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CFICX vs. MNHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFICX vs. MNHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert Income Fund (CFICX) and Manning & Napier High Yield Bond Series (MNHYX). The values are adjusted to include any dividend payments, if applicable.

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CFICX vs. MNHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFICX
Calvert Income Fund
-0.73%8.94%4.11%7.61%-16.07%1.71%8.26%14.75%-3.36%6.57%
MNHYX
Manning & Napier High Yield Bond Series
-0.59%6.65%9.63%13.19%-7.59%9.99%6.26%13.99%-1.30%8.49%

Returns By Period

In the year-to-date period, CFICX achieves a -0.73% return, which is significantly lower than MNHYX's -0.59% return. Over the past 10 years, CFICX has underperformed MNHYX with an annualized return of 3.10%, while MNHYX has yielded a comparatively higher 6.65% annualized return.


CFICX

1D
0.26%
1M
-1.87%
YTD
-0.73%
6M
0.19%
1Y
5.26%
3Y*
5.35%
5Y*
1.04%
10Y*
3.10%

MNHYX

1D
0.52%
1M
-1.15%
YTD
-0.59%
6M
0.52%
1Y
5.04%
3Y*
8.76%
5Y*
5.40%
10Y*
6.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFICX vs. MNHYX - Expense Ratio Comparison

CFICX has a 0.92% expense ratio, which is higher than MNHYX's 0.90% expense ratio.


Return for Risk

CFICX vs. MNHYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFICX
CFICX Risk / Return Rank: 7373
Overall Rank
CFICX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CFICX Sortino Ratio Rank: 7777
Sortino Ratio Rank
CFICX Omega Ratio Rank: 6464
Omega Ratio Rank
CFICX Calmar Ratio Rank: 7777
Calmar Ratio Rank
CFICX Martin Ratio Rank: 7272
Martin Ratio Rank

MNHYX
MNHYX Risk / Return Rank: 7070
Overall Rank
MNHYX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MNHYX Sortino Ratio Rank: 7474
Sortino Ratio Rank
MNHYX Omega Ratio Rank: 8181
Omega Ratio Rank
MNHYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
MNHYX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFICX vs. MNHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Income Fund (CFICX) and Manning & Napier High Yield Bond Series (MNHYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CFICXMNHYXDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.43

-0.01

Sortino ratio

Return per unit of downside risk

2.05

1.91

+0.14

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

1.96

1.49

+0.47

Martin ratio

Return relative to average drawdown

7.45

5.83

+1.62

CFICX vs. MNHYX - Sharpe Ratio Comparison

The current CFICX Sharpe Ratio is 1.42, which is comparable to the MNHYX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of CFICX and MNHYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFICXMNHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.43

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.48

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

1.61

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

1.80

-0.79

Correlation

The correlation between CFICX and MNHYX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CFICX vs. MNHYX - Dividend Comparison

CFICX's dividend yield for the trailing twelve months is around 4.50%, less than MNHYX's 6.89% yield.


TTM20252024202320222021202020192018201720162015
CFICX
Calvert Income Fund
4.50%4.86%4.91%4.05%3.22%2.70%2.96%3.25%3.60%2.96%3.23%2.87%
MNHYX
Manning & Napier High Yield Bond Series
6.89%6.95%6.38%6.66%5.93%7.93%4.98%6.63%5.26%5.16%6.49%5.60%

Drawdowns

CFICX vs. MNHYX - Drawdown Comparison

The maximum CFICX drawdown since its inception was -21.28%, which is greater than MNHYX's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for CFICX and MNHYX.


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Drawdown Indicators


CFICXMNHYXDifference

Max Drawdown

Largest peak-to-trough decline

-21.28%

-19.70%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-3.38%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-21.28%

-10.84%

-10.44%

Max Drawdown (10Y)

Largest decline over 10 years

-21.28%

-19.70%

-1.58%

Current Drawdown

Current decline from peak

-2.37%

-1.69%

-0.68%

Average Drawdown

Average peak-to-trough decline

-3.47%

-1.57%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.86%

-0.05%

Volatility

CFICX vs. MNHYX - Volatility Comparison

The current volatility for Calvert Income Fund (CFICX) is 1.51%, while Manning & Napier High Yield Bond Series (MNHYX) has a volatility of 1.62%. This indicates that CFICX experiences smaller price fluctuations and is considered to be less risky than MNHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFICXMNHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.62%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

2.12%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

3.68%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

3.67%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.21%

4.15%

+1.06%