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

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

MAMEX Performance Chart

Mutual of America Mid-Cap Equity Index Fund (MAMEX) is up 15.3% since the beginning of the year. MAMEX is currently trading at $23 per share. Investors who bought $1,000 worth of MAMEX shares 5 years ago would now be looking at an investment worth $1,450.


Loading charts...

S&P 500 Index

Returns By Period

Mutual of America Mid-Cap Equity Index Fund (MAMEX) has returned 15.32% so far this year and 27.01% over the past 12 months.


Mutual of America Mid-Cap Equity Index Fund

1D
1.13%
1M
3.34%
YTD
15.32%
6M
12.85%
1Y
27.01%
3Y*
14.46%
5Y*
7.72%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAMEX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2020, MAMEX's average daily return is +0.68%, while the average monthly return is +11.32%. At this rate, an investment would double in approximately 0.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Sep 2020 with a return of +803.3%, while the worst month was Mar 2020 at -20.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MAMEX closed higher 51% of trading days. The best single day was Sep 25, 2020 with a return of +915.2%, while the worst single day was Mar 16, 2020 at -13.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.07%3.88%-6.15%7.87%2.43%1.89%15.32%
20255.93%-8.48%-3.21%-2.29%5.37%3.56%1.64%3.36%0.46%-1.09%2.17%0.65%7.40%
2024-1.69%5.92%5.59%-6.02%4.33%-2.12%5.80%-0.09%1.12%-0.73%8.78%-7.16%13.08%
20238.74%-1.84%-3.21%-0.82%-3.18%9.13%4.11%-2.91%-5.28%-6.70%8.49%8.63%13.99%
2022-7.13%1.07%1.40%-4.56%-1.97%-13.02%10.75%-8.59%9.72%6.11%-5.34%-13.59%
20213.60%4.73%4.55%5.88%-1.12%-1.53%0.41%1.85%-2.50%3.90%-0.32%2.15%23.35%

Benchmark Metrics

Mutual of America Mid-Cap Equity Index Fund has an annualized alpha of 335.35%, beta of 1.60, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.

  • This fund captured 95.63% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -153.22%) - a profile typical of hedging or uncorrelated assets.
  • R2 of 0.01 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
335.35%
Beta
1.60
0.01
Upside Capture
95.63%
Downside Capture
-153.22%

Expense Ratio

MAMEX has an expense ratio of 0.16%, which is considered low.


Return for Risk

Risk / Return Rank

MAMEX ranks 60 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MAMEX Risk / Return Rank: 6060
Overall Rank
MAMEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MAMEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
MAMEX Omega Ratio Rank: 4545
Omega Ratio Rank
MAMEX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MAMEX Martin Ratio Rank: 7575
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 Mid-Cap Equity Index Fund (MAMEX) 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.


MAMEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.45

2.78

+0.66

Martin ratioReturn relative to average drawdown

13.16

12.44

+0.73

Dividends

Dividend History

Mutual of America Mid-Cap Equity Index Fund provided a 10.28% dividend yield over the last twelve months, with an annual payout of $2.38 per share. The fund has been increasing its distributions for 2 consecutive years.


8.00%9.00%10.00%11.00%12.00%13.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$2.38$2.38$1.90$1.54$2.66$3.25

Dividend yield

10.28%11.85%9.07%7.67%14.01%12.96%

Monthly Dividends

The table displays the monthly dividend distributions for Mutual of America Mid-Cap Equity Index 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$0.15$0.00$0.00$0.00$0.08$0.00$2.15$2.38
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.00$1.60$1.90
2023$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$1.40$1.54
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.00$1.88$2.66
2021$3.25$3.25

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Mutual of America Mid-Cap Equity Index 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 Mid-Cap Equity Index Fund was 42.17%, occurring on Mar 23, 2020. Recovery took 129 trading sessions.

The current Mutual of America Mid-Cap Equity Index Fund drawdown is 0.39%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-42.17%Mar 2020
1mo 1d6mo 6d
7mo 7dFeb 2020 - Sep 2020
Bear market2022
-24.39%Jun 2022
7mo 1d1y 8mo
2y 3moNov 2021 - Feb 2024
2025 selloff2025
-24.11%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025
2026 pullback2026
-8.84%Mar 2026
27d18d
1mo 15dMar 2026 - Apr 2026
2024 pullback2024
-7.89%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


MAMEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.17%

-56.78%

+14.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

-9.10%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-24.11%

-18.90%

-5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-25.43%

+1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.39%

-1.80%

+1.41%

Average Drawdown

Average peak-to-trough decline

-7.44%

-10.71%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.03%

+0.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with MAMEX

Add Mutual of America Mid-Cap Equity Index 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 MAMEX