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Inception Date
Nov 29, 2021
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MACHX Performance Chart

Mutual of America Composite Fund (MACHX) is up 5.8% since the beginning of the year. MACHX is currently trading at $23 per share. Investors who bought $1,000 worth of MACHX shares 5 years ago would now be looking at an investment worth $1,567.


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S&P 500 Index

Returns By Period

Mutual of America Composite Fund (MACHX) has returned 5.79% so far this year and 18.71% over the past 12 months.


Mutual of America Composite Fund

1D
-0.95%
1M
-0.09%
YTD
5.79%
6M
5.25%
1Y
18.71%
3Y*
16.17%
5Y*
9.40%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MACHX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2020, MACHX's average daily return is +0.66%, while the average monthly return is +11.60%. At this rate, an investment would double in approximately 0.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Sep 2020 with a return of +840.6%, while the worst month was Jun 2022 at -8.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MACHX closed higher 50% of trading days. The best single day was Sep 25, 2020 with a return of +906.3%, while the worst single day was Dec 13, 2024 at -7.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.67%1.55%-4.08%5.61%2.44%-1.25%5.79%
20252.81%-1.53%-1.41%0.25%4.23%4.03%1.65%1.49%3.20%1.83%0.64%0.45%18.88%
20241.12%2.05%2.94%-3.30%3.88%2.19%1.90%2.30%1.45%-0.88%4.49%-2.45%16.49%
20234.13%-2.42%2.48%0.94%-0.76%4.17%2.24%-1.51%-3.76%-1.87%6.05%4.54%14.56%
2022-2.97%-1.56%0.49%-2.85%-1.47%-8.43%3.82%-5.73%4.30%5.11%-3.15%-12.57%
20211.15%0.41%2.36%3.01%1.46%-0.00%1.68%1.09%-2.52%1.68%0.90%2.64%14.64%

Benchmark Metrics

Mutual of America Composite Fund has an annualized alpha of 346.66%, beta of 1.11, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.

  • This fund captured 59.97% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -263.80%) - a profile typical of hedging or uncorrelated assets.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
346.66%
Beta
1.11
0.00
Upside Capture
59.97%
Downside Capture
-263.80%

Expense Ratio

MACHX has an expense ratio of 0.54%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MACHX ranks 82 for risk / return — in the top 82% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MACHX Risk / Return Rank: 8282
Overall Rank
MACHX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MACHX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MACHX Omega Ratio Rank: 7676
Omega Ratio Rank
MACHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
MACHX Martin Ratio Rank: 9191
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Mutual of America Composite Fund (MACHX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MACHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.45

1.32

+0.13

Calmar ratioReturn relative to maximum drawdown

3.54

2.46

+1.08

Martin ratioReturn relative to average drawdown

16.92

10.92

+6.00

Dividends

Dividend History

Mutual of America Composite Fund provided a 10.16% dividend yield over the last twelve months, with an annual payout of $2.32 per share. The fund has been increasing its distributions for 4 consecutive years.


4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$2.32$2.54$1.64$1.13$1.09$0.77

Dividend yield

10.16%11.75%8.06%6.00%6.23%3.64%

Monthly Dividends

The table displays the monthly dividend distributions for Mutual of America Composite Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.12$0.00$2.20$2.54
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.00$1.53$1.64
2023$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.96$1.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.72$1.09
2021$0.77$0.77

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Mutual of America Composite Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Mutual of America Composite Fund was 21.24%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Mutual of America Composite Fund drawdown is 1.85%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.24%Mar 2020
1mo 2d4mo 14d
5mo 16dFeb 2020 - Aug 2020
Bear market2022
-18.57%Oct 2022
9mo 10d1y 3mo
2y 14dJan 2022 - Jan 2024
2025 selloff2025
-14.97%Apr 2025
3mo 26d3mo 14d
7mo 10dDec 2024 - Jul 2025
2026 pullback2026
-6.17%Mar 2026
1mo 2d16d
1mo 18dFeb 2026 - Apr 2026
2020 pullback2020
-5.25%Oct 2020
29d19d
1mo 18dSep 2020 - Nov 2020

Drawdown Indicators


MACHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.24%

-56.78%

+35.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-9.10%

+2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-14.97%

-18.90%

+3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.57%

-25.43%

+6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.85%

-3.21%

+1.36%

Average Drawdown

Average peak-to-trough decline

-4.14%

-10.71%

+6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

2.04%

-0.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MACHX

Add Mutual of America Composite Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MACHX