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MBDFX vs. MCBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBDFX vs. MCBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG GW&K Core Bond ESG Fund (MBDFX) and MassMutual Core Bond Fund (MCBDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MBDFX achieves a 0.17% return, which is significantly lower than MCBDX's 0.96% return. Over the past 10 years, MBDFX has underperformed MCBDX with an annualized return of 1.29%, while MCBDX has yielded a comparatively higher 5.38% annualized return.


MBDFX

1D
0.22%
1M
0.89%
YTD
0.17%
6M
0.28%
1Y
4.42%
3Y*
3.91%
5Y*
-0.58%
10Y*
1.29%

MCBDX

1D
0.22%
1M
1.01%
YTD
0.96%
6M
1.46%
1Y
6.17%
3Y*
4.86%
5Y*
6.56%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBDFX vs. MCBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBDFX
AMG GW&K Core Bond ESG Fund
0.17%7.29%1.24%5.73%-13.85%-3.34%7.33%9.70%-1.11%3.88%
MCBDX
MassMutual Core Bond Fund
0.96%8.03%1.13%6.64%-15.29%38.26%8.42%9.62%-0.48%4.60%

Correlation

The correlation between MBDFX and MCBDX is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 30, 1994

0.88

The correlation between MBDFX and MCBDX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

MBDFX vs. MCBDX — Risk / Return Rank

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

MBDFX
MBDFX Risk / Return Rank: 1717
Overall Rank
MBDFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MBDFX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MBDFX Omega Ratio Rank: 1818
Omega Ratio Rank
MBDFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MBDFX Martin Ratio Rank: 1414
Martin Ratio Rank

MCBDX
MCBDX Risk / Return Rank: 3737
Overall Rank
MCBDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MCBDX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MCBDX Omega Ratio Rank: 3737
Omega Ratio Rank
MCBDX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MCBDX Martin Ratio Rank: 3333
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.

MBDFX vs. MCBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Core Bond ESG Fund (MBDFX) and MassMutual Core Bond Fund (MCBDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MBDFXMCBDXDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.21

1.30

-0.09

Calmar ratioReturn relative to maximum drawdown

1.37

2.16

-0.79

Martin ratioReturn relative to average drawdown

3.73

7.06

-3.33

MBDFX vs. MCBDX - Sharpe Ratio Comparison

The current MBDFX Sharpe Ratio is 1.17, which is comparable to the MCBDX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of MBDFX and MCBDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MBDFX vs. MCBDX - Drawdown Comparison

The maximum MBDFX drawdown since its inception was -20.66%, smaller than the maximum MCBDX drawdown of -22.01%. Use the drawdown chart below to compare losses from any high point for MBDFX and MCBDX.


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Drawdown Indicators


MBDFXMCBDXDifference

Max Drawdown

Largest peak-to-trough decline

-20.66%

-22.01%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-2.87%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-6.99%

-5.34%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-22.01%

+1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-20.66%

-22.01%

+1.35%

Current Drawdown

Current decline from peak

-4.30%

-4.04%

-0.26%

Average Drawdown

Average peak-to-trough decline

-3.96%

-3.53%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

0.88%

+0.31%

Volatility

MBDFX vs. MCBDX - Volatility Comparison

AMG GW&K Core Bond ESG Fund (MBDFX) has a higher volatility of 1.19% compared to MassMutual Core Bond Fund (MCBDX) at 1.10%. This indicates that MBDFX's price experiences larger fluctuations and is considered to be riskier than MCBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBDFXMCBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.10%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.82%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

3.80%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

20.10%

-13.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.06%

14.44%

-9.38%

MBDFX vs. MCBDX - Expense Ratio Comparison

MBDFX has a 0.56% expense ratio, which is higher than MCBDX's 0.52% expense ratio.


Dividends

MBDFX vs. MCBDX - Dividend Comparison

MBDFX's dividend yield for the trailing twelve months is around 3.46%, less than MCBDX's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
MBDFX
AMG GW&K Core Bond ESG Fund
3.46%3.66%3.50%2.92%2.16%2.35%1.84%2.40%2.30%2.10%2.06%4.17%
MCBDX
MassMutual Core Bond Fund
4.47%4.50%1.93%4.62%3.83%31.12%5.98%3.35%3.32%2.96%3.29%1.43%

Frequently Asked Questions


With a correlation of 0.91, MBDFX and MCBDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MBDFX has higher volatility (1.19%) compared to MCBDX (1.10%). In terms of maximum drawdown, MBDFX dropped -20.66% vs MCBDX's -22.01%.

MCBDX currently has the higher Sharpe Ratio (1.63 vs 1.17), 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.

Portfolio Optimizer

Find the right allocation for MBDFX and MCBDX

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