over the same months.
| Period | C000002767 | Category average |
|---|---|---|
| 1 year (Jul 2022 – Jun 2023) | $112 | $111 |
| 3 years (Jul 2020 – Jun 2023) | $142 | $129 |
| Since data start (Aug 2019 – Jun 2023) | $138 | $128 |
C000002767 Trailing Returns
Total returns to Jun 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +12.05% |
| 3 years (annualised) | +12.41% |
C000002767 Annual Returns
Calendar-year total returns of Global Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jun) | +7.62% |
| 2022 | −14.90% |
| 2021 | +22.86% |
| 2020 | +13.25% |
| 2019 (Aug–Dec) | +8.66% |
C000002767 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +7.5% | −2.7% | +1.0% | +0.9% | −2.1% | +3.0% | — | — | — | — | — | — |
| 2022 | −4.4% | −1.6% | +1.6% | −7.0% | +1.1% | −8.9% | +7.4% | −3.7% | −9.6% | +8.0% | +7.8% | −4.4% |
| 2021 | 0.0% | +4.6% | +4.0% | +4.1% | +1.8% | +0.4% | +0.7% | +2.1% | −3.9% | +4.8% | −2.3% | +4.9% |
| 2020 | −2.4% | −8.6% | −17.0% | +12.3% | +5.2% | +2.6% | +4.8% | +5.8% | −3.0% | −1.3% | +12.9% | +5.4% |
| 2019 | — | — | — | — | — | — | — | −3.0% | +2.8% | +2.5% | +2.9% | +3.4% |
C000002767 Risk
Risk measures from monthly returns over Jul 2020 – Jun 2023.
- 3-year volatility (annualised): 17.40%
- 3-year Sharpe ratio: 0.45 (vs 4.5% risk-free rate)
- Best month: +12.87% (Nov 2020)
- Worst month: −9.56% (Sep 2022)
C000002767 Fund Flows
Monthly money in and out of Global Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$405.0M
- 12-month gross sales (incl. reinvestments): $1.3B
- Sales ÷ redemptions: 0.76×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $67.4M | $110.4M | −$43.1M |
| Jun 2026 | $102.8M | $243.0M | −$140.2M |
| May 2026 | $52.8M | $120.5M | −$67.7M |
| Apr 2026 | $94.1M | $125.2M | −$31.2M |
| Mar 2026 | $107.5M | $121.6M | −$14.1M |
| Feb 2026 | $52.7M | $108.8M | −$56.1M |
| Jan 2026 | $143.6M | $129.2M | $14.4M |
| Dec 2025 | $267.6M | $185.3M | $82.3M |
| Nov 2025 | $55.1M | $108.2M | −$53.1M |
| Oct 2025 | $57.1M | $139.8M | −$82.7M |
| Sep 2025 | $231.5M | $176.2M | $55.4M |
| Aug 2025 | $49.9M | $118.8M | −$69.0M |
C000002767 Assets Under Management
Net assets of Global Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $11.38B |
| 2026-04-30 | $11.25B |
| 2026-01-31 | $10.88B |
| 2025-10-31 | $10.45B |
| 2025-07-31 | $9.89B |
| 2025-04-30 | $8.83B |
| 2025-01-31 | $9.47B |
| 2024-10-31 | $9.27B |
| 2024-07-31 | $9.26B |
| 2024-04-30 | $8.74B |
| 2024-01-31 | $8.47B |
| 2023-10-31 | $7.57B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.