EXDAX vs. CSTAX
EXDAX (Manning & Napier Pro-Blend Conservative Term Series) and CSTAX (American Funds College 2027 Fund) are both Diversified Portfolio funds. Over the past 10 years, EXDAX returned 4.32%/yr vs 4.99%/yr for CSTAX. Their correlation of 0.90 suggests significant overlap in exposure. EXDAX charges 0.88%/yr vs 0.41%/yr for CSTAX.
Performance
EXDAX vs. CSTAX - Performance Comparison
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Returns By Period
In the year-to-date period, EXDAX achieves a 0.82% return, which is significantly lower than CSTAX's 1.47% return. Over the past 10 years, EXDAX has underperformed CSTAX with an annualized return of 4.32%, while CSTAX has yielded a comparatively higher 4.99% annualized return.
EXDAX
- 1D
- -0.15%
- 1M
- 1.04%
- YTD
- 0.82%
- 6M
- 0.98%
- 1Y
- 5.95%
- 3Y*
- 5.76%
- 5Y*
- 2.18%
- 10Y*
- 4.32%
CSTAX
- 1D
- 0.08%
- 1M
- 0.65%
- YTD
- 1.47%
- 6M
- 1.68%
- 1Y
- 6.99%
- 3Y*
- 6.87%
- 5Y*
- 2.83%
- 10Y*
- 4.99%
EXDAX vs. CSTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXDAX Manning & Napier Pro-Blend Conservative Term Series | 0.82% | 7.87% | 4.26% | 8.55% | -11.11% | 5.37% | 10.52% | 12.96% | -2.26% | 8.93% |
CSTAX American Funds College 2027 Fund | 1.47% | 9.00% | 5.57% | 6.57% | -9.87% | 6.52% | 7.66% | 13.35% | -2.23% | 11.77% |
Correlation
The correlation between EXDAX and CSTAX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.90 |
The correlation between EXDAX and CSTAX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
EXDAX vs. CSTAX — Risk / Return Rank
EXDAX
CSTAX
EXDAX vs. CSTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Pro-Blend Conservative Term Series (EXDAX) and American Funds College 2027 Fund (CSTAX). 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.
| EXDAX | CSTAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.47 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.61 | -1.19 |
| Martin ratioReturn relative to average drawdown | 6.06 | 10.06 | -4.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXDAX | CSTAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 2.34 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.55 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.86 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.88 | -0.16 |
Drawdowns
EXDAX vs. CSTAX - Drawdown Comparison
The maximum EXDAX drawdown since its inception was -14.62%, roughly equal to the maximum CSTAX drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for EXDAX and CSTAX.
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Drawdown Indicators
| EXDAX | CSTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.62% | -14.52% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.19% | -2.72% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -4.57% | -4.89% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -14.62% | -14.52% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -14.62% | -14.52% | -0.10% |
Current DrawdownCurrent decline from peak | -0.37% | -0.40% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -2.14% | -2.35% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.70% | +0.29% |
Volatility
EXDAX vs. CSTAX - Volatility Comparison
Manning & Napier Pro-Blend Conservative Term Series (EXDAX) has a higher volatility of 1.61% compared to American Funds College 2027 Fund (CSTAX) at 1.11%. This indicates that EXDAX's price experiences larger fluctuations and is considered to be riskier than CSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXDAX | CSTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.11% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 2.32% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 3.03% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.12% | 5.16% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.36% | 5.79% | -0.43% |
EXDAX vs. CSTAX - Expense Ratio Comparison
EXDAX has a 0.88% expense ratio, which is higher than CSTAX's 0.41% expense ratio.
Dividends
EXDAX vs. CSTAX - Dividend Comparison
EXDAX's dividend yield for the trailing twelve months is around 3.10%, less than CSTAX's 5.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTAX American Funds College 2027 Fund | 5.19% | 5.26% | 3.78% | 3.17% | 3.40% | 7.52% | 5.72% | 4.00% | 4.78% | 3.90% | 4.34% | 4.49% |
EXDAX Manning & Napier Pro-Blend Conservative Term Series | 3.10% | 3.12% | 3.35% | 3.01% | 2.81% | 5.48% | 9.99% | 4.25% | 3.76% | 4.44% | 0.60% | 1.52% |
Frequently Asked Questions
EXDAX and CSTAX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXDAX has higher volatility (1.61%) compared to CSTAX (1.11%). In terms of maximum drawdown, EXDAX dropped -14.62% vs CSTAX's -14.52%.
CSTAX currently has the higher Sharpe Ratio (2.34 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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