PortfoliosLab logoPortfoliosLab logo
MCDWX vs. MNDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCDWX vs. MNDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Credit Series (MCDWX) and Manning & Napier Disciplined Value Series (MNDFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MCDWX vs. MNDFX - 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%
MNDFX
Manning & Napier Disciplined Value Series
5.01%15.76%11.60%5.64%-4.22%22.45%24.62%

Returns By Period

In the year-to-date period, MCDWX achieves a -0.35% return, which is significantly lower than MNDFX's 5.01% return.


MCDWX

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

MNDFX

1D
-0.33%
1M
-4.75%
YTD
5.01%
6M
9.90%
1Y
17.82%
3Y*
12.93%
5Y*
8.77%
10Y*
4.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MCDWX vs. MNDFX - Expense Ratio Comparison

MCDWX has a 0.10% expense ratio, which is lower than MNDFX's 0.54% expense ratio.


Return for Risk

MCDWX vs. MNDFX — 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

MNDFX
MNDFX Risk / Return Rank: 6363
Overall Rank
MNDFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MNDFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
MNDFX Omega Ratio Rank: 6565
Omega Ratio Rank
MNDFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
MNDFX Martin Ratio Rank: 5858
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. MNDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Credit Series (MCDWX) and Manning & Napier Disciplined Value Series (MNDFX). 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.


MCDWXMNDFXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.15

+0.29

Sortino ratio

Return per unit of downside risk

2.03

1.65

+0.37

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

2.37

1.41

+0.96

Martin ratio

Return relative to average drawdown

8.65

5.63

+3.02

MCDWX vs. MNDFX - Sharpe Ratio Comparison

The current MCDWX Sharpe Ratio is 1.44, which is comparable to the MNDFX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of MCDWX and MNDFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MCDWXMNDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.15

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.61

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.40

+0.17

Correlation

The correlation between MCDWX and MNDFX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MCDWX vs. MNDFX - Dividend Comparison

MCDWX's dividend yield for the trailing twelve months is around 4.44%, less than MNDFX's 9.36% 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%
MNDFX
Manning & Napier Disciplined Value Series
9.36%9.64%10.46%7.81%9.77%7.31%1.93%5.18%15.02%24.95%4.89%15.83%

Drawdowns

MCDWX vs. MNDFX - Drawdown Comparison

The maximum MCDWX drawdown since its inception was -15.96%, smaller than the maximum MNDFX drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for MCDWX and MNDFX.


Loading graphics...

Drawdown Indicators


MCDWXMNDFXDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-62.03%

+46.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-12.54%

+10.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

-17.87%

+1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

Current Drawdown

Current decline from peak

-1.84%

-5.55%

+3.71%

Average Drawdown

Average peak-to-trough decline

-4.24%

-12.11%

+7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

3.14%

-2.54%

Volatility

MCDWX vs. MNDFX - Volatility Comparison

The current volatility for Manning & Napier Credit Series (MCDWX) is 1.41%, while Manning & Napier Disciplined Value Series (MNDFX) has a volatility of 3.14%. This indicates that MCDWX experiences smaller price fluctuations and is considered to be less risky than MNDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MCDWXMNDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

3.14%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

8.66%

-6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

16.53%

-13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.62%

14.51%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.41%

21.67%

-17.26%