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MCDWX vs. FMBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCDWX vs. FMBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Credit Series (MCDWX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). The values are adjusted to include any dividend payments, if applicable.

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MCDWX vs. FMBPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MCDWX
Manning & Napier Credit Series
-0.35%7.57%4.13%7.31%-11.13%0.01%8.77%
FMBPX
Federated Hermes Mortgage Strategy Portfolio
-0.18%9.03%1.04%4.44%-12.21%-1.35%1.75%

Returns By Period

In the year-to-date period, MCDWX achieves a -0.35% return, which is significantly lower than FMBPX's -0.18% return.


MCDWX

1D
0.33%
1M
-1.84%
YTD
-0.35%
6M
0.98%
1Y
4.74%
3Y*
5.19%
5Y*
1.76%
10Y*

FMBPX

1D
0.59%
1M
-2.19%
YTD
-0.18%
6M
1.51%
1Y
5.46%
3Y*
3.90%
5Y*
0.19%
10Y*
1.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCDWX vs. FMBPX - Expense Ratio Comparison

MCDWX has a 0.10% expense ratio, which is higher than FMBPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MCDWX vs. FMBPX — Risk / Return Rank

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

MCDWX
MCDWX Risk / Return Rank: 8181
Overall Rank
MCDWX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MCDWX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MCDWX Omega Ratio Rank: 7474
Omega Ratio Rank
MCDWX Calmar Ratio Rank: 8888
Calmar Ratio Rank
MCDWX Martin Ratio Rank: 8484
Martin Ratio Rank

FMBPX
FMBPX Risk / Return Rank: 7272
Overall Rank
FMBPX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FMBPX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FMBPX Omega Ratio Rank: 7070
Omega Ratio Rank
FMBPX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FMBPX Martin Ratio Rank: 6161
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.

MCDWX vs. FMBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Credit Series (MCDWX) and Federated Hermes Mortgage Strategy Portfolio (FMBPX). 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.


MCDWXFMBPXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.25

+0.19

Sortino ratio

Return per unit of downside risk

2.03

1.87

+0.15

Omega ratio

Gain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratio

Return relative to maximum drawdown

2.37

2.11

+0.26

Martin ratio

Return relative to average drawdown

8.65

5.85

+2.80

MCDWX vs. FMBPX - Sharpe Ratio Comparison

The current MCDWX Sharpe Ratio is 1.44, which is comparable to the FMBPX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of MCDWX and FMBPX, 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


MCDWXFMBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.25

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.03

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.25

+0.32

Correlation

The correlation between MCDWX and FMBPX is 0.73, 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. FMBPX - Dividend Comparison

MCDWX's dividend yield for the trailing twelve months is around 4.44%, less than FMBPX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
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%
FMBPX
Federated Hermes Mortgage Strategy Portfolio
4.60%4.87%4.29%3.46%2.29%1.96%2.68%3.23%3.14%2.83%2.72%2.65%

Drawdowns

MCDWX vs. FMBPX - Drawdown Comparison

The maximum MCDWX drawdown since its inception was -15.96%, smaller than the maximum FMBPX drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for MCDWX and FMBPX.


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Drawdown Indicators


MCDWXFMBPXDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-18.34%

+2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-3.15%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

-18.02%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-18.34%

Current Drawdown

Current decline from peak

-1.84%

-2.19%

+0.35%

Average Drawdown

Average peak-to-trough decline

-4.24%

-3.29%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

1.13%

-0.53%

Volatility

MCDWX vs. FMBPX - Volatility Comparison

The current volatility for Manning & Napier Credit Series (MCDWX) is 1.41%, while Federated Hermes Mortgage Strategy Portfolio (FMBPX) has a volatility of 1.53%. This indicates that MCDWX experiences smaller price fluctuations and is considered to be less risky than FMBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCDWXFMBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.53%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

3.02%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

5.44%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.62%

6.72%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.41%

5.08%

-0.67%