C000078080 Performance — Total Return Portfolio, Class I
Data updated: 2026-08-11
C000078080 returned +1.02% year to date and +5.25% over one year to Jun 2026. Annualised returns are +5.55% over 3 years and +0.69% over 5 years. The fund beat its Long-Term Core Bond category average: $100 invested three years ago grew to $118, against $114 for the category, and to $105 over one year, against $104. Volatility over the past three years was 5.83% a year. In the 12 months to Jun 2026 the fund lost a net $237.2M, and assets reached $1.56B.
C000078080 Growth of $100
What $100 invested in Total Return Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Core Bond category average over the same months.
| Period | C000078080 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $105 | $104 |
| 3 years (Jul 2023 – Jun 2026) | $118 | $114 |
| 5 years (Jul 2021 – Jun 2026) | $103 | $100 |
| Since data start (Jul 2019 – Jun 2026) | $113 | $110 |
C000078080 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.02% |
| 1 year | +5.25% |
| 3 years (annualised) | +5.55% |
| 5 years (annualised) | +0.69% |
C000078080 Annual Returns
Calendar-year total returns of Total Return Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +1.02% |
| 2025 | +8.99% |
| 2024 | +2.69% |
| 2023 | +6.55% |
| 2022 | −14.04% |
| 2021 | −1.16% |
| 2020 | +8.35% |
| 2019 (Jul–Dec) | +2.14% |
C000078080 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 | +0.4% | +1.7% | −2.4% | +0.4% | +0.6% | +0.4% | — | — | — | — | — | — |
| 2025 | +0.9% | +2.5% | 0.0% | 0.0% | −0.6% | +1.8% | −0.2% | +1.4% | +1.3% | +1.0% | +0.7% | −0.1% |
| 2024 | +0.2% | −1.2% | +1.0% | −2.4% | +1.9% | +0.9% | +2.4% | +1.2% | +1.4% | −2.4% | +1.3% | −1.5% |
| 2023 | +3.4% | −2.5% | +2.1% | +0.6% | −0.8% | −0.3% | +0.3% | −0.6% | −2.5% | −1.9% | +4.8% | +4.0% |
| 2022 | −1.7% | −1.1% | −3.3% | −4.0% | +0.4% | −2.1% | +2.1% | −2.6% | −4.3% | −1.8% | +3.8% | −0.2% |
| 2021 | −0.5% | −1.4% | −1.3% | +0.9% | +0.3% | +0.8% | +0.9% | −0.1% | −0.7% | −0.3% | +0.1% | 0.0% |
| 2020 | +2.3% | +1.4% | −2.1% | +2.0% | +0.9% | +1.2% | +1.6% | −0.2% | +0.1% | −0.4% | +1.1% | +0.2% |
| 2019 | — | — | — | — | — | — | 0.0% | +2.7% | −0.4% | +0.3% | −0.3% | −0.2% |
C000078080 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.83%
- 3-year Sharpe ratio: 0.18 (vs 4.5% risk-free rate)
- Best month: +4.83% (Nov 2023)
- Worst month: −2.49% (Sep 2023)
C000078080 Fund Flows
Monthly money in and out of Total Return Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$237.2M
- 12-month gross sales (incl. reinvestments): $269.2M
- Sales ÷ redemptions: 0.53×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $54.3M | $16.1M | $38.2M |
| May 2026 | $5.1M | $14.6M | −$9.4M |
| Apr 2026 | $12.6M | $22.5M | −$9.9M |
| Mar 2026 | $6.1M | $231.6M | −$225.5M |
| Feb 2026 | $41.4M | $51.3M | −$9.9M |
| Jan 2026 | $9.2M | $22.3M | −$13.1M |
| Dec 2025 | $23.0M | $30.9M | −$7.9M |
| Nov 2025 | $37.5M | $17.7M | $19.7M |
| Oct 2025 | $6.3M | $31.4M | −$25.0M |
| Sep 2025 | $25.7M | $28.3M | −$2.6M |
| Aug 2025 | $3.6M | $19.4M | −$15.8M |
| Jul 2025 | $44.4M | $20.4M | $24.0M |
C000078080 Assets Under Management
Net assets of Total Return Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.56B |
| 2026-03-31 | $1.52B |
| 2025-12-31 | $1.77B |
| 2025-09-30 | $1.76B |
| 2025-06-30 | $1.71B |
| 2025-03-31 | $1.70B |
| 2024-12-31 | $1.84B |
| 2024-09-30 | $2.06B |
| 2024-06-30 | $2.03B |
| 2024-03-31 | $2.26B |
| 2023-12-31 | $2.21B |
| 2023-09-30 | $2.16B |
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.