PortfoliosLab logoPortfoliosLab logo
EXBAX vs. FYMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXBAX vs. FYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Pro-Blend Moderate Term Series (EXBAX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EXBAX vs. FYMIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
EXBAX
Manning & Napier Pro-Blend Moderate Term Series
-3.39%9.29%6.11%11.13%-10.77%
FYMIX
Fidelity Sustainable Multi-Asset Fund
-2.11%18.95%11.09%16.15%-15.71%

Returns By Period

In the year-to-date period, EXBAX achieves a -3.39% return, which is significantly lower than FYMIX's -2.11% return.


EXBAX

1D
1.53%
1M
-3.99%
YTD
-3.39%
6M
-1.52%
1Y
4.61%
3Y*
5.93%
5Y*
2.33%
10Y*
5.24%

FYMIX

1D
2.39%
1M
-5.31%
YTD
-2.11%
6M
0.46%
1Y
17.23%
3Y*
12.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EXBAX vs. FYMIX - Expense Ratio Comparison

EXBAX has a 1.07% expense ratio, which is higher than FYMIX's 0.05% expense ratio.


Return for Risk

EXBAX vs. FYMIX — Risk / Return Rank

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

EXBAX
EXBAX Risk / Return Rank: 1818
Overall Rank
EXBAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EXBAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
EXBAX Omega Ratio Rank: 1515
Omega Ratio Rank
EXBAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
EXBAX Martin Ratio Rank: 2222
Martin Ratio Rank

FYMIX
FYMIX Risk / Return Rank: 7272
Overall Rank
FYMIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FYMIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FYMIX Omega Ratio Rank: 6969
Omega Ratio Rank
FYMIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FYMIX Martin Ratio Rank: 7575
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.

EXBAX vs. FYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Pro-Blend Moderate Term Series (EXBAX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). 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.


EXBAXFYMIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.33

-0.71

Sortino ratio

Return per unit of downside risk

0.92

1.91

-0.99

Omega ratio

Gain probability vs. loss probability

1.12

1.28

-0.16

Calmar ratio

Return relative to maximum drawdown

0.68

1.96

-1.29

Martin ratio

Return relative to average drawdown

2.93

7.99

-5.06

EXBAX vs. FYMIX - Sharpe Ratio Comparison

The current EXBAX Sharpe Ratio is 0.61, which is lower than the FYMIX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EXBAX and FYMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EXBAXFYMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.33

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.47

-0.01

Correlation

The correlation between EXBAX and FYMIX is 0.87, 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

EXBAX vs. FYMIX - Dividend Comparison

EXBAX's dividend yield for the trailing twelve months is around 5.97%, more than FYMIX's 3.77% yield.


TTM20252024202320222021202020192018201720162015
EXBAX
Manning & Napier Pro-Blend Moderate Term Series
5.97%5.77%4.57%2.27%0.99%6.67%6.31%4.83%5.08%6.09%1.81%0.58%
FYMIX
Fidelity Sustainable Multi-Asset Fund
3.77%3.69%1.84%1.78%1.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXBAX vs. FYMIX - Drawdown Comparison

The maximum EXBAX drawdown since its inception was -29.86%, which is greater than FYMIX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for EXBAX and FYMIX.


Loading graphics...

Drawdown Indicators


EXBAXFYMIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.86%

-22.70%

-7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-8.95%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

Max Drawdown (10Y)

Largest decline over 10 years

-19.23%

Current Drawdown

Current decline from peak

-5.54%

-6.54%

+1.00%

Average Drawdown

Average peak-to-trough decline

-5.07%

-5.83%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.20%

-0.50%

Volatility

EXBAX vs. FYMIX - Volatility Comparison

The current volatility for Manning & Napier Pro-Blend Moderate Term Series (EXBAX) is 3.47%, while Fidelity Sustainable Multi-Asset Fund (FYMIX) has a volatility of 5.52%. This indicates that EXBAX experiences smaller price fluctuations and is considered to be less risky than FYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EXBAXFYMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

5.52%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

8.39%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

8.03%

13.38%

-5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

12.72%

-5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.61%

12.72%

-5.11%