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CFICX vs. MNHYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CFICX and MNHYX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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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Key characteristics

Daily Std Dev

CFICX:

4.31%

MNHYX:

0.83%

Max Drawdown

CFICX:

-0.40%

MNHYX:

-0.10%

Current Drawdown

CFICX:

-0.33%

MNHYX:

-0.10%

Returns By Period


CFICX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MNHYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

CFICX vs. MNHYX — Risk-Adjusted Performance Rank

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

CFICX
The Risk-Adjusted Performance Rank of CFICX is 8484
Overall Rank
The Sharpe Ratio Rank of CFICX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CFICX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of CFICX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of CFICX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of CFICX is 8585
Martin Ratio Rank

MNHYX
The Risk-Adjusted Performance Rank of MNHYX is 9090
Overall Rank
The Sharpe Ratio Rank of MNHYX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of MNHYX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MNHYX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MNHYX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MNHYX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CFICX vs. MNHYX - Risk-Adjusted Performance 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.



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Dividends

CFICX vs. MNHYX - Dividend Comparison

CFICX's dividend yield for the trailing twelve months is around 4.79%, less than MNHYX's 7.31% yield.


TTM20242023202220212020201920182017201620152014
CFICX
Calvert Income Fund
4.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MNHYX
Manning & Napier High Yield Bond Series
7.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CFICX vs. MNHYX - Drawdown Comparison

The maximum CFICX drawdown since its inception was -0.40%, which is greater than MNHYX's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for CFICX and MNHYX. For additional features, visit the drawdowns tool.


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Volatility

CFICX vs. MNHYX - Volatility Comparison


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