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TIBDX vs. MDVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIBDX vs. MDVAX - Performance Comparison

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

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TIBDX vs. MDVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIBDX
TIAA-CREF Core Bond Fund
-0.48%7.38%1.95%5.63%-13.68%-0.95%8.10%9.57%-0.64%4.48%
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, TIBDX achieves a -0.48% return, which is significantly lower than MDVAX's -0.09% return. Both investments have delivered pretty close results over the past 10 years, with TIBDX having a 2.01% annualized return and MDVAX not far ahead at 2.08%.


TIBDX

1D
0.22%
1M
-1.82%
YTD
-0.48%
6M
0.41%
1Y
3.86%
3Y*
3.70%
5Y*
0.18%
10Y*
2.01%

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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TIBDX vs. MDVAX - Expense Ratio Comparison

TIBDX has a 0.29% expense ratio, which is lower than MDVAX's 1.07% expense ratio.


Return for Risk

TIBDX vs. MDVAX — Risk / Return Rank

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

TIBDX
TIBDX Risk / Return Rank: 4949
Overall Rank
TIBDX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 4343
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 3434
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 6969
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 5151
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.

TIBDX vs. MDVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Bond Fund (TIBDX) 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.


TIBDXMDVAXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.46

-0.48

Sortino ratio

Return per unit of downside risk

1.38

2.10

-0.72

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.73

2.05

-0.32

Martin ratio

Return relative to average drawdown

5.37

7.79

-2.42

TIBDX vs. MDVAX - Sharpe Ratio Comparison

The current TIBDX Sharpe Ratio is 0.98, which is lower than the MDVAX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of TIBDX 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


TIBDXMDVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.46

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.01

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.40

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.69

+0.26

Correlation

The correlation between TIBDX and MDVAX 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

TIBDX vs. MDVAX - Dividend Comparison

TIBDX's dividend yield for the trailing twelve months is around 4.03%, more than MDVAX's 3.59% yield.


TTM20252024202320222021202020192018201720162015
TIBDX
TIAA-CREF Core Bond Fund
4.03%4.34%3.60%3.22%2.44%2.39%4.45%3.09%2.88%2.93%3.80%4.68%
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

TIBDX vs. MDVAX - Drawdown Comparison

The maximum TIBDX drawdown since its inception was -18.82%, smaller than the maximum MDVAX drawdown of -23.02%. Use the drawdown chart below to compare losses from any high point for TIBDX and MDVAX.


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Drawdown Indicators


TIBDXMDVAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-23.02%

+4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-3.00%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-23.02%

+4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-18.82%

-23.02%

+4.20%

Current Drawdown

Current decline from peak

-2.34%

-5.91%

+3.57%

Average Drawdown

Average peak-to-trough decline

-2.31%

-3.46%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.79%

+0.17%

Volatility

TIBDX vs. MDVAX - Volatility Comparison

TIAA-CREF Core Bond Fund (TIBDX) has a higher volatility of 1.54% compared to MassMutual Diversified Bond Fund (MDVAX) at 1.02%. This indicates that TIBDX'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


TIBDXMDVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.02%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

1.99%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

3.86%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

6.45%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

5.26%

-0.55%