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MNDFX vs. FBLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MNDFX vs. FBLEX - Performance Comparison

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

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MNDFX vs. FBLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MNDFX
Manning & Napier Disciplined Value Series
5.01%15.76%11.60%5.64%-4.22%22.45%2.44%-28.95%-4.30%23.39%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
-2.01%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%12.38%

Returns By Period

In the year-to-date period, MNDFX achieves a 5.01% return, which is significantly higher than FBLEX's -2.01% return. Over the past 10 years, MNDFX has underperformed FBLEX with an annualized return of 4.78%, while FBLEX has yielded a comparatively higher 11.11% annualized return.


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%

FBLEX

1D
0.00%
1M
-6.70%
YTD
-2.01%
6M
2.97%
1Y
12.73%
3Y*
15.51%
5Y*
11.00%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MNDFX vs. FBLEX - Expense Ratio Comparison

MNDFX has a 0.54% expense ratio, which is higher than FBLEX's 0.01% expense ratio.


Return for Risk

MNDFX vs. FBLEX — Risk / Return Rank

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

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

FBLEX
FBLEX Risk / Return Rank: 4646
Overall Rank
FBLEX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 4848
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 5050
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.

MNDFX vs. FBLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Disciplined Value Series (MNDFX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.


MNDFXFBLEXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.91

+0.25

Sortino ratio

Return per unit of downside risk

1.65

1.32

+0.33

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.41

1.06

+0.35

Martin ratio

Return relative to average drawdown

5.63

4.92

+0.71

MNDFX vs. FBLEX - Sharpe Ratio Comparison

The current MNDFX Sharpe Ratio is 1.15, which is comparable to the FBLEX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of MNDFX and FBLEX, 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


MNDFXFBLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.91

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.75

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.64

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.69

-0.29

Correlation

The correlation between MNDFX and FBLEX is 0.93, 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

MNDFX vs. FBLEX - Dividend Comparison

MNDFX's dividend yield for the trailing twelve months is around 9.36%, less than FBLEX's 11.33% yield.


TTM20252024202320222021202020192018201720162015
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%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
11.33%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%

Drawdowns

MNDFX vs. FBLEX - Drawdown Comparison

The maximum MNDFX drawdown since its inception was -62.03%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for MNDFX and FBLEX.


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Drawdown Indicators


MNDFXFBLEXDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-39.73%

-22.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-11.55%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-19.00%

+1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

-39.73%

-22.30%

Current Drawdown

Current decline from peak

-5.55%

-6.89%

+1.34%

Average Drawdown

Average peak-to-trough decline

-12.11%

-3.86%

-8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.49%

+0.65%

Volatility

MNDFX vs. FBLEX - Volatility Comparison

The current volatility for Manning & Napier Disciplined Value Series (MNDFX) is 3.14%, while Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) has a volatility of 3.48%. This indicates that MNDFX experiences smaller price fluctuations and is considered to be less risky than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNDFXFBLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.48%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

7.78%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

15.13%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

14.78%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

17.39%

+4.28%