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MCBDX vs. MGFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCBDX vs. MGFAX - Performance Comparison

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

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MCBDX vs. MGFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCBDX
MassMutual Core Bond Fund
-0.81%8.03%1.13%6.64%-15.29%38.26%8.42%9.62%-0.48%4.60%
MGFAX
MassMutual Global Fund
-13.50%14.37%15.01%33.87%-32.08%19.60%27.18%30.67%-14.19%35.30%

Returns By Period

In the year-to-date period, MCBDX achieves a -0.81% return, which is significantly higher than MGFAX's -13.50% return. Over the past 10 years, MCBDX has underperformed MGFAX with an annualized return of 5.36%, while MGFAX has yielded a comparatively higher 9.83% annualized return.


MCBDX

1D
0.44%
1M
-2.45%
YTD
-0.81%
6M
0.17%
1Y
4.43%
3Y*
4.01%
5Y*
6.72%
10Y*
5.36%

MGFAX

1D
-0.48%
1M
-10.80%
YTD
-13.50%
6M
-10.60%
1Y
4.81%
3Y*
10.23%
5Y*
4.17%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCBDX vs. MGFAX - Expense Ratio Comparison

MCBDX has a 0.52% expense ratio, which is lower than MGFAX's 1.41% expense ratio.


Return for Risk

MCBDX vs. MGFAX — Risk / Return Rank

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

MCBDX
MCBDX Risk / Return Rank: 6262
Overall Rank
MCBDX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MCBDX Sortino Ratio Rank: 6464
Sortino Ratio Rank
MCBDX Omega Ratio Rank: 5050
Omega Ratio Rank
MCBDX Calmar Ratio Rank: 7676
Calmar Ratio Rank
MCBDX Martin Ratio Rank: 5757
Martin Ratio Rank

MGFAX
MGFAX Risk / Return Rank: 99
Overall Rank
MGFAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MGFAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MGFAX Omega Ratio Rank: 1010
Omega Ratio Rank
MGFAX Calmar Ratio Rank: 88
Calmar Ratio Rank
MGFAX Martin Ratio Rank: 99
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.

MCBDX vs. MGFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Core Bond Fund (MCBDX) and MassMutual Global Fund (MGFAX). 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.


MCBDXMGFAXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.23

+0.91

Sortino ratio

Return per unit of downside risk

1.63

0.47

+1.15

Omega ratio

Gain probability vs. loss probability

1.21

1.06

+0.14

Calmar ratio

Return relative to maximum drawdown

1.78

0.13

+1.65

Martin ratio

Return relative to average drawdown

5.50

0.49

+5.02

MCBDX vs. MGFAX - Sharpe Ratio Comparison

The current MCBDX Sharpe Ratio is 1.15, which is higher than the MGFAX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MCBDX and MGFAX, 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


MCBDXMGFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.23

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.13

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.36

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.28

+0.24

Correlation

The correlation between MCBDX and MGFAX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MCBDX vs. MGFAX - Dividend Comparison

MCBDX's dividend yield for the trailing twelve months is around 4.14%, less than MGFAX's 50.47% yield.


TTM20252024202320222021202020192018201720162015
MCBDX
MassMutual Core Bond Fund
4.14%4.50%1.93%4.62%3.83%31.12%5.98%3.35%3.32%2.96%3.29%1.43%
MGFAX
MassMutual Global Fund
50.47%43.66%16.85%30.43%28.11%15.89%5.05%0.36%27.78%12.10%3.75%8.25%

Drawdowns

MCBDX vs. MGFAX - Drawdown Comparison

The maximum MCBDX drawdown since its inception was -22.01%, smaller than the maximum MGFAX drawdown of -62.06%. Use the drawdown chart below to compare losses from any high point for MCBDX and MGFAX.


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Drawdown Indicators


MCBDXMGFAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.01%

-62.06%

+40.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-16.38%

+13.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

-46.09%

+24.08%

Max Drawdown (10Y)

Largest decline over 10 years

-22.01%

-46.09%

+24.08%

Current Drawdown

Current decline from peak

-5.73%

-16.38%

+10.65%

Average Drawdown

Average peak-to-trough decline

-3.53%

-13.68%

+10.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

4.27%

-3.29%

Volatility

MCBDX vs. MGFAX - Volatility Comparison

The current volatility for MassMutual Core Bond Fund (MCBDX) is 1.50%, while MassMutual Global Fund (MGFAX) has a volatility of 5.70%. This indicates that MCBDX experiences smaller price fluctuations and is considered to be less risky than MGFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCBDXMGFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

5.70%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

11.79%

-9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

19.57%

-15.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

33.39%

-13.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

27.51%

-13.07%