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 above-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
Loading data...
Returns By Period
MassMutual Diversified Value Fund (MDDAX) returned 1.67% year-to-date (YTD) and 10.77% over the past 12 months. Over the past 10 years, MDDAX returned 8.73% annually, underperforming the S&P 500 benchmark at 10.85%.
MDDAX
1.67%
2.75%
-5.49%
10.77%
8.30%
14.07%
8.73%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
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% | 0.70% | -2.37% | -4.35% | 2.75% | 1.67% | |||||||
| 2024 | 0.78% | 3.11% | 6.36% | -4.33% | 3.13% | -1.12% | 5.89% | 2.36% | 0.55% | 0.10% | 6.67% | -7.04% | 16.63% |
| 2023 | 5.15% | -3.53% | -2.14% | 1.27% | -5.22% | 6.36% | 4.28% | -2.82% | -2.99% | -3.09% | 6.83% | 5.62% | 8.97% |
| 2022 | 0.08% | -0.31% | 1.65% | -5.09% | 2.84% | -8.45% | 4.92% | -1.89% | -8.97% | 12.61% | 6.38% | -4.34% | -2.70% |
| 2021 | -0.35% | 6.14% | 7.47% | 4.29% | 3.14% | -2.03% | 0.00% | 2.44% | -2.75% | 4.91% | -3.97% | 6.52% | 28.07% |
| 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% | 3.86% | 2.41% | 25.69% |
| 2018 | 5.16% | -4.32% | -2.88% | 0.72% | 0.48% | 0.16% | 4.50% | 1.74% | -0.07% | -5.80% | 2.45% | -10.29% | -8.88% |
| 2017 | 0.66% | 4.35% | -0.82% | 0.06% | -0.00% | 2.29% | 1.31% | -0.55% | 2.84% | 2.34% | 3.76% | 1.26% | 18.80% |
| 2016 | -6.58% | -0.53% | 6.92% | 1.49% | 1.68% | -0.96% | 3.13% | 0.95% | -0.67% | -1.55% | 6.70% | 2.25% | 12.81% |
| 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 | -3.98% | 4.53% | 1.91% | -0.07% | 1.59% | 2.49% | -1.73% | 3.90% | -1.70% | 1.66% | 2.32% | 0.15% | 11.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MDDAX is 53, indicating average performance compared to other mutual funds on our website. Here’s 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.
Loading data...
Dividends
Dividend History
MassMutual Diversified Value Fund provided a 39.67% dividend yield over the last twelve months, with an annual payout of $3.86 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.86 | $3.86 | $0.53 | $1.42 | $1.62 | $0.19 | $0.78 | $1.87 | $5.05 | $0.90 | $0.17 | $0.21 |
Dividend yield | 39.67% | 40.33% | 4.62% | 12.85% | 12.66% | 1.64% | 6.73% | 18.93% | 39.55% | 5.94% | 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 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.98 | $0.00 | $0.00 | $0.88 | $3.86 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.42 | $1.42 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.62 | $1.62 |
| 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 | $0.78 | $0.78 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.87 | $1.87 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.05 | $5.05 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 | $0.90 |
| 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.
Loading data...
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 63.45%, occurring on Mar 9, 2009. Recovery took 1093 trading sessions.
The current MassMutual Diversified Value Fund drawdown is 5.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.45% | Jun 5, 2007 | 442 | Mar 9, 2009 | 1093 | Jul 12, 2013 | 1535 |
| -38.72% | Jan 21, 2020 | 44 | Mar 23, 2020 | 201 | Jan 7, 2021 | 245 |
| -20.12% | Jan 29, 2018 | 229 | Dec 24, 2018 | 212 | Oct 28, 2019 | 441 |
| -18.04% | Jan 18, 2022 | 178 | Sep 30, 2022 | 302 | Dec 13, 2023 | 480 |
| -17.99% | Jun 24, 2015 | 161 | Feb 11, 2016 | 190 | Nov 10, 2016 | 351 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...