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EXEYX vs. MNHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXEYX vs. MNHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Equity Series (EXEYX) and Manning & Napier High Yield Bond I (MNHAX). The values are adjusted to include any dividend payments, if applicable.

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EXEYX vs. MNHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXEYX
Manning & Napier Equity Series
-13.43%8.77%15.87%24.52%-19.51%25.41%23.74%33.64%-3.94%28.89%
MNHAX
Manning & Napier High Yield Bond I
-1.67%6.90%9.29%13.49%-7.38%10.27%6.58%14.25%-0.98%8.68%

Returns By Period

In the year-to-date period, EXEYX achieves a -13.43% return, which is significantly lower than MNHAX's -1.67% return. Over the past 10 years, EXEYX has outperformed MNHAX with an annualized return of 11.36%, while MNHAX has yielded a comparatively lower 6.73% annualized return.


EXEYX

1D
0.32%
1M
-9.64%
YTD
-13.43%
6M
-10.24%
1Y
0.48%
3Y*
8.22%
5Y*
5.11%
10Y*
11.36%

MNHAX

1D
0.32%
1M
-2.47%
YTD
-1.67%
6M
-0.40%
1Y
4.27%
3Y*
8.42%
5Y*
5.33%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXEYX vs. MNHAX - Expense Ratio Comparison

EXEYX has a 1.05% expense ratio, which is higher than MNHAX's 0.66% expense ratio.


Return for Risk

EXEYX vs. MNHAX — Risk / Return Rank

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

EXEYX
EXEYX Risk / Return Rank: 55
Overall Rank
EXEYX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EXEYX Sortino Ratio Rank: 66
Sortino Ratio Rank
EXEYX Omega Ratio Rank: 66
Omega Ratio Rank
EXEYX Calmar Ratio Rank: 55
Calmar Ratio Rank
EXEYX Martin Ratio Rank: 55
Martin Ratio Rank

MNHAX
MNHAX Risk / Return Rank: 5353
Overall Rank
MNHAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MNHAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MNHAX Omega Ratio Rank: 6565
Omega Ratio Rank
MNHAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
MNHAX Martin Ratio Rank: 4242
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.

EXEYX vs. MNHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Equity Series (EXEYX) and Manning & Napier High Yield Bond I (MNHAX). 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.


EXEYXMNHAXDifference

Sharpe ratio

Return per unit of total volatility

0.05

1.09

-1.05

Sortino ratio

Return per unit of downside risk

0.20

1.40

-1.20

Omega ratio

Gain probability vs. loss probability

1.03

1.24

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.09

1.10

-1.19

Martin ratio

Return relative to average drawdown

-0.33

4.36

-4.69

EXEYX vs. MNHAX - Sharpe Ratio Comparison

The current EXEYX Sharpe Ratio is 0.05, which is lower than the MNHAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of EXEYX and MNHAX, 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


EXEYXMNHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

1.09

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.37

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.63

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.65

-0.19

Correlation

The correlation between EXEYX and MNHAX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EXEYX vs. MNHAX - Dividend Comparison

EXEYX's dividend yield for the trailing twelve months is around 13.01%, more than MNHAX's 6.64% yield.


TTM20252024202320222021202020192018201720162015
EXEYX
Manning & Napier Equity Series
13.01%11.26%11.88%3.11%13.28%16.60%8.31%10.39%20.49%7.57%4.98%44.53%
MNHAX
Manning & Napier High Yield Bond I
6.64%7.29%7.02%8.59%7.61%9.81%6.26%8.24%6.38%6.20%7.68%6.64%

Drawdowns

EXEYX vs. MNHAX - Drawdown Comparison

The maximum EXEYX drawdown since its inception was -54.49%, which is greater than MNHAX's maximum drawdown of -20.13%. Use the drawdown chart below to compare losses from any high point for EXEYX and MNHAX.


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Drawdown Indicators


EXEYXMNHAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.49%

-20.13%

-34.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-3.40%

-13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

-20.13%

-5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-32.30%

-20.13%

-12.17%

Current Drawdown

Current decline from peak

-16.12%

-14.06%

-2.06%

Average Drawdown

Average peak-to-trough decline

-7.88%

-3.41%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

0.86%

+3.59%

Volatility

EXEYX vs. MNHAX - Volatility Comparison

Manning & Napier Equity Series (EXEYX) has a higher volatility of 4.47% compared to Manning & Napier High Yield Bond I (MNHAX) at 1.68%. This indicates that EXEYX's price experiences larger fluctuations and is considered to be riskier than MNHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXEYXMNHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

1.68%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

2.20%

+8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

3.74%

+15.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

14.41%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

10.69%

+7.20%