MassMutual Diversified Value Fund (MDDAX)
The investment seeks to achieve long-term growth of capital and income by investing primarily in a diversified portfolio of equity securities of larger, well-established companies. The fund normally invests at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in stocks, securities convertible into stocks, and other securities, such as warrants and stock rights, whose value is based on stock prices. It typically invests most of its assets in securities of U.S. companies, but may invest up to 25% of its total assets in foreign securities and American Depositary Receipts ("ADRs"), including emerging market securities.
Fund Info
US57629U6331
Oct 15, 2004
$0
Large-Cap
Value
Expense Ratio
MDDAX has a high expense ratio of 1.12%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MassMutual Diversified Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
MassMutual Diversified Value Fund had a return of 6.28% year-to-date (YTD) and -12.40% in the last 12 months. Over the past 10 years, MassMutual Diversified Value Fund had an annualized return of -2.38%, while the S&P 500 had an annualized return of 11.29%, indicating that MassMutual Diversified Value Fund did not perform as well as the benchmark.
MDDAX
6.28%
2.21%
-20.75%
-12.40%
-1.10%
-2.38%
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of MDDAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.23% | 6.28% | |||||||||||
| 2024 | 0.78% | 3.11% | 6.36% | -4.33% | 3.12% | -1.12% | 5.89% | 2.36% | -21.02% | 0.10% | 6.67% | -14.40% | -15.63% |
| 2023 | 5.15% | -3.53% | -2.14% | 1.28% | -5.22% | 6.36% | 4.28% | -2.82% | -2.99% | -3.09% | 6.83% | 2.50% | 5.75% |
| 2022 | 0.08% | -0.31% | 1.65% | -5.09% | 2.84% | -8.45% | 4.92% | -1.89% | -8.97% | 12.61% | 6.38% | -13.72% | -12.23% |
| 2021 | -0.36% | 6.14% | 7.47% | 4.29% | 3.14% | -2.03% | -0.00% | 2.44% | -2.75% | 4.91% | -3.97% | -4.46% | 14.87% |
| 2020 | -3.19% | -10.25% | -16.58% | 10.36% | 3.02% | -0.21% | 3.04% | 3.26% | -2.86% | -1.83% | 13.96% | 3.97% | -1.14% |
| 2019 | 7.41% | 3.40% | -0.09% | 4.03% | -6.95% | 6.81% | 1.06% | -3.24% | 3.71% | 1.57% | 3.87% | -2.49% | 19.68% |
| 2018 | 5.16% | -4.32% | -2.88% | 0.72% | 0.48% | 0.16% | 4.50% | 1.74% | -0.07% | -5.80% | 2.45% | -22.86% | -21.65% |
| 2017 | 0.66% | 4.35% | -0.82% | 0.06% | -0.00% | 2.29% | 1.31% | -0.55% | 2.84% | 2.34% | 3.76% | -26.35% | -13.59% |
| 2016 | -6.58% | -0.53% | 6.92% | 1.50% | 1.68% | -0.97% | 3.13% | 0.95% | -0.67% | -1.55% | 6.70% | -1.83% | 8.30% |
| 2015 | -4.51% | 5.71% | -1.67% | 1.15% | 1.47% | -1.72% | 1.28% | -6.80% | -3.00% | 7.66% | 0.41% | -2.80% | -3.67% |
| 2014 | -3.99% | 4.54% | 1.91% | -0.07% | 1.59% | 2.49% | -1.73% | 3.90% | -1.70% | 1.66% | 2.32% | 0.14% | 11.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MDDAX is 1, meaning it’s performing worse than 99% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for MassMutual Diversified Value Fund (MDDAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
MassMutual Diversified Value Fund provided a 1.85% dividend yield over the last twelve months, with an annual payout of $0.19 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.19 | $0.19 | $0.19 | $0.19 | $0.17 | $0.19 | $0.21 | $0.20 | $0.32 | $0.27 | $0.17 | $0.21 |
Dividend yield | 1.85% | 1.97% | 1.69% | 1.70% | 1.34% | 1.64% | 1.78% | 2.00% | 2.49% | 1.77% | 1.22% | 1.40% |
Monthly Dividends
The table displays the monthly dividend distributions for MassMutual Diversified Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.03 | $0.19 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.13 | $0.17 |
| 2014 | $0.04 | $0.00 | $0.00 | $0.00 | $0.17 | $0.21 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the MassMutual Diversified Value 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 MassMutual Diversified Value Fund was 64.89%, occurring on Mar 9, 2009. Recovery took 1164 trading sessions.
The current MassMutual Diversified Value Fund drawdown is 35.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.89% | Jun 5, 2007 | 442 | Mar 9, 2009 | 1164 | Oct 22, 2013 | 1606 |
| -57.53% | Dec 13, 2017 | 571 | Mar 23, 2020 | — | — | — |
| -17.99% | Jun 24, 2015 | 161 | Feb 11, 2016 | 190 | Nov 10, 2016 | 351 |
| -8.52% | Sep 19, 2014 | 19 | Oct 15, 2014 | 16 | Nov 6, 2014 | 35 |
| -7.96% | May 8, 2006 | 26 | Jun 13, 2006 | 56 | Sep 1, 2006 | 82 |
Volatility
Volatility Chart
The current MassMutual Diversified Value Fund volatility is 2.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.