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CMPIX vs. MCDWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMPIX vs. MCDWX - Performance Comparison

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

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CMPIX vs. MCDWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CMPIX
Principal Core Fixed Income
-0.72%6.76%1.26%4.89%-13.34%-2.03%6.02%
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, CMPIX achieves a -0.72% return, which is significantly lower than MCDWX's -0.35% return.


CMPIX

1D
0.47%
1M
-2.39%
YTD
-0.72%
6M
0.13%
1Y
3.41%
3Y*
2.98%
5Y*
-0.18%
10Y*
1.76%

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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CMPIX vs. MCDWX - Expense Ratio Comparison

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


Return for Risk

CMPIX vs. MCDWX — Risk / Return Rank

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

CMPIX
CMPIX Risk / Return Rank: 4848
Overall Rank
CMPIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CMPIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
CMPIX Omega Ratio Rank: 3333
Omega Ratio Rank
CMPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CMPIX Martin Ratio Rank: 4848
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.

CMPIX vs. MCDWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Core Fixed Income (CMPIX) 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.


CMPIXMCDWXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.44

-0.52

Sortino ratio

Return per unit of downside risk

1.31

2.03

-0.71

Omega ratio

Gain probability vs. loss probability

1.16

1.28

-0.12

Calmar ratio

Return relative to maximum drawdown

1.56

2.37

-0.81

Martin ratio

Return relative to average drawdown

4.79

8.65

-3.86

CMPIX vs. MCDWX - Sharpe Ratio Comparison

The current CMPIX Sharpe Ratio is 0.92, which is lower than the MCDWX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of CMPIX 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


CMPIXMCDWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.44

-0.52

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

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.57

+0.41

Correlation

The correlation between CMPIX and MCDWX is 0.90, 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

CMPIX vs. MCDWX - Dividend Comparison

CMPIX's dividend yield for the trailing twelve months is around 3.14%, less than MCDWX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
CMPIX
Principal Core Fixed Income
3.14%3.35%3.27%2.37%2.10%1.94%2.11%2.71%3.19%2.91%3.17%3.29%
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

CMPIX vs. MCDWX - Drawdown Comparison

The maximum CMPIX drawdown since its inception was -18.80%, which is greater than MCDWX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for CMPIX and MCDWX.


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Drawdown Indicators


CMPIXMCDWXDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-15.96%

-2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-2.20%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

-15.96%

-2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-18.80%

Current Drawdown

Current decline from peak

-4.44%

-1.84%

-2.60%

Average Drawdown

Average peak-to-trough decline

-2.47%

-4.24%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.60%

+0.32%

Volatility

CMPIX vs. MCDWX - Volatility Comparison

Principal Core Fixed Income (CMPIX) has a higher volatility of 1.69% compared to Manning & Napier Credit Series (MCDWX) at 1.41%. This indicates that CMPIX'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


CMPIXMCDWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.41%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

1.99%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

3.32%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

4.62%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.80%

4.41%

+0.39%