MXBIX vs. MCDWX
Compare and contrast key facts about Great-West Bond Index Fund (MXBIX) and Manning & Napier Credit Series (MCDWX).
MXBIX is managed by Great-West. It was launched on Dec 1, 1992. MCDWX is managed by Manning & Napier. It was launched on Apr 15, 2020.
Performance
MXBIX vs. MCDWX - Performance Comparison
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MXBIX vs. MCDWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 2.60% |
MCDWX Manning & Napier Credit Series | -0.13% | 7.57% | 4.13% | 7.31% | -11.13% | 0.01% | 8.77% |
Returns By Period
In the year-to-date period, MXBIX achieves a -0.08% return, which is significantly higher than MCDWX's -0.13% return.
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
MCDWX
- 1D
- 0.22%
- 1M
- -1.30%
- YTD
- -0.13%
- 6M
- 0.99%
- 1Y
- 4.63%
- 3Y*
- 5.27%
- 5Y*
- 1.72%
- 10Y*
- —
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MXBIX vs. MCDWX - Expense Ratio Comparison
MXBIX has a 0.50% expense ratio, which is higher than MCDWX's 0.10% expense ratio.
Return for Risk
MXBIX vs. MCDWX — Risk / Return Rank
MXBIX
MCDWX
MXBIX vs. MCDWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Bond Index Fund (MXBIX) and Manning & Napier Credit Series (MCDWX). 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.
| MXBIX | MCDWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.51 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.34 | 2.12 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.26 | -0.71 |
Martin ratioReturn relative to average drawdown | 4.48 | 8.14 | -3.66 |
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
| MXBIX | MCDWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.51 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.37 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.58 | -0.49 |
Correlation
The correlation between MXBIX and MCDWX is 0.86, 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
MXBIX vs. MCDWX - Dividend Comparison
MXBIX's dividend yield for the trailing twelve months is around 2.78%, less than MCDWX's 4.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
MCDWX Manning & Napier Credit Series | 4.43% | 4.83% | 4.41% | 4.48% | 3.25% | 4.45% | 2.57% | 0.00% | 0.00% | 0.00% |
Drawdowns
MXBIX vs. MCDWX - Drawdown Comparison
The maximum MXBIX drawdown since its inception was -19.74%, which is greater than MCDWX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for MXBIX and MCDWX.
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Drawdown Indicators
| MXBIX | MCDWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.74% | -15.96% | -3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -2.20% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.70% | -15.96% | -2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | — | — |
Current DrawdownCurrent decline from peak | -5.63% | -1.63% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -4.24% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.61% | +0.35% |
Volatility
MXBIX vs. MCDWX - Volatility Comparison
Great-West Bond Index Fund (MXBIX) has a higher volatility of 1.54% compared to Manning & Napier Credit Series (MCDWX) at 1.42%. This indicates that MXBIX's price experiences larger fluctuations and is considered to be riskier than MCDWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBIX | MCDWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 1.42% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 2.00% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 3.31% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 4.62% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 4.41% | +0.51% |