C000078098 Performance — Mid-Cap Value Portfolio, Class I
Data updated: 2026-08-11
C000078098 returned +11.07% year to date and +16.66% over one year to Jun 2026. Annualised returns are +13.81% over 3 years and +9.26% over 5 years. The fund trailed its US Mid-Cap Value category average: $100 invested three years ago grew to $147, against $148 for the category, and to $117 over one year, against $120. Volatility over the past three years was 14.44% a year. In the 12 months to Jun 2026 the fund took in a net $158.7M, and assets reached $542.98M.
C000078098 Growth of $100
What $100 invested in Mid-Cap Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Value category average over the same months.
| Period | C000078098 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $117 | $120 |
| 3 years (Jul 2023 – Jun 2026) | $147 | $148 |
| 5 years (Jul 2021 – Jun 2026) | $156 | $154 |
| Since data start (Jul 2019 – Jun 2026) | $214 | $212 |
C000078098 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.07% |
| 1 year | +16.66% |
| 3 years (annualised) | +13.81% |
| 5 years (annualised) | +9.26% |
C000078098 Annual Returns
Calendar-year total returns of Mid-Cap Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +11.07% |
| 2025 | +11.17% |
| 2024 | +10.31% |
| 2023 | +16.38% |
| 2022 | −7.27% |
| 2021 | +27.04% |
| 2020 | +5.50% |
| 2019 (Jul–Dec) | +8.58% |
C000078098 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 | +4.3% | +3.8% | −6.4% | +6.3% | −1.2% | +4.4% | — | — | — | — | — | — |
| 2025 | +3.7% | −1.5% | −3.6% | −2.6% | +6.3% | +3.8% | +1.9% | +2.8% | +0.9% | −2.1% | +2.7% | −1.2% |
| 2024 | −1.6% | +5.8% | +4.8% | −5.3% | +3.0% | −1.9% | +5.4% | +1.0% | +1.3% | −1.6% | +7.1% | −7.0% |
| 2023 | +8.2% | −2.3% | −4.1% | +0.5% | −3.6% | +9.5% | +3.1% | −2.3% | −3.8% | −4.1% | +8.8% | +6.9% |
| 2022 | −1.9% | +0.6% | +0.8% | −5.4% | +1.5% | −10.2% | +8.0% | −3.2% | −8.7% | +11.5% | +6.2% | −4.3% |
| 2021 | −1.4% | +9.1% | +5.7% | +5.2% | +2.5% | −2.1% | −0.1% | +1.2% | −2.8% | +4.5% | −3.5% | +6.9% |
| 2020 | −2.3% | −10.1% | −20.8% | +13.2% | +4.6% | −0.3% | +4.1% | +4.0% | −2.6% | +1.1% | +15.7% | +4.3% |
| 2019 | — | — | — | — | — | — | +2.1% | −2.6% | +2.8% | +0.2% | +3.3% | +2.7% |
C000078098 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 14.44%
- 3-year Sharpe ratio: 0.64 (vs 4.5% risk-free rate)
- Best month: +8.83% (Nov 2023)
- Worst month: −7.01% (Dec 2024)
C000078098 Fund Flows
Monthly money in and out of Mid-Cap Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: $158.7M
- 12-month gross sales (incl. reinvestments): $241.8M
- Sales ÷ redemptions: 2.91×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $116.9M | $13.4M | $103.5M |
| May 2026 | $2.2M | $4.3M | −$2.1M |
| Apr 2026 | $2.4M | $4.7M | −$2.3M |
| Mar 2026 | $3.2M | $7.4M | −$4.3M |
| Feb 2026 | $21.0M | $26.7M | −$5.7M |
| Jan 2026 | $5.2M | $3.8M | $1.3M |
| Dec 2025 | $72.3M | $5.1M | $67.3M |
| Nov 2025 | $2.2M | $4.2M | −$2.0M |
| Oct 2025 | $3.7M | $3.0M | $781K |
| Sep 2025 | $8.6M | $3.8M | $4.8M |
| Aug 2025 | $2.5M | $2.7M | −$123K |
| Jul 2025 | $1.7M | $4.2M | −$2.6M |
C000078098 Assets Under Management
Net assets of Mid-Cap Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $542.98M |
| 2026-03-31 | $400.70M |
| 2025-12-31 | $403.88M |
| 2025-09-30 | $341.00M |
| 2025-06-30 | $320.48M |
| 2025-03-31 | $229.17M |
| 2024-12-31 | $325.82M |
| 2024-09-30 | $412.32M |
| 2024-06-30 | $387.27M |
| 2024-03-31 | $399.58M |
| 2023-12-31 | $347.96M |
| 2023-09-30 | $444.51M |
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.