MCDWX vs. APBDX
Compare and contrast key facts about Manning & Napier Credit Series (MCDWX) and Cavanal Hill Bond Fund (APBDX).
MCDWX is managed by Manning & Napier. It was launched on Apr 15, 2020. APBDX is managed by Cavanal Hill funds. It was launched on Sep 28, 1990.
Performance
MCDWX vs. APBDX - Performance Comparison
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MCDWX vs. APBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MCDWX Manning & Napier Credit Series | -0.35% | 7.57% | 4.13% | 7.31% | -11.13% | 0.01% | 8.77% |
APBDX Cavanal Hill Bond Fund | -0.56% | 6.49% | 1.90% | 5.47% | -13.46% | -1.57% | 3.45% |
Returns By Period
In the year-to-date period, MCDWX achieves a -0.35% return, which is significantly higher than APBDX's -0.56% return.
MCDWX
- 1D
- 0.33%
- 1M
- -1.84%
- YTD
- -0.35%
- 6M
- 0.98%
- 1Y
- 4.74%
- 3Y*
- 5.19%
- 5Y*
- 1.76%
- 10Y*
- —
APBDX
- 1D
- 0.59%
- 1M
- -2.19%
- YTD
- -0.56%
- 6M
- 0.48%
- 1Y
- 3.26%
- 3Y*
- 3.31%
- 5Y*
- -0.10%
- 10Y*
- 1.09%
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MCDWX vs. APBDX - Expense Ratio Comparison
MCDWX has a 0.10% expense ratio, which is lower than APBDX's 0.72% expense ratio.
Return for Risk
MCDWX vs. APBDX — Risk / Return Rank
MCDWX
APBDX
MCDWX vs. APBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Credit Series (MCDWX) and Cavanal Hill Bond Fund (APBDX). 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.
| MCDWX | APBDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.81 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.17 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.14 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.35 | +1.02 |
Martin ratioReturn relative to average drawdown | 8.65 | 3.64 | +5.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCDWX | APBDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.81 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.02 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.01 | -0.44 |
Correlation
The correlation between MCDWX and APBDX is 0.90, 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
MCDWX vs. APBDX - Dividend Comparison
MCDWX's dividend yield for the trailing twelve months is around 4.44%, more than APBDX's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCDWX Manning & Napier Credit Series | 4.44% | 4.83% | 4.41% | 4.48% | 3.25% | 4.45% | 2.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
APBDX Cavanal Hill Bond Fund | 3.34% | 3.54% | 3.45% | 2.65% | 2.41% | 1.85% | 1.79% | 2.24% | 2.16% | 1.62% | 1.97% | 1.79% |
Drawdowns
MCDWX vs. APBDX - Drawdown Comparison
The maximum MCDWX drawdown since its inception was -15.96%, smaller than the maximum APBDX drawdown of -18.21%. Use the drawdown chart below to compare losses from any high point for MCDWX and APBDX.
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Drawdown Indicators
| MCDWX | APBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.96% | -18.21% | +2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.20% | -2.90% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.96% | -18.21% | +2.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.21% | — |
Current DrawdownCurrent decline from peak | -1.84% | -3.09% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -2.58% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 1.08% | -0.48% |
Volatility
MCDWX vs. APBDX - Volatility Comparison
Manning & Napier Credit Series (MCDWX) and Cavanal Hill Bond Fund (APBDX) have volatilities of 1.41% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCDWX | APBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.41% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.99% | 2.51% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 4.46% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.62% | 5.70% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.41% | 4.72% | -0.31% |