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EXDVX vs. FSMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXDVX vs. FSMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Divrs Tax Exempt Series Fund (EXDVX) and Strategic Advisers Municipal Bond Fund (FSMUX). The values are adjusted to include any dividend payments, if applicable.

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EXDVX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EXDVX
Manning & Napier Divrs Tax Exempt Series Fund
-0.69%4.30%0.41%4.10%-5.83%-0.31%
FSMUX
Strategic Advisers Municipal Bond Fund
-1.13%3.14%2.99%6.78%-11.25%0.39%

Returns By Period

In the year-to-date period, EXDVX achieves a -0.69% return, which is significantly higher than FSMUX's -1.13% return.


EXDVX

1D
0.19%
1M
-2.25%
YTD
-0.69%
6M
0.60%
1Y
3.40%
3Y*
2.10%
5Y*
0.55%
10Y*
1.40%

FSMUX

1D
0.11%
1M
-2.56%
YTD
-1.13%
6M
0.12%
1Y
2.39%
3Y*
2.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXDVX vs. FSMUX - Expense Ratio Comparison

EXDVX has a 0.63% expense ratio, which is higher than FSMUX's 0.06% expense ratio.


Return for Risk

EXDVX vs. FSMUX — Risk / Return Rank

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

EXDVX
EXDVX Risk / Return Rank: 5454
Overall Rank
EXDVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EXDVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXDVX Omega Ratio Rank: 8383
Omega Ratio Rank
EXDVX Calmar Ratio Rank: 4141
Calmar Ratio Rank
EXDVX Martin Ratio Rank: 4444
Martin Ratio Rank

FSMUX
FSMUX Risk / Return Rank: 2222
Overall Rank
FSMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 4444
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSMUX Martin Ratio Rank: 1111
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.

EXDVX vs. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Divrs Tax Exempt Series Fund (EXDVX) and Strategic Advisers Municipal Bond Fund (FSMUX). 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.


EXDVXFSMUXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.63

+0.39

Sortino ratio

Return per unit of downside risk

1.38

0.87

+0.51

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

1.07

0.28

+0.79

Martin ratio

Return relative to average drawdown

4.54

0.78

+3.76

EXDVX vs. FSMUX - Sharpe Ratio Comparison

The current EXDVX Sharpe Ratio is 1.02, which is higher than the FSMUX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of EXDVX and FSMUX, 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


EXDVXFSMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.63

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

-0.00

+0.55

Correlation

The correlation between EXDVX and FSMUX is 0.75, 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

EXDVX vs. FSMUX - Dividend Comparison

EXDVX's dividend yield for the trailing twelve months is around 2.18%, less than FSMUX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
EXDVX
Manning & Napier Divrs Tax Exempt Series Fund
2.18%2.26%1.87%1.67%0.61%6.02%1.69%2.81%1.38%1.25%1.10%0.86%
FSMUX
Strategic Advisers Municipal Bond Fund
2.35%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXDVX vs. FSMUX - Drawdown Comparison

The maximum EXDVX drawdown since its inception was -12.74%, smaller than the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for EXDVX and FSMUX.


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Drawdown Indicators


EXDVXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-12.74%

-16.27%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-5.30%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-9.29%

Current Drawdown

Current decline from peak

-2.25%

-2.56%

+0.31%

Average Drawdown

Average peak-to-trough decline

-2.19%

-5.61%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.96%

-1.12%

Volatility

EXDVX vs. FSMUX - Volatility Comparison

The current volatility for Manning & Napier Divrs Tax Exempt Series Fund (EXDVX) is 0.78%, while Strategic Advisers Municipal Bond Fund (FSMUX) has a volatility of 0.99%. This indicates that EXDVX experiences smaller price fluctuations and is considered to be less risky than FSMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXDVXFSMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.99%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.16%

2.12%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

6.65%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

4.67%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

4.67%

-1.71%