C000078114 Performance — International Value Portfolio, Class I
Data updated: 2026-08-11
C000078114 returned +10.98% year to date and +27.46% over one year to Jun 2026. Annualised returns are +22.65% over 3 years and +15.71% over 5 years. The fund beat its International Mid-Cap Value category average: $100 invested three years ago grew to $184, against $158 for the category, and to $127 over one year, against $120. Volatility over the past three years was 12.61% a year. In the 12 months to Jun 2026 the fund lost a net $310.3M, and assets reached $1.17B.
C000078114 Growth of $100
What $100 invested in International Value Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Mid-Cap Value category average over the same months.
| Period | C000078114 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $127 | $120 |
| 3 years (Jul 2023 – Jun 2026) | $184 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $207 | $152 |
| Since data start (Jul 2019 – Jun 2026) | $242 | $196 |
C000078114 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.98% |
| 1 year | +27.46% |
| 3 years (annualised) | +22.65% |
| 5 years (annualised) | +15.71% |
C000078114 Annual Returns
Calendar-year total returns of International Value Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +10.98% |
| 2025 | +47.76% |
| 2024 | +3.89% |
| 2023 | +20.20% |
| 2022 | −1.26% |
| 2021 | +20.39% |
| 2020 | −7.19% |
| 2019 (Jul–Dec) | +7.33% |
C000078114 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 | +6.3% | +5.7% | −7.1% | +5.3% | +2.4% | −1.3% | — | — | — | — | — | — |
| 2025 | +5.6% | +3.8% | +3.8% | +3.1% | +5.6% | +3.8% | +0.3% | +5.0% | +2.3% | −0.3% | +3.6% | +3.2% |
| 2024 | −2.2% | +1.5% | +5.2% | −0.8% | +4.4% | −4.7% | +5.1% | +2.9% | +1.3% | −4.1% | −1.7% | −2.4% |
| 2023 | +9.6% | −1.7% | −1.0% | +2.6% | −4.3% | +6.0% | +5.0% | −2.9% | −1.6% | −3.1% | +7.2% | +4.0% |
| 2022 | +4.8% | −2.9% | −1.4% | −4.7% | +5.0% | −9.6% | +1.4% | −3.5% | −8.5% | +7.0% | +13.7% | 0.0% |
| 2021 | −0.6% | +8.4% | +4.5% | +1.3% | +6.3% | −3.2% | −1.1% | +2.1% | +0.7% | +1.8% | −5.6% | +5.1% |
| 2020 | −7.8% | −9.6% | −21.9% | +8.2% | +3.8% | +2.9% | +0.4% | +7.5% | −5.6% | −2.8% | +19.2% | +4.6% |
| 2019 | — | — | — | — | — | — | −3.9% | −3.7% | +5.0% | +4.2% | +1.3% | +4.5% |
C000078114 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.61%
- 3-year Sharpe ratio: 1.44 (vs 4.5% risk-free rate)
- Best month: +7.25% (Nov 2023)
- Worst month: −7.14% (Mar 2026)
C000078114 Fund Flows
Monthly money in and out of International Value Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$310.3M
- 12-month gross sales (incl. reinvestments): $172.6M
- Sales ÷ redemptions: 0.36×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $15.1M | $21.3M | −$6.2M |
| May 2026 | $1.7M | $15.4M | −$13.7M |
| Apr 2026 | $6.4M | $18.8M | −$12.4M |
| Mar 2026 | $105.9M | $21.6M | $84.3M |
| Feb 2026 | $5.6M | $135.3M | −$129.7M |
| Jan 2026 | $9.8M | $26.1M | −$16.3M |
| Dec 2025 | $10.8M | $35.7M | −$25.0M |
| Nov 2025 | $3.3M | $84.3M | −$81.0M |
| Oct 2025 | $1.5M | $16.7M | −$15.2M |
| Sep 2025 | $2.9M | $53.9M | −$51.0M |
| Aug 2025 | $3.5M | $16.0M | −$12.5M |
| Jul 2025 | $6.1M | $37.8M | −$31.7M |
C000078114 Assets Under Management
Net assets of International Value Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.17B |
| 2026-03-31 | $1.13B |
| 2025-12-31 | $1.14B |
| 2025-09-30 | $1.19B |
| 2025-06-30 | $1.19B |
| 2025-03-31 | $1.15B |
| 2024-12-31 | $993.73M |
| 2024-09-30 | $1.08B |
| 2024-06-30 | $919.72M |
| 2024-03-31 | $855.65M |
| 2023-12-31 | $984.38M |
| 2023-09-30 | $893.83M |
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.