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GUGAX vs. MDVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUGAX vs. MDVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Multi-Sector Fixed Income Fund (GUGAX) and MassMutual Diversified Bond Fund (MDVAX). The values are adjusted to include any dividend payments, if applicable.

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GUGAX vs. MDVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUGAX
GMO Multi-Sector Fixed Income Fund
0.96%7.29%0.96%6.02%-14.52%-3.17%4.91%9.66%2.13%4.44%
MDVAX
MassMutual Diversified Bond Fund
-0.45%8.40%2.47%5.81%-17.01%1.95%8.08%10.12%-1.55%4.52%

Returns By Period

In the year-to-date period, GUGAX achieves a 0.96% return, which is significantly higher than MDVAX's -0.45% return. Over the past 10 years, GUGAX has underperformed MDVAX with an annualized return of 1.60%, while MDVAX has yielded a comparatively higher 2.05% annualized return.


GUGAX

1D
0.00%
1M
0.00%
YTD
0.96%
6M
1.90%
1Y
5.20%
3Y*
4.05%
5Y*
0.13%
10Y*
1.60%

MDVAX

1D
0.12%
1M
-2.10%
YTD
-0.45%
6M
0.52%
1Y
5.17%
3Y*
4.60%
5Y*
0.09%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GUGAX vs. MDVAX - Expense Ratio Comparison

GUGAX has a 0.45% expense ratio, which is lower than MDVAX's 1.07% expense ratio.


Return for Risk

GUGAX vs. MDVAX — Risk / Return Rank

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

GUGAX
GUGAX Risk / Return Rank: 7474
Overall Rank
GUGAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GUGAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GUGAX Omega Ratio Rank: 6969
Omega Ratio Rank
GUGAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GUGAX Martin Ratio Rank: 7070
Martin Ratio Rank

MDVAX
MDVAX Risk / Return Rank: 8080
Overall Rank
MDVAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MDVAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MDVAX Omega Ratio Rank: 7575
Omega Ratio Rank
MDVAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
MDVAX Martin Ratio Rank: 8080
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.

GUGAX vs. MDVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Multi-Sector Fixed Income Fund (GUGAX) and MassMutual Diversified Bond Fund (MDVAX). 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.


GUGAXMDVAXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.51

-0.15

Sortino ratio

Return per unit of downside risk

1.98

2.19

-0.21

Omega ratio

Gain probability vs. loss probability

1.26

1.29

-0.02

Calmar ratio

Return relative to maximum drawdown

1.80

2.05

-0.25

Martin ratio

Return relative to average drawdown

6.66

7.87

-1.22

GUGAX vs. MDVAX - Sharpe Ratio Comparison

The current GUGAX Sharpe Ratio is 1.36, which is comparable to the MDVAX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of GUGAX and MDVAX, 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


GUGAXMDVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.51

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.01

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.39

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.69

-0.61

Correlation

The correlation between GUGAX and MDVAX is 0.77, 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

GUGAX vs. MDVAX - Dividend Comparison

GUGAX's dividend yield for the trailing twelve months is around 4.52%, more than MDVAX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
GUGAX
GMO Multi-Sector Fixed Income Fund
4.52%3.69%4.34%0.00%1.94%2.90%7.96%5.74%5.08%2.43%3.29%1.76%
MDVAX
MassMutual Diversified Bond Fund
3.60%3.91%2.45%4.87%3.76%4.06%7.20%2.90%2.86%2.64%2.11%0.53%

Drawdowns

GUGAX vs. MDVAX - Drawdown Comparison

The maximum GUGAX drawdown since its inception was -38.57%, which is greater than MDVAX's maximum drawdown of -23.02%. Use the drawdown chart below to compare losses from any high point for GUGAX and MDVAX.


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Drawdown Indicators


GUGAXMDVAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-23.02%

-15.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-3.00%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.53%

-23.02%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-23.06%

-23.02%

-0.04%

Current Drawdown

Current decline from peak

-6.72%

-6.24%

-0.48%

Average Drawdown

Average peak-to-trough decline

-11.29%

-3.46%

-7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.78%

+0.06%

Volatility

GUGAX vs. MDVAX - Volatility Comparison

The current volatility for GMO Multi-Sector Fixed Income Fund (GUGAX) is 0.00%, while MassMutual Diversified Bond Fund (MDVAX) has a volatility of 0.93%. This indicates that GUGAX experiences smaller price fluctuations and is considered to be less risky than MDVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUGAXMDVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.93%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

2.05%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

3.86%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

6.45%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

5.26%

+0.18%