C000127650 Performance — U.S. Large Cap Equity Portfolio, Institutional Class Shares
Data updated: 2026-09-24
C000127650 returned +11.04% year to date and +19.85% over one year to Jul 2026. Annualised returns are +19.00% over 3 years and +12.36% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $168, against $153 for the category, and to $120 over one year, against $116. Volatility over the past three years was 12.79% a year. In the 12 months to Jul 2026 the fund lost a net $32.0M, and assets reached $2.67B.
C000127650 Growth of $100
What $100 invested in U.S. Large Cap Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | C000127650 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $120 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $168 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $179 | $159 |
| Since data start (Aug 2019 – Jul 2026) | $272 | $226 |
C000127650 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.04% |
| 1 year | +19.85% |
| 3 years (annualised) | +19.00% |
| 5 years (annualised) | +12.36% |
C000127650 Annual Returns
Calendar-year total returns of U.S. Large Cap Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +11.04% |
| 2025 | +16.75% |
| 2024 | +24.25% |
| 2023 | +24.17% |
| 2022 | −16.81% |
| 2021 | +26.39% |
| 2020 | +18.85% |
| 2019 (Aug–Dec) | +8.94% |
C000127650 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 | +1.8% | −0.2% | −4.9% | +9.6% | +4.7% | −0.7% | +0.7% | — | — | — | — | — |
| 2025 | +3.1% | −1.4% | −5.7% | −1.1% | +6.2% | +5.0% | +2.4% | +2.1% | +3.3% | +1.8% | +0.5% | +0.1% |
| 2024 | +1.6% | +5.8% | +3.8% | −4.1% | +4.7% | +2.7% | +1.5% | +2.3% | +2.0% | −0.5% | +6.2% | −3.5% |
| 2023 | +6.3% | −2.6% | +2.7% | +1.1% | −0.2% | +7.0% | +3.4% | −1.5% | −4.4% | −2.5% | +8.7% | +4.9% |
| 2022 | −5.3% | −2.3% | +3.1% | −8.3% | +0.6% | −8.8% | +8.8% | −3.6% | −9.0% | +8.6% | +5.8% | −5.5% |
| 2021 | −0.9% | +3.5% | +4.2% | +5.0% | +0.8% | +1.9% | +2.0% | +2.7% | −4.6% | +6.5% | −1.3% | +4.5% |
| 2020 | −0.6% | −8.5% | −13.7% | +13.1% | +5.5% | +1.9% | +5.7% | +7.2% | −3.4% | −2.1% | +11.7% | +4.0% |
| 2019 | — | — | — | — | — | — | — | −2.4% | +2.1% | +2.1% | +4.0% | +2.9% |
C000127650 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.79%
- 3-year Sharpe ratio: 1.13 (vs 4.5% risk-free rate)
- Best month: +9.60% (Apr 2026)
- Worst month: −5.72% (Mar 2025)
C000127650 Fund Flows
Monthly money in and out of U.S. Large Cap Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$32.0M
- 12-month gross sales (incl. reinvestments): $431.6M
- Sales ÷ redemptions: 0.93×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $27.4M | $62.3M | −$34.9M |
| Jun 2026 | $83.5M | $41.5M | $42.0M |
| May 2026 | $18.3M | $33.1M | −$14.8M |
| Apr 2026 | $20.9M | $25.7M | −$4.8M |
| Mar 2026 | $25.5M | $24.6M | $880K |
| Feb 2026 | $22.3M | $20.3M | $2.0M |
| Jan 2026 | $21.6M | $31.0M | −$9.4M |
| Dec 2025 | $110.3M | $110.7M | −$423K |
| Nov 2025 | $18.4M | $25.4M | −$7.1M |
| Oct 2025 | $25.3M | $25.3M | $16K |
| Sep 2025 | $34.5M | $36.3M | −$1.7M |
| Aug 2025 | $23.7M | $27.5M | −$3.9M |
C000127650 Assets Under Management
Net assets of U.S. Large Cap Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $2.67B |
| 2026-04-30 | $2.57B |
| 2026-01-31 | $2.48B |
| 2025-10-31 | $2.44B |
| 2025-07-31 | $2.28B |
| 2025-04-30 | $2.02B |
| 2025-01-31 | $2.16B |
| 2024-10-31 | $1.87B |
| 2024-07-31 | $1.87B |
| 2024-04-30 | $1.74B |
| 2024-01-31 | $1.71B |
| 2023-10-31 | $1.55B |
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.