PMBIX vs. MCDWX
Compare and contrast key facts about PIMCO Total Return II Fund (PMBIX) and Manning & Napier Credit Series (MCDWX).
PMBIX is managed by PIMCO. It was launched on Dec 30, 1991. MCDWX is managed by Manning & Napier. It was launched on Apr 15, 2020.
Performance
PMBIX vs. MCDWX - Performance Comparison
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PMBIX vs. MCDWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PMBIX PIMCO Total Return II Fund | -0.52% | 8.18% | 2.55% | 6.45% | -14.65% | -1.46% | 4.54% |
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, PMBIX achieves a -0.52% return, which is significantly lower than MCDWX's -0.13% return.
PMBIX
- 1D
- 0.24%
- 1M
- -1.87%
- YTD
- -0.52%
- 6M
- 0.59%
- 1Y
- 3.95%
- 3Y*
- 4.38%
- 5Y*
- 0.39%
- 10Y*
- 2.20%
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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PMBIX vs. MCDWX - Expense Ratio Comparison
PMBIX has a 0.50% expense ratio, which is higher than MCDWX's 0.10% expense ratio.
Return for Risk
PMBIX vs. MCDWX — Risk / Return Rank
PMBIX
MCDWX
PMBIX vs. MCDWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return II Fund (PMBIX) 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.
| PMBIX | MCDWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.51 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.28 | 2.12 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.26 | -0.63 |
Martin ratioReturn relative to average drawdown | 4.88 | 8.14 | -3.26 |
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
| PMBIX | MCDWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.51 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.37 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.58 | +0.49 |
Correlation
The correlation between PMBIX and MCDWX is 0.89, 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
PMBIX vs. MCDWX - Dividend Comparison
PMBIX's dividend yield for the trailing twelve months is around 3.52%, less than MCDWX's 4.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMBIX PIMCO Total Return II Fund | 3.52% | 3.84% | 3.87% | 3.46% | 1.85% | 1.51% | 7.15% | 5.23% | 3.13% | 2.57% | 3.72% | 6.88% |
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% | 0.00% | 0.00% |
Drawdowns
PMBIX vs. MCDWX - Drawdown Comparison
The maximum PMBIX drawdown since its inception was -19.54%, which is greater than MCDWX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for PMBIX and MCDWX.
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Drawdown Indicators
| PMBIX | MCDWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.54% | -15.96% | -3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -2.20% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.51% | -15.96% | -3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -19.54% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -1.63% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -2.25% | -4.24% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.61% | +0.48% |
Volatility
PMBIX vs. MCDWX - Volatility Comparison
PIMCO Total Return II Fund (PMBIX) has a higher volatility of 1.92% compared to Manning & Napier Credit Series (MCDWX) at 1.42%. This indicates that PMBIX'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
| PMBIX | MCDWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 1.42% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 2.00% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 3.31% | +1.43% |
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 | 5.05% | 4.41% | +0.64% |