Global Sustainability Index: Effective July 31, 2020, Class K and Class I replaced the Fund’s predecessor Shares Class (“Shares Class”). For periods starting July 31, 2020, the Fund’s performance returns are shown for Class K and Class I. The Fund’s performance returns prior to July 31, 2020 are shown for the Shares Class, which had an inception date of March 5, 2008. The performance of the Fund’s Shares Class has not been adjusted to reflect the expenses applicable to Class K or Class I shares since the classes have different expense ratios than the expense ratio of the Shares Class. The expenses applicable to the Fund’s Class K and Class I shares are lower than the expenses applicable to the Shares Class. Excluding the effect of any fees, expenses, fee waivers or reimbursements, the performance of the Fund’s Class K shares and Class I shares would have annual returns substantially similar to those of Shares Class because the classes invest in the same portfolio of securities. Please refer to the current prospectus for further information.

Small Cap Core: Effective July 31, 2020, Class K and Class I replaced the Fund’s predecessor Shares Class (“Shares Class”). For periods starting July 31, 2020, the Fund’s performance returns are shown for Class K and Class I. The Fund’s performance returns prior to July 31, 2020 are shown for the Shares Class, which had an inception date of September 30, 2009. The performance of the Fund’s Shares Class has not been adjusted to reflect the expenses applicable to Class K or Class I shares since the classes have different expense ratios than the expense ratio of the Shares Class. The expenses applicable to the Fund’s Class K and Class I shares are lower than the expenses applicable to the Shares Class. Excluding the effect of any fees, expenses, fee waivers or reimbursements, the performance of the Fund’s Class K shares and Class I shares would have annual returns substantially similar to those of Shares Class because the classes invest in the same portfolio of securities. Please refer to the current prospectus for further information.

U.S. Quality ESG: Effective July 31, 2020, Class K and Class I replaced the Fund’s predecessor Shares Class (“Shares Class”). The Fund’s performance returns are shown for Class K and Class I for periods starting July 31, 2020 and August 21, 2020, respectively. For Class I, the performance return from July 31, 2020 through August 20, 2020 reflects the performance and expenses of the Fund’s Class K shares. Class K and Class I would have similar returns because each class is invested in the same portfolio of securities. The Fund’s performance returns prior to July 31, 2020 are shown for the Shares Class, which had an inception date of October 2, 2017. The performance of the Fund’s Shares Class has not been adjusted to reflect the expenses applicable to Class K or Class I shares since the classes have different expense ratios than the expense ratio of the Shares Class. The expenses applicable to the Fund’s Class K and Class I shares are lower than the expenses applicable to the Shares Class. Excluding the effect of any fees, expenses, fee waivers or reimbursements, the performance of the Fund’s Class K shares and Class I shares would have annual returns substantially similar to those of Shares Class because the classes invest in the same portfolio of securities. Please refer to the current prospectus for further information.