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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MassMutual Core Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
MassMutual Core Bond Fund (MCBDX) has returned -0.81% so far this year and 4.43% over the past 12 months. Over the last ten years, MCBDX has returned 5.36% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
MassMutual Core Bond Fund
- 1D
- 0.44%
- 1M
- -2.45%
- YTD
- -0.81%
- 6M
- 0.17%
- 1Y
- 4.43%
- 3Y*
- 4.01%
- 5Y*
- 6.72%
- 10Y*
- 5.36%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 30, 1994, MCBDX's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, your investment would double in approximately 14.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Dec 2021 with a return of +37.1%, while the worst month was Dec 1995 at -7.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, MCBDX closed higher 46% of trading days. The best single day was Dec 15, 2021 with a return of +42.4%, while the worst single day was Dec 28, 1995 at -8.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.36% | 1.32% | -2.45% | -0.81% | |||||||||
| 2025 | 0.61% | 2.38% | -0.37% | -0.16% | -0.17% | 1.84% | -0.05% | 1.35% | 1.39% | 0.58% | 0.44% | -0.04% | 8.03% |
| 2024 | 0.00% | -1.54% | 0.78% | -2.77% | 1.48% | 0.67% | 2.31% | 1.69% | 1.36% | -2.20% | 1.35% | -1.85% | 1.13% |
| 2023 | 3.58% | -2.05% | 1.21% | 0.44% | -0.98% | -0.33% | 0.33% | -0.55% | -2.09% | -1.69% | 4.70% | 4.19% | 6.64% |
| 2022 | -2.01% | -1.59% | -2.75% | -3.90% | -0.30% | -2.24% | 2.39% | -2.34% | -4.99% | -1.86% | 3.68% | -0.24% | -15.29% |
| 2021 | -0.18% | -1.24% | -0.81% | 1.09% | 0.54% | 0.98% | 1.15% | 0.00% | -0.79% | 0.09% | 0.09% | 37.05% | 38.26% |
Benchmark Metrics
MassMutual Core Bond Fund has an annualized alpha of 5.17%, beta of -0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since October 03, 1994.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (16.05%) than losses (0.81%) — typical of diversified or defensive assets.
- Beta of -0.01 may look defensive, but with R² of 0.00 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.17%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- 16.05%
- Downside Capture
- 0.81%
Expense Ratio
MCBDX has an expense ratio of 0.52%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MCBDX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MassMutual Core Bond Fund (MCBDX) and compare them to a chosen benchmark (S&P 500 Index).
| MCBDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.90 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.39 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.40 | +0.38 |
Martin ratioReturn relative to average drawdown | 5.50 | 6.61 | -1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MCBDX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
MassMutual Core Bond Fund provided a 4.14% dividend yield over the last twelve months, with an annual payout of $0.38 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.38 | $0.42 | $0.17 | $0.42 | $0.34 | $3.40 | $0.68 | $0.37 | $0.35 | $0.32 | $0.35 | $0.15 |
Dividend yield | 4.14% | 4.50% | 1.93% | 4.62% | 3.83% | 31.12% | 5.98% | 3.35% | 3.32% | 2.96% | 3.29% | 1.43% |
Monthly Dividends
The table displays the monthly dividend distributions for MassMutual Core Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.03 | $0.03 | $0.00 | $0.07 | |||||||||
| 2025 | $0.03 | $0.03 | $0.04 | $0.04 | $0.03 | $0.04 | $0.04 | $0.03 | $0.04 | $0.03 | $0.03 | $0.04 | $0.42 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.03 | $0.04 | $0.03 | $0.03 | $0.00 | $0.17 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.40 | $3.40 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the MassMutual Core Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the MassMutual Core Bond Fund was 22.01%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current MassMutual Core Bond Fund drawdown is 5.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.01% | Dec 16, 2021 | 214 | Oct 21, 2022 | — | — | — |
| -11.64% | Dec 28, 1995 | 89 | May 3, 1996 | 313 | Jul 30, 1997 | 402 |
| -10.96% | Mar 9, 2020 | 13 | Mar 25, 2020 | 83 | Jul 23, 2020 | 96 |
| -8.85% | Jun 16, 2003 | 447 | Mar 23, 2005 | 595 | Aug 3, 2007 | 1042 |
| -7.38% | Jan 24, 2008 | 196 | Oct 30, 2008 | 131 | May 11, 2009 | 327 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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