PortfoliosLab logoPortfoliosLab logo
EXCRX vs. PRCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXCRX vs. PRCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Core Bond Series (EXCRX) and T. Rowe Price New Income Fund (PRCIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EXCRX vs. PRCIX - 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%
PRCIX
T. Rowe Price New Income Fund
0.01%10.79%1.31%5.31%-14.87%-0.54%5.77%9.28%-0.62%4.01%

Returns By Period

In the year-to-date period, EXCRX achieves a -0.06% return, which is significantly lower than PRCIX's 0.01% return. Over the past 10 years, EXCRX has underperformed PRCIX with an annualized return of 1.58%, while PRCIX has yielded a comparatively higher 1.80% 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%

PRCIX

1D
0.25%
1M
-1.73%
YTD
0.01%
6M
2.01%
1Y
7.55%
3Y*
4.46%
5Y*
0.49%
10Y*
1.80%
*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.


EXCRX vs. PRCIX - Expense Ratio Comparison

EXCRX has a 0.65% expense ratio, which is higher than PRCIX's 0.44% expense ratio.


Return for Risk

EXCRX vs. PRCIX — 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

PRCIX
PRCIX Risk / Return Rank: 8686
Overall Rank
PRCIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PRCIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PRCIX Omega Ratio Rank: 7878
Omega Ratio Rank
PRCIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRCIX Martin Ratio Rank: 8787
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. PRCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Core Bond Series (EXCRX) and T. Rowe Price New Income Fund (PRCIX). 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.


EXCRXPRCIXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.73

-0.88

Sortino ratio

Return per unit of downside risk

1.22

2.55

-1.32

Omega ratio

Gain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratio

Return relative to maximum drawdown

1.29

2.87

-1.58

Martin ratio

Return relative to average drawdown

3.59

9.50

-5.91

EXCRX vs. PRCIX - Sharpe Ratio Comparison

The current EXCRX Sharpe Ratio is 0.85, which is lower than the PRCIX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EXCRX and PRCIX, 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


EXCRXPRCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.73

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.08

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.37

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.79

-0.07

Correlation

The correlation between EXCRX and PRCIX 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

EXCRX vs. PRCIX - Dividend Comparison

EXCRX's dividend yield for the trailing twelve months is around 4.26%, less than PRCIX's 8.21% 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%
PRCIX
T. Rowe Price New Income Fund
8.21%7.79%4.48%4.37%1.80%2.65%3.33%2.88%3.03%2.66%2.56%2.55%

Drawdowns

EXCRX vs. PRCIX - Drawdown Comparison

The maximum EXCRX drawdown since its inception was -18.70%, smaller than the maximum PRCIX drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for EXCRX and PRCIX.


Loading graphics...

Drawdown Indicators


EXCRXPRCIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.70%

-22.34%

+3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.96%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-19.65%

+1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-18.70%

-19.65%

+0.95%

Current Drawdown

Current decline from peak

-3.11%

-2.22%

-0.89%

Average Drawdown

Average peak-to-trough decline

-2.87%

-4.43%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.89%

+0.22%

Volatility

EXCRX vs. PRCIX - Volatility Comparison

Manning & Napier Core Bond Series (EXCRX) has a higher volatility of 1.79% compared to T. Rowe Price New Income Fund (PRCIX) at 1.67%. This indicates that EXCRX's price experiences larger fluctuations and is considered to be riskier than PRCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EXCRXPRCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.67%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

2.76%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

4.58%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

5.93%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

4.93%

-0.10%