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PINCX vs. MDVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PINCX vs. MDVAX - Performance Comparison

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

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PINCX vs. MDVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PINCX
Putnam Income Fund
0.01%7.51%2.59%4.79%-12.96%-5.39%7.06%11.19%0.46%5.83%
MDVAX
MassMutual Diversified Bond Fund
-0.09%8.40%2.47%5.81%-17.01%1.95%8.08%10.12%-1.55%4.52%

Returns By Period

In the year-to-date period, PINCX achieves a 0.01% return, which is significantly higher than MDVAX's -0.09% return. Both investments have delivered pretty close results over the past 10 years, with PINCX having a 2.13% annualized return and MDVAX not far behind at 2.08%.


PINCX

1D
0.20%
1M
-1.39%
YTD
0.01%
6M
1.08%
1Y
4.37%
3Y*
4.31%
5Y*
-0.56%
10Y*
2.13%

MDVAX

1D
0.36%
1M
-1.52%
YTD
-0.09%
6M
0.64%
1Y
5.04%
3Y*
4.73%
5Y*
0.08%
10Y*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PINCX vs. MDVAX - Expense Ratio Comparison

PINCX has a 0.73% expense ratio, which is lower than MDVAX's 1.07% expense ratio.


Return for Risk

PINCX vs. MDVAX — Risk / Return Rank

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

PINCX
PINCX Risk / Return Rank: 5757
Overall Rank
PINCX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PINCX Sortino Ratio Rank: 5858
Sortino Ratio Rank
PINCX Omega Ratio Rank: 4949
Omega Ratio Rank
PINCX Calmar Ratio Rank: 6969
Calmar Ratio Rank
PINCX Martin Ratio Rank: 5252
Martin Ratio Rank

MDVAX
MDVAX Risk / Return Rank: 7373
Overall Rank
MDVAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MDVAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
MDVAX Omega Ratio Rank: 6666
Omega Ratio Rank
MDVAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
MDVAX Martin Ratio Rank: 7171
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.

PINCX vs. MDVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Income Fund (PINCX) 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.


PINCXMDVAXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.46

-0.32

Sortino ratio

Return per unit of downside risk

1.63

2.10

-0.47

Omega ratio

Gain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratio

Return relative to maximum drawdown

1.74

2.05

-0.31

Martin ratio

Return relative to average drawdown

5.58

7.79

-2.21

PINCX vs. MDVAX - Sharpe Ratio Comparison

The current PINCX Sharpe Ratio is 1.14, which is comparable to the MDVAX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of PINCX and MDVAX, 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


PINCXMDVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.46

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.01

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.40

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.69

+0.07

Correlation

The correlation between PINCX and MDVAX is 0.77, 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

PINCX vs. MDVAX - Dividend Comparison

PINCX's dividend yield for the trailing twelve months is around 4.50%, more than MDVAX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
PINCX
Putnam Income Fund
4.50%4.63%8.70%7.35%7.70%2.15%5.46%4.65%3.57%3.46%3.21%3.03%
MDVAX
MassMutual Diversified Bond Fund
3.59%3.91%2.45%4.87%3.76%4.06%7.20%2.90%2.86%2.64%2.11%0.53%

Drawdowns

PINCX vs. MDVAX - Drawdown Comparison

The maximum PINCX drawdown since its inception was -30.57%, which is greater than MDVAX's maximum drawdown of -23.02%. Use the drawdown chart below to compare losses from any high point for PINCX and MDVAX.


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Drawdown Indicators


PINCXMDVAXDifference

Max Drawdown

Largest peak-to-trough decline

-30.57%

-23.02%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-3.00%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.78%

-23.02%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-22.16%

-23.02%

+0.86%

Current Drawdown

Current decline from peak

-4.82%

-5.91%

+1.09%

Average Drawdown

Average peak-to-trough decline

-4.33%

-3.46%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.79%

+0.07%

Volatility

PINCX vs. MDVAX - Volatility Comparison

Putnam Income Fund (PINCX) has a higher volatility of 1.45% compared to MassMutual Diversified Bond Fund (MDVAX) at 1.02%. This indicates that PINCX'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


PINCXMDVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.02%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

1.99%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

3.86%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

6.45%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

5.26%

0.00%