C000078082 Performance — Short Duration Bond Portfolio, Class I
Data updated: 2026-08-11
C000078082 returned +0.92% year to date and +3.42% over one year to Jun 2026. Annualised returns are +4.95% over 3 years and +2.11% over 5 years. The fund trailed its Short-Term Core Bond category average: $100 invested three years ago grew to $116, against $118 for the category, and to $103 over one year, against $104. Volatility over the past three years was 1.54% a year. In the 12 months to Jun 2026 the fund lost a net $386.9M, and assets reached $1.12B.
C000078082 Growth of $100
What $100 invested in Short Duration Bond Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Short-Term Core Bond category average over the same months.
| Period | C000078082 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $103 | $104 |
| 3 years (Jul 2023 – Jun 2026) | $116 | $118 |
| 5 years (Jul 2021 – Jun 2026) | $111 | $113 |
| Since data start (Jul 2019 – Jun 2026) | $117 | $122 |
C000078082 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.92% |
| 1 year | +3.42% |
| 3 years (annualised) | +4.95% |
| 5 years (annualised) | +2.11% |
C000078082 Annual Returns
Calendar-year total returns of Short Duration Bond Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.92% |
| 2025 | +5.45% |
| 2024 | +4.87% |
| 2023 | +4.86% |
| 2022 | −4.58% |
| 2021 | −0.46% |
| 2020 | +3.74% |
| 2019 (Jul–Dec) | +1.25% |
C000078082 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% | +0.5% | −0.6% | +0.4% | +0.2% | +0.1% | — | — | — | — | — | — |
| 2025 | +0.5% | +0.8% | +0.3% | +0.6% | 0.0% | +0.7% | +0.1% | +0.9% | +0.4% | +0.3% | +0.4% | +0.4% |
| 2024 | +0.6% | −0.3% | +0.5% | −0.3% | +0.7% | +0.5% | +1.2% | +0.9% | +0.8% | −0.5% | +0.4% | +0.2% |
| 2023 | +1.2% | −0.7% | +1.0% | +0.4% | −0.3% | −0.3% | +0.5% | +0.3% | −0.1% | +0.1% | +1.4% | +1.3% |
| 2022 | −0.7% | −0.5% | −1.3% | −0.8% | +0.3% | −0.8% | +0.7% | −0.6% | −1.6% | −0.4% | +1.0% | +0.3% |
| 2021 | +0.2% | 0.0% | −0.1% | +0.1% | +0.1% | −0.1% | +0.1% | 0.0% | −0.1% | −0.3% | −0.2% | −0.1% |
| 2020 | +0.6% | +0.6% | −3.0% | +1.8% | +1.1% | +0.9% | +0.5% | +0.3% | +0.1% | +0.1% | +0.4% | +0.3% |
| 2019 | — | — | — | — | — | — | 0.0% | +0.7% | 0.0% | +0.3% | 0.0% | +0.2% |
C000078082 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 1.54%
- 3-year Sharpe ratio: 0.29 (vs 4.5% risk-free rate)
- Best month: +1.35% (Nov 2023)
- Worst month: −0.58% (Mar 2026)
C000078082 Fund Flows
Monthly money in and out of Short Duration Bond Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$386.9M
- 12-month gross sales (incl. reinvestments): $137.2M
- Sales ÷ redemptions: 0.26×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $8.6M | $90.4M | −$81.8M |
| May 2026 | $6.1M | $21.2M | −$15.1M |
| Apr 2026 | $4.0M | $31.0M | −$27.1M |
| Mar 2026 | $17.5M | $57.2M | −$39.7M |
| Feb 2026 | $12.3M | $48.0M | −$35.7M |
| Jan 2026 | $3.3M | $21.0M | −$17.8M |
| Dec 2025 | $7.0M | $119.6M | −$112.7M |
| Nov 2025 | $18.1M | $22.8M | −$4.7M |
| Oct 2025 | $6.0M | $23.1M | −$17.1M |
| Sep 2025 | $14.0M | $44.7M | −$30.7M |
| Aug 2025 | $2.2M | $21.4M | −$19.2M |
| Jul 2025 | $38.3M | $23.6M | $14.6M |
C000078082 Assets Under Management
Net assets of Short Duration Bond Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.12B |
| 2026-03-31 | $1.23B |
| 2025-12-31 | $1.32B |
| 2025-09-30 | $1.44B |
| 2025-06-30 | $1.46B |
| 2025-03-31 | $742.67M |
| 2024-12-31 | $984.72M |
| 2024-09-30 | $750.62M |
| 2024-06-30 | $810.51M |
| 2024-03-31 | $1.72B |
| 2023-12-31 | $1.84B |
| 2023-09-30 | $1.95B |
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.