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EXOSX vs. MNDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXOSX vs. MNDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Overseas Series (EXOSX) and Manning & Napier Disciplined Value Series (MNDFX). The values are adjusted to include any dividend payments, if applicable.

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EXOSX vs. MNDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXOSX
Manning & Napier Overseas Series
-7.05%16.21%3.33%19.89%-24.26%11.50%27.07%27.52%-17.23%23.92%
MNDFX
Manning & Napier Disciplined Value Series
5.01%15.76%11.60%5.64%-4.22%22.45%2.44%-28.95%-4.30%23.39%

Returns By Period

In the year-to-date period, EXOSX achieves a -7.05% return, which is significantly lower than MNDFX's 5.01% return. Over the past 10 years, EXOSX has outperformed MNDFX with an annualized return of 6.47%, while MNDFX has yielded a comparatively lower 4.78% annualized return.


EXOSX

1D
0.44%
1M
-9.74%
YTD
-7.05%
6M
-6.01%
1Y
3.66%
3Y*
6.53%
5Y*
1.56%
10Y*
6.47%

MNDFX

1D
-0.33%
1M
-4.75%
YTD
5.01%
6M
9.90%
1Y
17.82%
3Y*
12.93%
5Y*
8.77%
10Y*
4.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXOSX vs. MNDFX - Expense Ratio Comparison

EXOSX has a 0.75% expense ratio, which is higher than MNDFX's 0.54% expense ratio.


Return for Risk

EXOSX vs. MNDFX — Risk / Return Rank

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

EXOSX
EXOSX Risk / Return Rank: 99
Overall Rank
EXOSX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EXOSX Sortino Ratio Rank: 88
Sortino Ratio Rank
EXOSX Omega Ratio Rank: 88
Omega Ratio Rank
EXOSX Calmar Ratio Rank: 99
Calmar Ratio Rank
EXOSX Martin Ratio Rank: 99
Martin Ratio Rank

MNDFX
MNDFX Risk / Return Rank: 6363
Overall Rank
MNDFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MNDFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
MNDFX Omega Ratio Rank: 6565
Omega Ratio Rank
MNDFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
MNDFX Martin Ratio Rank: 5858
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.

EXOSX vs. MNDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Overseas Series (EXOSX) and Manning & Napier Disciplined Value Series (MNDFX). 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.


EXOSXMNDFXDifference

Sharpe ratio

Return per unit of total volatility

0.17

1.15

-0.98

Sortino ratio

Return per unit of downside risk

0.35

1.65

-1.30

Omega ratio

Gain probability vs. loss probability

1.05

1.25

-0.20

Calmar ratio

Return relative to maximum drawdown

0.15

1.41

-1.26

Martin ratio

Return relative to average drawdown

0.56

5.63

-5.07

EXOSX vs. MNDFX - Sharpe Ratio Comparison

The current EXOSX Sharpe Ratio is 0.17, which is lower than the MNDFX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of EXOSX and MNDFX, 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


EXOSXMNDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

1.15

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.61

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.22

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.40

-0.01

Correlation

The correlation between EXOSX and MNDFX is 0.76, 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

EXOSX vs. MNDFX - Dividend Comparison

EXOSX's dividend yield for the trailing twelve months is around 1.22%, less than MNDFX's 9.36% yield.


TTM20252024202320222021202020192018201720162015
EXOSX
Manning & Napier Overseas Series
1.22%1.13%1.29%1.27%0.82%1.85%0.86%1.72%0.91%1.79%1.71%1.84%
MNDFX
Manning & Napier Disciplined Value Series
9.36%9.64%10.46%7.81%9.77%7.31%1.93%5.18%15.02%24.95%4.89%15.83%

Drawdowns

EXOSX vs. MNDFX - Drawdown Comparison

The maximum EXOSX drawdown since its inception was -55.50%, smaller than the maximum MNDFX drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for EXOSX and MNDFX.


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Drawdown Indicators


EXOSXMNDFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.50%

-62.03%

+6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-12.54%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-37.71%

-17.87%

-19.84%

Max Drawdown (10Y)

Largest decline over 10 years

-37.71%

-62.03%

+24.32%

Current Drawdown

Current decline from peak

-11.38%

-5.55%

-5.83%

Average Drawdown

Average peak-to-trough decline

-11.12%

-12.11%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

3.14%

-0.09%

Volatility

EXOSX vs. MNDFX - Volatility Comparison

Manning & Napier Overseas Series (EXOSX) has a higher volatility of 5.78% compared to Manning & Napier Disciplined Value Series (MNDFX) at 3.14%. This indicates that EXOSX's price experiences larger fluctuations and is considered to be riskier than MNDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXOSXMNDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

3.14%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

8.66%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

16.53%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

14.51%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

21.67%

-5.08%