MNDFX vs. FLCOX
Compare and contrast key facts about Manning & Napier Disciplined Value Series (MNDFX) and Fidelity Large Cap Value Index Fund (FLCOX).
MNDFX is managed by Manning & Napier. It was launched on Nov 7, 2008. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
MNDFX vs. FLCOX - Performance Comparison
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MNDFX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNDFX Manning & Napier Disciplined Value Series | 6.65% | 15.76% | 11.60% | 5.64% | -4.22% | 22.45% | 2.44% | -28.95% | -4.30% | 22.40% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, MNDFX achieves a 6.65% return, which is significantly higher than FLCOX's 2.08% return.
MNDFX
- 1D
- 1.56%
- 1M
- -3.47%
- YTD
- 6.65%
- 6M
- 11.74%
- 1Y
- 20.08%
- 3Y*
- 13.51%
- 5Y*
- 8.94%
- 10Y*
- 4.94%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
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MNDFX vs. FLCOX - Expense Ratio Comparison
MNDFX has a 0.54% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
MNDFX vs. FLCOX — Risk / Return Rank
MNDFX
FLCOX
MNDFX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Disciplined Value Series (MNDFX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| MNDFX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.02 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.48 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.44 | +0.22 |
Martin ratioReturn relative to average drawdown | 6.61 | 6.76 | -0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MNDFX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.02 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.62 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.54 | -0.13 |
Correlation
The correlation between MNDFX and FLCOX is 0.94, 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. FLCOX - Dividend Comparison
MNDFX's dividend yield for the trailing twelve months is around 9.22%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNDFX Manning & Napier Disciplined Value Series | 9.22% | 9.64% | 10.46% | 7.81% | 9.77% | 7.31% | 1.93% | 5.18% | 15.02% | 24.95% | 4.89% | 15.83% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
MNDFX vs. FLCOX - Drawdown Comparison
The maximum MNDFX drawdown since its inception was -62.03%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for MNDFX and FLCOX.
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Drawdown Indicators
| MNDFX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -38.28% | -23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -11.81% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -19.00% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -62.03% | — | — |
Current DrawdownCurrent decline from peak | -4.07% | -4.82% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -12.11% | -4.52% | -7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.51% | +0.64% |
Volatility
MNDFX vs. FLCOX - Volatility Comparison
The current volatility for Manning & Napier Disciplined Value Series (MNDFX) is 3.59%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that MNDFX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MNDFX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 4.38% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 8.29% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 15.73% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 14.83% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 17.73% | +3.94% |