C000078074 Performance — Small-Cap Growth Portfolio, Class I
Data updated: 2026-08-11
C000078074 returned +31.17% year to date and +41.37% over one year to Jun 2026. Annualised returns are +17.34% over 3 years and +3.19% over 5 years. The fund beat its US Small Growth category average: $100 invested three years ago grew to $162, against $156 for the category, and to $141 over one year, against $132. Volatility over the past three years was 17.98% a year. In the 12 months to Jun 2026 the fund took in a net $164.0M, and assets reached $593.58M.
C000078074 Growth of $100
What $100 invested in Small-Cap Growth Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Growth category average over the same months.
| Period | C000078074 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $141 | $132 |
| 3 years (Jul 2023 – Jun 2026) | $162 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $117 | $127 |
| Since data start (Jul 2019 – Jun 2026) | $189 | $203 |
C000078074 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +31.17% |
| 1 year | +41.37% |
| 3 years (annualised) | +17.34% |
| 5 years (annualised) | +3.19% |
C000078074 Annual Returns
Calendar-year total returns of Small-Cap Growth Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +31.17% |
| 2025 | +11.99% |
| 2024 | +6.56% |
| 2023 | +14.20% |
| 2022 | −29.92% |
| 2021 | +1.71% |
| 2020 | +55.58% |
| 2019 (Jul–Dec) | −4.81% |
C000078074 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 | +3.3% | +3.2% | −5.1% | +13.8% | +5.0% | +8.5% | — | — | — | — | — | — |
| 2025 | +5.1% | −5.6% | −6.7% | +0.4% | +5.4% | +6.1% | +0.2% | +3.1% | +0.9% | +3.2% | +0.8% | −0.5% |
| 2024 | −1.3% | +6.0% | +2.2% | −6.4% | +2.7% | +0.1% | +4.6% | −0.3% | −0.5% | −0.1% | +8.1% | −7.5% |
| 2023 | +10.8% | −2.4% | −1.1% | −0.4% | −4.0% | +8.2% | +4.0% | −4.2% | −6.1% | −6.4% | +7.8% | +9.4% |
| 2022 | −14.0% | −0.9% | −1.7% | −10.6% | −1.0% | −8.1% | +9.8% | −2.8% | −9.4% | +7.8% | +4.0% | −5.1% |
| 2021 | +1.6% | +1.5% | −2.0% | +5.0% | −1.5% | +4.2% | −0.3% | +3.6% | −4.5% | +3.9% | −7.5% | −1.6% |
| 2020 | +2.2% | −4.0% | −15.4% | +17.0% | +11.3% | +3.7% | +5.6% | +5.5% | −0.2% | +0.6% | +12.6% | +10.1% |
| 2019 | — | — | — | — | — | — | +3.0% | −5.3% | −9.0% | +2.1% | +3.6% | +1.5% |
C000078074 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 17.98%
- 3-year Sharpe ratio: 0.71 (vs 4.5% risk-free rate)
- Best month: +13.81% (Apr 2026)
- Worst month: −7.53% (Dec 2024)
C000078074 Fund Flows
Monthly money in and out of Small-Cap Growth Portfolio, from SEC Form N-PORT.
- 12-month net flow: $164.0M
- 12-month gross sales (incl. reinvestments): $357.1M
- Sales ÷ redemptions: 1.85×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $44.4M | $13.6M | $30.9M |
| May 2026 | $2.8M | $6.7M | −$3.9M |
| Apr 2026 | $294K | $7.4M | −$7.1M |
| Mar 2026 | $217K | $81.2M | −$80.9M |
| Feb 2026 | $173.5M | $8.3M | $165.2M |
| Jan 2026 | $1.8M | $6.6M | −$4.8M |
| Dec 2025 | $122.8M | $5.2M | $117.6M |
| Nov 2025 | $2.1M | $2.2M | −$193K |
| Oct 2025 | $640K | $2.9M | −$2.2M |
| Sep 2025 | $5.7M | $51.7M | −$46.0M |
| Aug 2025 | $554K | $3.2M | −$2.6M |
| Jul 2025 | $2.3M | $4.2M | −$1.9M |
C000078074 Assets Under Management
Net assets of Small-Cap Growth Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $593.58M |
| 2026-03-31 | $441.60M |
| 2025-12-31 | $363.90M |
| 2025-09-30 | $241.75M |
| 2025-06-30 | $281.21M |
| 2025-03-31 | $351.04M |
| 2024-12-31 | $406.01M |
| 2024-09-30 | $510.88M |
| 2024-06-30 | $340.77M |
| 2024-03-31 | $278.75M |
| 2023-12-31 | $290.57M |
| 2023-09-30 | $259.39M |
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.