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MPSAX vs. MDVAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPSAX vs. MDVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Inflation-Protected and Income Fund (MPSAX) and MassMutual Diversified Bond Fund (MDVAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MPSAX achieves a 0.82% return, which is significantly lower than MDVAX's 2.59% return. Over the past 10 years, MPSAX has outperformed MDVAX with an annualized return of 3.37%, while MDVAX has yielded a comparatively lower 2.18% annualized return.


MPSAX

1D
0.11%
1M
0.32%
YTD
0.82%
6M
1.21%
1Y
2.77%
3Y*
2.93%
5Y*
2.72%
10Y*
3.37%

MDVAX

1D
0.00%
1M
0.84%
YTD
2.59%
6M
3.06%
1Y
7.64%
3Y*
5.91%
5Y*
0.17%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPSAX vs. MDVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPSAX
MassMutual Inflation-Protected and Income Fund
0.82%5.50%-0.02%4.93%-13.72%20.31%10.79%7.67%-1.86%2.86%
MDVAX
MassMutual Diversified Bond Fund
2.59%8.40%2.47%5.81%-17.01%1.95%8.08%10.12%-1.55%4.52%

Correlation

The correlation between MPSAX and MDVAX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2003

0.75

The correlation between MPSAX and MDVAX has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.

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Return for Risk

MPSAX vs. MDVAX — Risk / Return Rank

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

MPSAX
MPSAX Risk / Return Rank: 1313
Overall Rank
MPSAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MPSAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
MPSAX Omega Ratio Rank: 1010
Omega Ratio Rank
MPSAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MPSAX Martin Ratio Rank: 1313
Martin Ratio Rank

MDVAX
MDVAX Risk / Return Rank: 8383
Overall Rank
MDVAX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MDVAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
MDVAX Omega Ratio Rank: 8181
Omega Ratio Rank
MDVAX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MDVAX Martin Ratio Rank: 8484
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.

MPSAX vs. MDVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Inflation-Protected and Income Fund (MPSAX) and MassMutual Diversified Bond Fund (MDVAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MPSAXMDVAXDifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

1.15

1.49

-0.34

Calmar ratioReturn relative to maximum drawdown

1.42

3.46

-2.04

Martin ratioReturn relative to average drawdown

3.38

14.62

-11.24

MPSAX vs. MDVAX - Sharpe Ratio Comparison

The current MPSAX Sharpe Ratio is 0.85, which is lower than the MDVAX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of MPSAX and MDVAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MPSAX vs. MDVAX - Drawdown Comparison

The maximum MPSAX drawdown since its inception was -19.35%, smaller than the maximum MDVAX drawdown of -23.02%. Use the drawdown chart below to compare losses from any high point for MPSAX and MDVAX.


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Drawdown Indicators


MPSAXMDVAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.35%

-23.02%

+3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-2.21%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-4.01%

-5.44%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-23.02%

+3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-19.35%

-23.02%

+3.67%

Current Drawdown

Current decline from peak

-8.65%

-3.38%

-5.27%

Average Drawdown

Average peak-to-trough decline

-6.19%

-3.47%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.52%

+0.34%

Volatility

MPSAX vs. MDVAX - Volatility Comparison

MassMutual Inflation-Protected and Income Fund (MPSAX) has a higher volatility of 1.18% compared to MassMutual Diversified Bond Fund (MDVAX) at 0.78%. This indicates that MPSAX's price experiences larger fluctuations and is considered to be riskier than MDVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPSAXMDVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

0.78%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

2.15%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

3.18%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.76%

6.46%

+5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.97%

5.27%

+3.70%

MPSAX vs. MDVAX - Expense Ratio Comparison

MPSAX has a 1.02% expense ratio, which is lower than MDVAX's 1.07% expense ratio.


Dividends

MPSAX vs. MDVAX - Dividend Comparison

MPSAX's dividend yield for the trailing twelve months is around 3.43%, less than MDVAX's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
MDVAX
MassMutual Diversified Bond Fund
3.99%3.91%2.45%4.87%3.76%4.06%7.20%2.90%2.86%2.64%2.11%0.53%
MPSAX
MassMutual Inflation-Protected and Income Fund
3.43%3.51%1.44%2.47%3.34%18.54%5.13%1.59%2.68%2.34%2.23%0.61%

Frequently Asked Questions


MPSAX and MDVAX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPSAX has higher volatility (1.18%) compared to MDVAX (0.78%). In terms of maximum drawdown, MPSAX dropped -19.35% vs MDVAX's -23.02%.

MDVAX currently has the higher Sharpe Ratio (2.41 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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