C000074785 Performance — Diversified Income Fund, Class II
Data updated: 2026-08-21
C000074785 returned +2.82% year to date and +6.02% over one year to Jun 2026. Annualised returns are +6.29% over 3 years and +3.12% over 5 years. The fund trailed its US Multi-Cap Blend category average: $100 invested three years ago grew to $120, against $143 for the category, and to $106 over one year, against $116. Volatility over the past three years was 6.48% a year. In the 12 months to Jun 2026 the fund lost a net $14.2M, and assets reached $132.11M.
C000074785 Growth of $100
What $100 invested in Diversified Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | C000074785 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $106 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $120 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $117 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $144 | $173 |
C000074785 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +2.82% |
| 1 year | +6.02% |
| 3 years (annualised) | +6.29% |
| 5 years (annualised) | +3.12% |
C000074785 Annual Returns
Calendar-year total returns of Diversified Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +2.82% |
| 2025 | +6.80% |
| 2024 | +4.98% |
| 2023 | +3.51% |
| 2022 | −7.87% |
| 2021 | +14.63% |
| 2020 | +7.50% |
| 2019 (Jul–Dec) | +6.04% |
C000074785 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 | +2.5% | +2.1% | −2.4% | +2.0% | −0.4% | −0.8% | — | — | — | — | — | — |
| 2025 | +1.2% | +0.9% | −0.9% | −1.2% | +1.6% | +2.0% | +0.2% | +1.9% | +0.2% | −0.6% | +1.2% | +0.3% |
| 2024 | −0.3% | +0.4% | +1.8% | −2.8% | +1.7% | +0.3% | +2.6% | +1.6% | +1.1% | −1.1% | +2.3% | −2.6% |
| 2023 | +2.8% | −4.0% | +0.5% | +0.5% | −4.1% | +4.0% | +3.0% | −1.6% | −3.1% | −1.8% | +4.6% | +3.3% |
| 2022 | −2.2% | −1.6% | +2.2% | −4.8% | +1.7% | −5.5% | +2.8% | −2.7% | −7.0% | +6.8% | +5.6% | −2.4% |
| 2021 | −2.0% | +1.2% | +5.1% | +1.8% | +2.9% | −0.9% | +1.7% | +1.3% | −3.4% | +3.3% | −1.5% | +4.7% |
| 2020 | −1.1% | −5.4% | −7.6% | +6.4% | +3.0% | +0.2% | +3.5% | +2.6% | −1.2% | −1.6% | +7.5% | +2.1% |
| 2019 | — | — | — | — | — | — | +1.1% | +0.1% | +1.0% | +0.4% | +1.5% | +1.9% |
C000074785 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 6.48%
- 3-year Sharpe ratio: 0.28 (vs 4.5% risk-free rate)
- Best month: +4.60% (Nov 2023)
- Worst month: −3.13% (Sep 2023)
C000074785 Fund Flows
Monthly money in and out of Diversified Income Fund, from SEC Form N-PORT.
- 12-month net flow: −$14.2M
- 12-month gross sales (incl. reinvestments): $9.6M
- Sales ÷ redemptions: 0.40×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $388K | $1.0M | −$652K |
| May 2026 | $855K | $3.0M | −$2.1M |
| Apr 2026 | $123K | $2.1M | −$2.0M |
| Mar 2026 | $389K | $2.3M | −$1.9M |
| Feb 2026 | $297K | $1.4M | −$1.1M |
| Jan 2026 | $587K | $1.6M | −$1.0M |
| Dec 2025 | $6.2M | $2.9M | $3.4M |
| Nov 2025 | $30K | $2.1M | −$2.1M |
| Oct 2025 | $283K | $2.4M | −$2.2M |
| Sep 2025 | $57K | $1.8M | −$1.8M |
| Aug 2025 | $91K | $1.3M | −$1.2M |
| Jul 2025 | $208K | $1.8M | −$1.6M |
C000074785 Assets Under Management
Net assets of Diversified Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $132.11M |
| 2026-03-31 | $135.94M |
| 2025-12-31 | $137.10M |
| 2025-09-30 | $142.86M |
| 2025-06-30 | $144.14M |
| 2025-03-31 | $146.70M |
| 2024-12-31 | $150.34M |
| 2024-09-30 | $158.60M |
| 2024-06-30 | $155.83M |
| 2024-03-31 | $170.69M |
| 2023-12-31 | $171.89M |
| 2023-09-30 | $167.22M |
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.