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MNDFX vs. MNHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MNDFX vs. MNHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Disciplined Value Series (MNDFX) and Manning & Napier High Yield Bond I (MNHAX). The values are adjusted to include any dividend payments, if applicable.

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MNDFX vs. MNHAX - 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%
MNHAX
Manning & Napier High Yield Bond I
-1.67%6.90%9.29%13.49%-7.38%10.27%6.58%14.25%-0.98%8.68%

Returns By Period

In the year-to-date period, MNDFX achieves a 5.01% return, which is significantly higher than MNHAX's -1.67% return. Over the past 10 years, MNDFX has underperformed MNHAX with an annualized return of 4.78%, while MNHAX has yielded a comparatively higher 6.73% 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%

MNHAX

1D
0.32%
1M
-2.47%
YTD
-1.67%
6M
-0.40%
1Y
4.27%
3Y*
8.42%
5Y*
5.33%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MNDFX vs. MNHAX - Expense Ratio Comparison

MNDFX has a 0.54% expense ratio, which is lower than MNHAX's 0.66% expense ratio.


Return for Risk

MNDFX vs. MNHAX — 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

MNHAX
MNHAX Risk / Return Rank: 5353
Overall Rank
MNHAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MNHAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MNHAX Omega Ratio Rank: 6565
Omega Ratio Rank
MNHAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
MNHAX Martin Ratio Rank: 4242
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. MNHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Disciplined Value Series (MNDFX) and Manning & Napier High Yield Bond I (MNHAX). 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.


MNDFXMNHAXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.09

+0.06

Sortino ratio

Return per unit of downside risk

1.65

1.40

+0.25

Omega ratio

Gain probability vs. loss probability

1.25

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.41

1.10

+0.31

Martin ratio

Return relative to average drawdown

5.63

4.36

+1.27

MNDFX vs. MNHAX - Sharpe Ratio Comparison

The current MNDFX Sharpe Ratio is 1.15, which is comparable to the MNHAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of MNDFX and MNHAX, 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


MNDFXMNHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.09

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.37

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.63

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.65

-0.26

Correlation

The correlation between MNDFX and MNHAX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MNDFX vs. MNHAX - Dividend Comparison

MNDFX's dividend yield for the trailing twelve months is around 9.36%, more than MNHAX's 6.64% 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%
MNHAX
Manning & Napier High Yield Bond I
6.64%7.29%7.02%8.59%7.61%9.81%6.26%8.24%6.38%6.20%7.68%6.64%

Drawdowns

MNDFX vs. MNHAX - Drawdown Comparison

The maximum MNDFX drawdown since its inception was -62.03%, which is greater than MNHAX's maximum drawdown of -20.13%. Use the drawdown chart below to compare losses from any high point for MNDFX and MNHAX.


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Drawdown Indicators


MNDFXMNHAXDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-20.13%

-41.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-3.40%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-20.13%

+2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

-20.13%

-41.90%

Current Drawdown

Current decline from peak

-5.55%

-14.06%

+8.51%

Average Drawdown

Average peak-to-trough decline

-12.11%

-3.41%

-8.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

0.86%

+2.28%

Volatility

MNDFX vs. MNHAX - Volatility Comparison

Manning & Napier Disciplined Value Series (MNDFX) has a higher volatility of 3.14% compared to Manning & Napier High Yield Bond I (MNHAX) at 1.68%. This indicates that MNDFX's price experiences larger fluctuations and is considered to be riskier than MNHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNDFXMNHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

1.68%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

2.20%

+6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

3.74%

+12.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

14.41%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

10.69%

+10.98%