Strategy. The fund will generally invest in large capitalization companies it believes show business improvement using a proprietary multi-factor model that combines fundamental measures of a stocks value and growth potential with sustainability (environmental, social, and governance) characteristics. To measure value, the portfolio managers may use ratios of stock price-to-earnings and stock price-to-cash flow. To measure growth, the managers may use the rate of growth of a companys earnings and cash flow and changes in its earnings estimates. The model also considers price momentum. The team evaluates multiple sustainability characteristics utilizing internal data and research, as well as third party commercial data sources and scoring systems. To the extent such information is available and relevant for a particular company, portfolio managers … Show more… The fund will generally invest in large capitalization companies it believes show business improvement using a proprietary multi-factor model that combines fundamental measures of a stocks value and growth potential with sustainability (environmental, social, and governance) characteristics. To measure value, the portfolio managers may use ratios of stock price-to-earnings and stock price-to-cash flow. To measure growth, the managers may use the rate of growth of a companys earnings and cash flow and changes in its earnings estimates. The model also considers price momentum. The team evaluates multiple sustainability characteristics utilizing internal data and research, as well as third party commercial data sources and scoring systems. To the extent such information is available and relevant for a particular company, portfolio managers will consider, among others, a companys carbon emission profile, energy and water usage, or waste generation (environmental), a companys employee turnover rates, digital privacy, or worker safety (social), and a companys corporate leadership, including board chair independence and the independence of audit and compensation committees or shareholder rights such as say on pay (governance). If sustainability characteristics are unavailable or incomplete, a security may still be selected for the portfolio if the portfolio managers believe they can evaluate the security qualitatively, or if the financial metrics and/or remaining sustainability characteristics merit investment. Qualitative review of portfolio securities may include examination of registration statements and other information provided by the company as well as engagement with company management. Each security is evaluated on a sector-specific basis, and the fund seeks to hold securities with the strongest attributes in their respective sectors. Using this process, the portfolio managers attempt to build a portfolio of stocks that provides better returns without taking on significant additional risk, and maintains a stronger sustainability profile than the S&P 500 Index. Under normal market conditions, the fund will invest at least 80% of its net assets in equity securities of large capitalization companies. Equity securities include common stock, preferred stock, and equity-equivalent securities, such as securities convertible into common stock. For purposes of the 80% test, the fund defines large capitalization companies as those that are in the capitalization range of the S&P 500 Index. Although the portfolio managers intend to invest the funds assets primarily in U.S. securities, the fund may invest in securities of foreign companies when these securities meet the portfolio managers standards of selection. When determining whether to sell a security, the portfolio managers consider among other things, a securitys price, whether a securitys risk parameters outweigh its return opportunities, and general market conditions. Show less