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MCDWX vs. MPBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCDWX vs. MPBFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, MCDWX achieves a 0.78% return, which is significantly higher than MPBFX's 0.30% return.


MCDWX

1D
0.22%
1M
0.72%
YTD
0.78%
6M
1.00%
1Y
5.11%
3Y*
5.62%
5Y*
1.49%
10Y*

MPBFX

1D
0.27%
1M
0.77%
YTD
0.30%
6M
0.48%
1Y
4.43%
3Y*
3.82%
5Y*
-0.24%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCDWX vs. MPBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MCDWX
Manning & Napier Credit Series
0.78%7.57%4.13%7.31%-11.13%0.01%8.77%
MPBFX
BNY Mellon Bond Fund
0.30%7.20%1.08%5.48%-13.55%-1.50%4.60%

Correlation

The correlation between MCDWX and MPBFX is 0.93, 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

0.93

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2020

0.92

The correlation between MCDWX and MPBFX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

MCDWX vs. MPBFX — Risk / Return Rank

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

MCDWX
MCDWX Risk / Return Rank: 4444
Overall Rank
MCDWX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MCDWX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MCDWX Omega Ratio Rank: 5151
Omega Ratio Rank
MCDWX Calmar Ratio Rank: 4444
Calmar Ratio Rank
MCDWX Martin Ratio Rank: 3636
Martin Ratio Rank

MPBFX
MPBFX Risk / Return Rank: 2020
Overall Rank
MPBFX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MPBFX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MPBFX Omega Ratio Rank: 1919
Omega Ratio Rank
MPBFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
MPBFX Martin Ratio Rank: 1818
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. MPBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Credit Series (MCDWX) and BNY Mellon Bond Fund (MPBFX). 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.


MCDWXMPBFXDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

2.42

1.55

+0.88

Martin ratioReturn relative to average drawdown

7.54

4.43

+3.11

MCDWX vs. MPBFX - Sharpe Ratio Comparison

The current MCDWX Sharpe Ratio is 1.82, which is higher than the MPBFX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of MCDWX and MPBFX, 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

MCDWX vs. MPBFX - Drawdown Comparison

The maximum MCDWX drawdown since its inception was -15.96%, smaller than the maximum MPBFX drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for MCDWX and MPBFX.


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Drawdown Indicators


MCDWXMPBFXDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-18.40%

+2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.17%

-2.87%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-4.22%

-6.18%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

-18.40%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-18.40%

Current Drawdown

Current decline from peak

-0.73%

-2.45%

+1.72%

Average Drawdown

Average peak-to-trough decline

-4.12%

-2.41%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.00%

-0.31%

Volatility

MCDWX vs. MPBFX - Volatility Comparison

The current volatility for Manning & Napier Credit Series (MCDWX) is 0.95%, while BNY Mellon Bond Fund (MPBFX) has a volatility of 1.21%. This indicates that MCDWX experiences smaller price fluctuations and is considered to be less risky than MPBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCDWXMPBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.21%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

2.80%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

3.74%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

5.86%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

4.85%

-0.48%

MCDWX vs. MPBFX - Expense Ratio Comparison

MCDWX has a 0.10% expense ratio, which is lower than MPBFX's 0.55% expense ratio.


Dividends

MCDWX vs. MPBFX - Dividend Comparison

MCDWX's dividend yield for the trailing twelve months is around 4.46%, more than MPBFX's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
MCDWX
Manning & Napier Credit Series
4.46%4.83%4.41%4.48%3.25%4.45%2.57%0.00%0.00%0.00%0.00%0.00%
MPBFX
BNY Mellon Bond Fund
3.82%3.82%3.70%3.17%2.86%2.33%4.64%2.87%3.00%2.89%3.12%2.77%

Frequently Asked Questions


With a correlation of 0.93, MCDWX and MPBFX 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.

MPBFX has higher volatility (1.21%) compared to MCDWX (0.95%). In terms of maximum drawdown, MCDWX dropped -15.96% vs MPBFX's -18.40%.

MCDWX currently has the higher Sharpe Ratio (1.82 vs 1.19), 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

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