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MDVAX vs. DLBMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDVAX vs. DLBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Diversified Bond Fund (MDVAX) and MassMutual Small Cap Opportunities Fund (DLBMX). The values are adjusted to include any dividend payments, if applicable.

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MDVAX vs. DLBMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDVAX
MassMutual Diversified Bond Fund
-0.09%8.40%2.47%5.81%-17.01%1.95%8.08%10.12%-1.55%4.52%
DLBMX
MassMutual Small Cap Opportunities Fund
-1.03%8.07%12.30%17.43%-16.19%64.90%19.75%25.54%-11.14%13.90%

Returns By Period

In the year-to-date period, MDVAX achieves a -0.09% return, which is significantly higher than DLBMX's -1.03% return. Over the past 10 years, MDVAX has underperformed DLBMX with an annualized return of 2.08%, while DLBMX has yielded a comparatively higher 13.32% annualized return.


MDVAX

1D
0.36%
1M
-1.52%
YTD
-0.09%
6M
0.64%
1Y
5.04%
3Y*
4.73%
5Y*
0.08%
10Y*
2.08%

DLBMX

1D
3.43%
1M
-8.29%
YTD
-1.03%
6M
1.42%
1Y
13.26%
3Y*
10.86%
5Y*
11.28%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDVAX vs. DLBMX - Expense Ratio Comparison

MDVAX has a 1.07% expense ratio, which is lower than DLBMX's 1.20% expense ratio.


Return for Risk

MDVAX vs. DLBMX — Risk / Return Rank

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

MDVAX
MDVAX Risk / Return Rank: 7373
Overall Rank
MDVAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MDVAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
MDVAX Omega Ratio Rank: 6666
Omega Ratio Rank
MDVAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
MDVAX Martin Ratio Rank: 7171
Martin Ratio Rank

DLBMX
DLBMX Risk / Return Rank: 2222
Overall Rank
DLBMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DLBMX Sortino Ratio Rank: 2121
Sortino Ratio Rank
DLBMX Omega Ratio Rank: 1919
Omega Ratio Rank
DLBMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
DLBMX Martin Ratio Rank: 2727
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.

MDVAX vs. DLBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Diversified Bond Fund (MDVAX) and MassMutual Small Cap Opportunities Fund (DLBMX). 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.


MDVAXDLBMXDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.62

+0.84

Sortino ratio

Return per unit of downside risk

2.10

1.02

+1.08

Omega ratio

Gain probability vs. loss probability

1.28

1.14

+0.14

Calmar ratio

Return relative to maximum drawdown

2.05

0.92

+1.13

Martin ratio

Return relative to average drawdown

7.79

3.58

+4.21

MDVAX vs. DLBMX - Sharpe Ratio Comparison

The current MDVAX Sharpe Ratio is 1.46, which is higher than the DLBMX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MDVAX and DLBMX, 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


MDVAXDLBMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.62

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.36

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.47

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.41

+0.28

Correlation

The correlation between MDVAX and DLBMX is -0.11. 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

MDVAX vs. DLBMX - Dividend Comparison

MDVAX's dividend yield for the trailing twelve months is around 3.59%, less than DLBMX's 10.22% yield.


TTM20252024202320222021202020192018201720162015
MDVAX
MassMutual Diversified Bond Fund
3.59%3.91%2.45%4.87%3.76%4.06%7.20%2.90%2.86%2.64%2.11%0.53%
DLBMX
MassMutual Small Cap Opportunities Fund
10.22%10.11%9.33%4.73%0.88%35.42%7.82%0.46%11.94%13.55%3.14%11.15%

Drawdowns

MDVAX vs. DLBMX - Drawdown Comparison

The maximum MDVAX drawdown since its inception was -23.02%, smaller than the maximum DLBMX drawdown of -65.12%. Use the drawdown chart below to compare losses from any high point for MDVAX and DLBMX.


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Drawdown Indicators


MDVAXDLBMXDifference

Max Drawdown

Largest peak-to-trough decline

-23.02%

-65.12%

+42.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-14.61%

+11.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-29.39%

+6.37%

Max Drawdown (10Y)

Largest decline over 10 years

-23.02%

-42.55%

+19.53%

Current Drawdown

Current decline from peak

-5.91%

-9.41%

+3.50%

Average Drawdown

Average peak-to-trough decline

-3.46%

-10.26%

+6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

3.77%

-2.98%

Volatility

MDVAX vs. DLBMX - Volatility Comparison

The current volatility for MassMutual Diversified Bond Fund (MDVAX) is 1.02%, while MassMutual Small Cap Opportunities Fund (DLBMX) has a volatility of 7.43%. This indicates that MDVAX experiences smaller price fluctuations and is considered to be less risky than DLBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDVAXDLBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

7.43%

-6.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

12.90%

-10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

22.42%

-18.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

31.67%

-25.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

28.14%

-22.88%