C000078077 Performance — Large-Cap Core Portfolio, Class I
Data updated: 2026-08-11
C000078077 returned +4.39% year to date and +13.89% over one year to Jun 2026. Annualised returns are +17.25% over 3 years and +10.43% over 5 years. Against its US Large Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $161, against $157 for the category, and to $114 over one year, against $118. Volatility over the past three years was 13.78% a year. In the 12 months to Jun 2026 the fund lost a net $886.1M, and assets reached $2.04B.
C000078077 Growth of $100
What $100 invested in Large-Cap Core Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000078077 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $161 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $164 | $161 |
| Since data start (Jul 2019 – Jun 2026) | $237 | $229 |
C000078077 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.39% |
| 1 year | +13.89% |
| 3 years (annualised) | +17.25% |
| 5 years (annualised) | +10.43% |
C000078077 Annual Returns
Calendar-year total returns of Large-Cap Core Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.39% |
| 2025 | +14.44% |
| 2024 | +23.95% |
| 2023 | +27.06% |
| 2022 | −20.62% |
| 2021 | +27.75% |
| 2020 | +13.92% |
| 2019 (Jul–Dec) | +8.94% |
C000078077 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 | +0.5% | −2.4% | −5.9% | +10.9% | +3.5% | −1.4% | — | — | — | — | — | — |
| 2025 | +2.1% | −1.8% | −6.0% | −1.2% | +6.7% | +5.6% | +3.5% | +1.3% | +3.5% | +1.1% | −0.2% | −0.3% |
| 2024 | +1.4% | +6.0% | +3.5% | −4.2% | +5.1% | +3.5% | +1.6% | +1.9% | +2.2% | −0.5% | +5.6% | −3.8% |
| 2023 | +6.3% | −1.9% | +3.1% | +1.2% | +1.2% | +5.9% | +3.5% | −1.4% | −4.8% | −1.7% | +8.7% | +5.0% |
| 2022 | −6.0% | −1.8% | +1.7% | −9.2% | −0.5% | −7.8% | +9.1% | −3.9% | −8.8% | +6.6% | +6.3% | −6.2% |
| 2021 | −0.2% | +2.5% | +5.5% | +5.4% | +0.5% | +1.5% | +1.8% | +2.4% | −4.2% | +6.9% | −1.1% | +4.0% |
| 2020 | 0.0% | −7.9% | −13.7% | +13.2% | +3.3% | +1.4% | +6.8% | +6.4% | −3.7% | −2.5% | +9.7% | +3.1% |
| 2019 | — | — | — | — | — | — | +1.6% | −1.3% | +0.6% | +1.7% | +3.0% | +3.1% |
C000078077 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 13.78%
- 3-year Sharpe ratio: 0.93 (vs 4.5% risk-free rate)
- Best month: +10.94% (Apr 2026)
- Worst month: −6.00% (Mar 2025)
C000078077 Fund Flows
Monthly money in and out of Large-Cap Core Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$886.1M
- 12-month gross sales (incl. reinvestments): $147.5M
- Sales ÷ redemptions: 0.14×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $2.3M | $170.0M | −$167.8M |
| May 2026 | $3.1M | $26.1M | −$23.0M |
| Apr 2026 | $3.4M | $26.0M | −$22.6M |
| Mar 2026 | $2.3M | $400.3M | −$398.0M |
| Feb 2026 | $118.1M | $41.5M | $76.7M |
| Jan 2026 | $923K | $36.8M | −$35.8M |
| Dec 2025 | $4.8M | $55.3M | −$50.4M |
| Nov 2025 | $1.1M | $36.4M | −$35.3M |
| Oct 2025 | $4.6M | $36.6M | −$31.9M |
| Sep 2025 | $2.4M | $81.2M | −$78.8M |
| Aug 2025 | $2.1M | $36.0M | −$34.0M |
| Jul 2025 | $2.4M | $87.5M | −$85.1M |
C000078077 Assets Under Management
Net assets of Large-Cap Core Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $2.04B |
| 2026-03-31 | $1.99B |
| 2025-12-31 | $2.53B |
| 2025-09-30 | $2.63B |
| 2025-06-30 | $2.61B |
| 2025-03-31 | $2.46B |
| 2024-12-31 | $2.61B |
| 2024-09-30 | $2.76B |
| 2024-06-30 | $2.66B |
| 2024-03-31 | $2.33B |
| 2023-12-31 | $1.87B |
| 2023-09-30 | $1.59B |
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.