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Manning & Napier Disciplined Value Series Class S MDFSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MDFSX | Replication |
|---|---|---|
| Annualized growth | 9.7% | 11.1% |
| Annualized volatility | 14.3% | 14.1% |
| Sharpe ratio | 0.72 | 0.82 |
| Maximum drawdown | 17.9% | 15.7% |
| Replication fit (R²) | 0.95 · Tracking error 3.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model MDFSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 47.2% |
| VTV | Style · Value | 34.7% |
| XLI | Sector · Industrials | 8.0% |
| XLF | Sector · Financials | 5.2% |
| XLE | Sector · Energy | 4.9% |