C000098975 Performance — Small-Cap Index Portfolio, Class P
Data updated: 2026-08-11
C000098975 returned +22.39% year to date and +40.38% over one year to Jun 2026. Annualised returns are +18.15% over 3 years and +6.60% over 5 years. The fund beat its US Small Blend category average: $100 invested three years ago grew to $165, against $156 for the category, and to $140 over one year, against $133. Volatility over the past three years was 19.97% a year. In the 12 months to Jun 2026 the fund lost a net $34.4M, and assets reached $916.92M.
C000098975 Growth of $100
What $100 invested in Small-Cap Index Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000098975 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $140 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $165 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $138 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $207 | $209 |
C000098975 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.39% |
| 1 year | +40.38% |
| 3 years (annualised) | +18.15% |
| 5 years (annualised) | +6.60% |
C000098975 Annual Returns
Calendar-year total returns of Small-Cap Index Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +22.39% |
| 2025 | +12.46% |
| 2024 | +11.07% |
| 2023 | +16.44% |
| 2022 | −20.71% |
| 2021 | +14.45% |
| 2020 | +19.40% |
| 2019 (Jul–Dec) | +7.11% |
C000098975 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 | +5.3% | +0.8% | −5.0% | +12.2% | +4.4% | +3.7% | — | — | — | — | — | — |
| 2025 | +2.6% | −5.4% | −6.8% | −2.3% | +5.3% | +5.4% | +1.7% | +7.1% | +3.1% | +1.8% | +0.9% | −0.6% |
| 2024 | −3.9% | +5.6% | +3.5% | −7.1% | +5.0% | −1.0% | +10.1% | −1.5% | +0.7% | −1.5% | +10.9% | −8.3% |
| 2023 | +9.7% | −1.7% | −4.8% | −1.8% | −0.9% | +8.1% | +6.0% | −5.1% | −5.9% | −6.8% | +9.0% | +12.2% |
| 2022 | −9.6% | +1.0% | +1.2% | −9.9% | +0.1% | −8.3% | +10.4% | −2.1% | −9.6% | +11.0% | +2.3% | −6.5% |
| 2021 | +5.0% | +6.2% | +1.0% | +2.1% | +0.1% | +1.9% | −3.6% | +2.2% | −3.0% | +4.2% | −4.2% | +2.2% |
| 2020 | −3.2% | −8.5% | −21.8% | +13.7% | +6.5% | +3.5% | +2.7% | +5.6% | −3.4% | +2.1% | +18.4% | +8.6% |
| 2019 | — | — | — | — | — | — | +0.5% | −5.0% | +2.1% | +2.6% | +4.1% | +2.9% |
C000098975 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 19.97%
- 3-year Sharpe ratio: 0.68 (vs 4.5% risk-free rate)
- Best month: +12.17% (Apr 2026)
- Worst month: −8.30% (Dec 2024)
C000098975 Fund Flows
Monthly money in and out of Small-Cap Index Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$34.4M
- 12-month gross sales (incl. reinvestments): $87.2M
- Sales ÷ redemptions: 0.72×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $8.6M | $14.1M | −$5.5M |
| May 2026 | $7.7M | $13.3M | −$5.6M |
| Apr 2026 | $3.8M | $8.0M | −$4.2M |
| Mar 2026 | $7.9M | $7.8M | $27K |
| Feb 2026 | $19.6M | $12.1M | $7.5M |
| Jan 2026 | $7.4M | $6.1M | $1.3M |
| Dec 2025 | $4.7M | $15.4M | −$10.7M |
| Nov 2025 | $6.7M | $6.5M | $166K |
| Oct 2025 | $6.1M | $7.0M | −$895K |
| Sep 2025 | $5.3M | $17.7M | −$12.4M |
| Aug 2025 | $4.6M | $8.4M | −$3.8M |
| Jul 2025 | $4.9M | $5.1M | −$196K |
C000098975 Assets Under Management
Net assets of Small-Cap Index Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $916.92M |
| 2026-03-31 | $768.54M |
| 2025-12-31 | $754.47M |
| 2025-09-30 | $750.21M |
| 2025-06-30 | $683.14M |
| 2025-03-31 | $626.74M |
| 2024-12-31 | $707.33M |
| 2024-09-30 | $800.74M |
| 2024-06-30 | $734.46M |
| 2024-03-31 | $759.33M |
| 2023-12-31 | $698.28M |
| 2023-09-30 | $615.02M |
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.