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EXCRX vs. FMBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXCRX vs. FMBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Core Bond Series (EXCRX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). The values are adjusted to include any dividend payments, if applicable.

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EXCRX vs. FMBPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXCRX
Manning & Napier Core Bond Series
-0.06%6.82%1.05%5.47%-13.20%-1.89%8.66%8.18%-0.74%2.91%
FMBPX
Federated Hermes Mortgage Strategy Portfolio
-0.06%9.03%1.04%4.44%-12.21%-1.35%4.77%6.30%1.13%2.76%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with EXCRX at -0.06% and FMBPX at -0.06%. Over the past 10 years, EXCRX has outperformed FMBPX with an annualized return of 1.58%, while FMBPX has yielded a comparatively lower 1.46% annualized return.


EXCRX

1D
0.11%
1M
-1.55%
YTD
-0.06%
6M
0.53%
1Y
3.31%
3Y*
3.35%
5Y*
-0.01%
10Y*
1.58%

FMBPX

1D
0.12%
1M
-1.62%
YTD
-0.06%
6M
1.75%
1Y
5.59%
3Y*
3.94%
5Y*
0.21%
10Y*
1.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXCRX vs. FMBPX - Expense Ratio Comparison

EXCRX has a 0.65% expense ratio, which is higher than FMBPX's 0.02% expense ratio.


Return for Risk

EXCRX vs. FMBPX — Risk / Return Rank

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

EXCRX
EXCRX Risk / Return Rank: 3131
Overall Rank
EXCRX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EXCRX Sortino Ratio Rank: 3131
Sortino Ratio Rank
EXCRX Omega Ratio Rank: 2222
Omega Ratio Rank
EXCRX Calmar Ratio Rank: 4141
Calmar Ratio Rank
EXCRX Martin Ratio Rank: 2727
Martin Ratio Rank

FMBPX
FMBPX Risk / Return Rank: 5757
Overall Rank
FMBPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FMBPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FMBPX Omega Ratio Rank: 4747
Omega Ratio Rank
FMBPX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FMBPX Martin Ratio Rank: 5555
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.

EXCRX vs. FMBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Core Bond Series (EXCRX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). 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.


EXCRXFMBPXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.06

-0.22

Sortino ratio

Return per unit of downside risk

1.22

1.56

-0.34

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

1.29

2.19

-0.90

Martin ratio

Return relative to average drawdown

3.59

6.03

-2.44

EXCRX vs. FMBPX - Sharpe Ratio Comparison

The current EXCRX Sharpe Ratio is 0.85, which is comparable to the FMBPX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of EXCRX and FMBPX, 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


EXCRXFMBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.06

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.03

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.29

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.25

+0.46

Correlation

The correlation between EXCRX and FMBPX is 0.73, 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

EXCRX vs. FMBPX - Dividend Comparison

EXCRX's dividend yield for the trailing twelve months is around 4.26%, less than FMBPX's 4.59% yield.


TTM20252024202320222021202020192018201720162015
EXCRX
Manning & Napier Core Bond Series
4.26%4.18%3.82%3.64%2.23%2.28%5.15%2.01%2.32%1.94%2.14%2.45%
FMBPX
Federated Hermes Mortgage Strategy Portfolio
4.59%4.87%4.29%3.46%2.29%1.96%2.68%3.23%3.14%2.83%2.72%2.65%

Drawdowns

EXCRX vs. FMBPX - Drawdown Comparison

The maximum EXCRX drawdown since its inception was -18.70%, roughly equal to the maximum FMBPX drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for EXCRX and FMBPX.


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Drawdown Indicators


EXCRXFMBPXDifference

Max Drawdown

Largest peak-to-trough decline

-18.70%

-18.34%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-3.15%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-18.02%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-18.70%

-18.34%

-0.36%

Current Drawdown

Current decline from peak

-3.11%

-2.08%

-1.03%

Average Drawdown

Average peak-to-trough decline

-2.87%

-3.28%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.14%

-0.03%

Volatility

EXCRX vs. FMBPX - Volatility Comparison

Manning & Napier Core Bond Series (EXCRX) has a higher volatility of 1.79% compared to Federated Hermes Mortgage Strategy Portfolio (FMBPX) at 1.50%. This indicates that EXCRX's price experiences larger fluctuations and is considered to be riskier than FMBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXCRXFMBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.50%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

3.02%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

5.43%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

6.72%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

5.08%

-0.25%