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CLDAX vs. MCDWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLDAX vs. MCDWX - Performance Comparison

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

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CLDAX vs. MCDWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CLDAX
Calvert Core Bond Fund
-0.96%7.27%1.39%5.04%-13.48%-2.30%11.81%
MCDWX
Manning & Napier Credit Series
-0.35%7.57%4.13%7.31%-11.13%0.01%8.77%

Returns By Period

In the year-to-date period, CLDAX achieves a -0.96% return, which is significantly lower than MCDWX's -0.35% return.


CLDAX

1D
0.51%
1M
-2.55%
YTD
-0.96%
6M
0.08%
1Y
3.49%
3Y*
3.08%
5Y*
-0.14%
10Y*
3.23%

MCDWX

1D
0.33%
1M
-1.84%
YTD
-0.35%
6M
0.98%
1Y
4.74%
3Y*
5.19%
5Y*
1.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLDAX vs. MCDWX - Expense Ratio Comparison

CLDAX has a 0.74% expense ratio, which is higher than MCDWX's 0.10% expense ratio.


Return for Risk

CLDAX vs. MCDWX — Risk / Return Rank

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

CLDAX
CLDAX Risk / Return Rank: 4747
Overall Rank
CLDAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CLDAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
CLDAX Omega Ratio Rank: 3333
Omega Ratio Rank
CLDAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
CLDAX Martin Ratio Rank: 4545
Martin Ratio Rank

MCDWX
MCDWX Risk / Return Rank: 8181
Overall Rank
MCDWX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MCDWX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MCDWX Omega Ratio Rank: 7474
Omega Ratio Rank
MCDWX Calmar Ratio Rank: 8888
Calmar Ratio Rank
MCDWX Martin Ratio Rank: 8484
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.

CLDAX vs. MCDWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert Core Bond Fund (CLDAX) and Manning & Napier Credit Series (MCDWX). 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.


CLDAXMCDWXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.44

-0.50

Sortino ratio

Return per unit of downside risk

1.35

2.03

-0.67

Omega ratio

Gain probability vs. loss probability

1.17

1.28

-0.12

Calmar ratio

Return relative to maximum drawdown

1.47

2.37

-0.90

Martin ratio

Return relative to average drawdown

4.61

8.65

-4.04

CLDAX vs. MCDWX - Sharpe Ratio Comparison

The current CLDAX Sharpe Ratio is 0.94, which is lower than the MCDWX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of CLDAX and MCDWX, 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


CLDAXMCDWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.44

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.38

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.57

+0.25

Correlation

The correlation between CLDAX and MCDWX is 0.89, 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.


Dividends

CLDAX vs. MCDWX - Dividend Comparison

CLDAX's dividend yield for the trailing twelve months is around 3.91%, less than MCDWX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
CLDAX
Calvert Core Bond Fund
3.91%4.24%4.16%3.17%1.80%6.08%5.22%3.04%3.63%3.02%7.02%2.85%
MCDWX
Manning & Napier Credit Series
4.44%4.83%4.41%4.48%3.25%4.45%2.57%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CLDAX vs. MCDWX - Drawdown Comparison

The maximum CLDAX drawdown since its inception was -18.88%, which is greater than MCDWX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for CLDAX and MCDWX.


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Drawdown Indicators


CLDAXMCDWXDifference

Max Drawdown

Largest peak-to-trough decline

-18.88%

-15.96%

-2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-2.20%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.21%

-15.96%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-18.88%

Current Drawdown

Current decline from peak

-4.35%

-1.84%

-2.51%

Average Drawdown

Average peak-to-trough decline

-3.92%

-4.24%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.60%

+0.37%

Volatility

CLDAX vs. MCDWX - Volatility Comparison

Calvert Core Bond Fund (CLDAX) has a higher volatility of 1.61% compared to Manning & Napier Credit Series (MCDWX) at 1.41%. This indicates that CLDAX's price experiences larger fluctuations and is considered to be riskier than MCDWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLDAXMCDWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.41%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

1.99%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

3.32%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

4.62%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.85%

4.41%

+2.44%