C000035022 Performance — Emerging Markets Social Core Equity Portfolio, Portfolio Shares
Data updated: 2026-09-24
C000035022 returned +16.48% year to date and +30.89% over one year to Jul 2026. Annualised returns are +17.65% over 3 years and +8.40% over 5 years. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $163, against $164 for the category, and to $131 over one year, against $134. Volatility over the past three years was 16.11% a year. In the 12 months to Jul 2026 the fund lost a net $108.8M, and assets reached $2.06B.
C000035022 Growth of $100
What $100 invested in Emerging Markets Social Core Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | C000035022 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $131 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $163 | $164 |
| 5 years (Aug 2021 – Jul 2026) | $150 | $143 |
| Since data start (Aug 2019 – Jul 2026) | $195 | $188 |
C000035022 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +16.48% |
| 1 year | +30.89% |
| 3 years (annualised) | +17.65% |
| 5 years (annualised) | +8.40% |
C000035022 Annual Returns
Calendar-year total returns of Emerging Markets Social Core Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +16.48% |
| 2025 | +30.17% |
| 2024 | +7.19% |
| 2023 | +14.57% |
| 2022 | −18.46% |
| 2021 | +4.19% |
| 2020 | +12.99% |
| 2019 (Aug–Dec) | +8.91% |
C000035022 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.7% | +5.9% | −10.2% | +13.1% | +8.0% | +0.9% | −7.7% | — | — | — | — | — |
| 2025 | +0.6% | +0.5% | +0.5% | +0.9% | +5.3% | +6.3% | +1.0% | +2.9% | +5.0% | +2.9% | −1.4% | +2.6% |
| 2024 | −3.7% | +4.3% | +1.7% | +0.8% | +2.0% | +2.5% | +0.4% | +0.8% | +5.5% | −4.1% | −1.6% | −1.2% |
| 2023 | +8.5% | −5.2% | +2.9% | −0.4% | −0.8% | +4.2% | +5.0% | −5.2% | −2.1% | −3.6% | +7.9% | +3.8% |
| 2022 | −0.7% | −2.5% | −2.0% | −5.9% | +0.8% | −7.0% | −0.1% | −0.7% | −11.3% | −1.3% | +15.0% | −2.5% |
| 2021 | +1.7% | +3.1% | +0.7% | +2.6% | +1.7% | +1.1% | −5.0% | +1.7% | −3.9% | +0.8% | −3.0% | +3.3% |
| 2020 | −6.1% | −5.1% | −19.6% | +10.5% | +1.5% | +6.8% | +8.0% | +1.3% | −0.9% | +1.5% | +11.2% | +7.5% |
| 2019 | — | — | — | — | — | — | — | −4.3% | +2.7% | +4.0% | −0.6% | +7.2% |
C000035022 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 16.11%
- 3-year Sharpe ratio: 0.82 (vs 4.5% risk-free rate)
- Best month: +13.14% (Apr 2026)
- Worst month: −10.21% (Mar 2026)
C000035022 Fund Flows
Monthly money in and out of Emerging Markets Social Core Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$108.8M
- 12-month gross sales (incl. reinvestments): $289.8M
- Sales ÷ redemptions: 0.73×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $20.9M | $47.3M | −$26.4M |
| Jun 2026 | $54.4M | $56.3M | −$1.9M |
| May 2026 | $24.1M | $34.3M | −$10.2M |
| Apr 2026 | $19.1M | $17.1M | $1.9M |
| Mar 2026 | $26.1M | $47.8M | −$21.7M |
| Feb 2026 | $24.0M | $24.5M | −$501K |
| Jan 2026 | $20.0M | $34.6M | −$14.6M |
| Dec 2025 | $37.3M | $28.1M | $9.2M |
| Nov 2025 | $13.6M | $24.0M | −$10.4M |
| Oct 2025 | $14.9M | $33.5M | −$18.7M |
| Sep 2025 | $22.2M | $31.7M | −$9.6M |
| Aug 2025 | $13.4M | $19.4M | −$6.0M |
C000035022 Assets Under Management
Net assets of Emerging Markets Social Core Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $2.06B |
| 2026-04-30 | $2.10B |
| 2026-01-31 | $1.98B |
| 2025-10-31 | $1.85B |
| 2025-07-31 | $1.71B |
| 2025-04-30 | $1.57B |
| 2025-01-31 | $1.61B |
| 2024-10-31 | $1.66B |
| 2024-07-31 | $1.64B |
| 2024-04-30 | $1.57B |
| 2024-01-31 | $1.45B |
| 2023-10-31 | $1.35B |
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.