C000002769 Performance — Global Allocation 60/40 Portfolio, Class R2
Data updated: 2026-09-24
C000002769 returned +7.36% over one year to Jun 2023. The annualised 3-year return is +6.64%. The fund trailed its Global Multi-Cap Blend category average: $100 invested three years ago grew to $121, against $129 for the category, and to $107 over one year, against $111. Volatility over the past three years was 11.57% a year. In the 12 months to Jul 2026 the fund lost a net $148.9M, and assets reached $3.70B.
C000002769 Growth of $100
What $100 invested in Global Allocation 60/40 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 | C000002769 | Category average |
|---|---|---|
| 1 year (Jul 2022 – Jun 2023) | $107 | $111 |
| 3 years (Jul 2020 – Jun 2023) | $121 | $129 |
| Since data start (Aug 2019 – Jun 2023) | $123 | $128 |
C000002769 Trailing Returns
Total returns to Jun 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +7.36% |
| 3 years (annualised) | +6.64% |
C000002769 Annual Returns
Calendar-year total returns of Global Allocation 60/40 Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jun) | +5.14% |
| 2022 | −12.32% |
| 2021 | +13.23% |
| 2020 | +11.29% |
| 2019 (Aug–Dec) | +5.54% |
C000002769 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 | +5.1% | −2.0% | +1.2% | +0.7% | −1.3% | +1.5% | — | — | — | — | — | — |
| 2022 | −3.4% | −1.2% | +0.1% | −5.1% | +0.8% | −6.1% | +5.3% | −3.0% | −6.8% | +4.7% | +5.5% | −2.9% |
| 2021 | 0.0% | +2.4% | +2.4% | +2.7% | +1.2% | +0.3% | +0.8% | +1.2% | −2.6% | +2.7% | −1.4% | +3.0% |
| 2020 | −1.1% | −4.9% | −10.5% | +8.0% | +3.4% | +1.9% | +3.1% | +3.6% | −1.8% | −0.7% | +7.8% | +3.5% |
| 2019 | — | — | — | — | — | — | — | −1.5% | +1.6% | +1.5% | +1.7% | +2.1% |
C000002769 Risk
Risk measures from monthly returns over Jul 2020 – Jun 2023.
- 3-year volatility (annualised): 11.57%
- 3-year Sharpe ratio: 0.19 (vs 4.5% risk-free rate)
- Best month: +7.84% (Nov 2020)
- Worst month: −6.75% (Sep 2022)
C000002769 Fund Flows
Monthly money in and out of Global Allocation 60/40 Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$148.9M
- 12-month gross sales (incl. reinvestments): $660.4M
- Sales ÷ redemptions: 0.82×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $26.4M | $60.8M | −$34.3M |
| Jun 2026 | $42.8M | $60.8M | −$18.0M |
| May 2026 | $32.7M | $52.2M | −$19.5M |
| Apr 2026 | $27.9M | $54.2M | −$26.3M |
| Mar 2026 | $33.1M | $56.6M | −$23.5M |
| Feb 2026 | $26.3M | $43.1M | −$16.8M |
| Jan 2026 | $31.9M | $67.8M | −$36.0M |
| Dec 2025 | $321.0M | $128.4M | $192.6M |
| Nov 2025 | $20.7M | $57.8M | −$37.1M |
| Oct 2025 | $28.0M | $63.8M | −$35.7M |
| Sep 2025 | $46.4M | $111.1M | −$64.6M |
| Aug 2025 | $23.2M | $52.7M | −$29.5M |
C000002769 Assets Under Management
Net assets of Global Allocation 60/40 Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $3.70B |
| 2026-04-30 | $3.70B |
| 2026-01-31 | $3.68B |
| 2025-10-31 | $3.67B |
| 2025-07-31 | $3.64B |
| 2025-04-30 | $3.47B |
| 2025-01-31 | $3.73B |
| 2024-10-31 | $3.78B |
| 2024-07-31 | $3.82B |
| 2024-04-30 | $3.73B |
| 2024-01-31 | $3.70B |
| 2023-10-31 | $3.47B |
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.