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MNDFX vs. MNBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MNDFX vs. MNBAX - Performance Comparison

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

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MNDFX vs. MNBAX - 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%
MNBAX
Manning & Napier Pro-Blend Extended Term Series
-6.16%10.01%7.16%13.16%-16.70%11.27%17.65%19.30%-4.31%14.90%

Returns By Period

In the year-to-date period, MNDFX achieves a 5.01% return, which is significantly higher than MNBAX's -6.16% return. Over the past 10 years, MNDFX has underperformed MNBAX with an annualized return of 4.78%, while MNBAX has yielded a comparatively higher 6.19% 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%

MNBAX

1D
0.39%
1M
-6.99%
YTD
-6.16%
6M
-3.55%
1Y
3.07%
3Y*
5.83%
5Y*
2.51%
10Y*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MNDFX vs. MNBAX - Expense Ratio Comparison

MNDFX has a 0.54% expense ratio, which is lower than MNBAX's 1.02% expense ratio.


Return for Risk

MNDFX vs. MNBAX — 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

MNBAX
MNBAX Risk / Return Rank: 1111
Overall Rank
MNBAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MNBAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MNBAX Omega Ratio Rank: 99
Omega Ratio Rank
MNBAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MNBAX Martin Ratio Rank: 1212
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. MNBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Disciplined Value Series (MNDFX) and Manning & Napier Pro-Blend Extended Term Series (MNBAX). 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.


MNDFXMNBAXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.30

+0.85

Sortino ratio

Return per unit of downside risk

1.65

0.50

+1.16

Omega ratio

Gain probability vs. loss probability

1.25

1.06

+0.18

Calmar ratio

Return relative to maximum drawdown

1.41

0.25

+1.16

Martin ratio

Return relative to average drawdown

5.63

1.05

+4.58

MNDFX vs. MNBAX - Sharpe Ratio Comparison

The current MNDFX Sharpe Ratio is 1.15, which is higher than the MNBAX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MNDFX and MNBAX, 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


MNDFXMNBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.30

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.27

+0.34

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

0.45

-0.05

Correlation

The correlation between MNDFX and MNBAX is 0.79, 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. MNBAX - Dividend Comparison

MNDFX's dividend yield for the trailing twelve months is around 9.36%, less than MNBAX's 10.81% 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%
MNBAX
Manning & Napier Pro-Blend Extended Term Series
10.81%10.14%4.23%1.81%3.68%5.12%6.49%4.49%5.73%6.53%1.15%2.05%

Drawdowns

MNDFX vs. MNBAX - Drawdown Comparison

The maximum MNDFX drawdown since its inception was -62.03%, which is greater than MNBAX's maximum drawdown of -39.62%. Use the drawdown chart below to compare losses from any high point for MNDFX and MNBAX.


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Drawdown Indicators


MNDFXMNBAXDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-39.62%

-22.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-9.23%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-21.95%

+4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

-21.95%

-40.08%

Current Drawdown

Current decline from peak

-5.55%

-8.87%

+3.32%

Average Drawdown

Average peak-to-trough decline

-12.11%

-6.68%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.17%

+0.97%

Volatility

MNDFX vs. MNBAX - Volatility Comparison

The current volatility for Manning & Napier Disciplined Value Series (MNDFX) is 3.14%, while Manning & Napier Pro-Blend Extended Term Series (MNBAX) has a volatility of 3.40%. This indicates that MNDFX experiences smaller price fluctuations and is considered to be less risky than MNBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNDFXMNBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.40%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

6.27%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

10.29%

+6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

9.38%

+5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

9.66%

+12.01%