C000078095 Performance — Diversified Bond Portfolio, Class I
Data updated: 2026-08-11
C000078095 returned +0.94% year to date and +4.30% over one year to Jun 2026. Annualised returns are +3.64% over 3 years and −1.35% over 5 years. Against its Intermediate Core Bond category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $111, against $115 for the category, and to $104 over one year, against $104. Volatility over the past three years was 6.46% a year. In the 12 months to Jun 2026 the fund lost a net $501.2M, and assets reached $1.34B.
C000078095 Growth of $100
What $100 invested in Diversified Bond Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Core Bond category average over the same months.
| Period | C000078095 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $104 | $104 |
| 3 years (Jul 2023 – Jun 2026) | $111 | $115 |
| 5 years (Jul 2021 – Jun 2026) | $93 | $102 |
| Since data start (Jul 2019 – Jun 2026) | $105 | $112 |
C000078095 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.94% |
| 1 year | +4.30% |
| 3 years (annualised) | +3.64% |
| 5 years (annualised) | −1.35% |
C000078095 Annual Returns
Calendar-year total returns of Diversified Bond Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.94% |
| 2025 | +7.84% |
| 2024 | +1.62% |
| 2023 | +3.59% |
| 2022 | −18.63% |
| 2021 | −1.92% |
| 2020 | +10.35% |
| 2019 (Jul–Dec) | +3.87% |
C000078095 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% | +1.5% | −2.1% | +0.6% | +0.4% | +0.2% | — | — | — | — | — | — |
| 2025 | +0.7% | +2.1% | −0.2% | 0.0% | −0.3% | +1.9% | −0.2% | +1.2% | +1.2% | +0.5% | +0.7% | −0.1% |
| 2024 | 0.0% | −1.3% | +0.9% | −3.1% | +1.2% | +2.1% | +2.3% | +1.5% | +1.4% | −2.6% | +1.1% | −1.9% |
| 2023 | +4.6% | −3.5% | +2.1% | +0.6% | −1.4% | +0.7% | +0.3% | −1.6% | −4.1% | −2.6% | +4.6% | +4.3% |
| 2022 | −2.8% | −2.4% | −3.9% | −5.3% | +0.6% | −3.1% | +3.5% | −3.3% | −6.2% | −1.5% | +5.4% | −0.9% |
| 2021 | −1.3% | −2.1% | −1.8% | +1.5% | +0.7% | +0.9% | +1.2% | +0.1% | −1.2% | +0.1% | −0.3% | +0.3% |
| 2020 | +1.8% | +0.7% | −4.5% | +3.6% | +2.2% | +1.2% | +2.8% | −0.3% | −0.7% | −0.6% | +2.9% | +0.9% |
| 2019 | — | — | — | — | — | — | +0.2% | +2.3% | 0.0% | +0.8% | −0.3% | +0.8% |
C000078095 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 6.46%
- 3-year Sharpe ratio: -0.13 (vs 4.5% risk-free rate)
- Best month: +4.63% (Nov 2023)
- Worst month: −4.11% (Sep 2023)
C000078095 Fund Flows
Monthly money in and out of Diversified Bond Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$501.2M
- 12-month gross sales (incl. reinvestments): $155.5M
- Sales ÷ redemptions: 0.24×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $9.2M | $18.3M | −$9.1M |
| May 2026 | $13.3M | $18.2M | −$5.0M |
| Apr 2026 | $3.6M | $26.3M | −$22.7M |
| Mar 2026 | $4.0M | $228.4M | −$224.4M |
| Feb 2026 | $24.8M | $37.0M | −$12.2M |
| Jan 2026 | $2.5M | $21.9M | −$19.4M |
| Dec 2025 | $23.2M | $137.0M | −$113.8M |
| Nov 2025 | $16.0M | $26.0M | −$10.0M |
| Oct 2025 | $10.8M | $21.3M | −$10.6M |
| Sep 2025 | $4.2M | $73.9M | −$69.6M |
| Aug 2025 | $14.6M | $20.5M | −$5.9M |
| Jul 2025 | $29.4M | $28.0M | $1.5M |
C000078095 Assets Under Management
Net assets of Diversified Bond Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.34B |
| 2026-03-31 | $1.36B |
| 2025-12-31 | $1.62B |
| 2025-09-30 | $1.74B |
| 2025-06-30 | $1.77B |
| 2025-03-31 | $1.88B |
| 2024-12-31 | $2.09B |
| 2024-09-30 | $2.31B |
| 2024-06-30 | $2.28B |
| 2024-03-31 | $2.50B |
| 2023-12-31 | $2.10B |
| 2023-09-30 | $2.01B |
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.