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MassMutual International Equity Fund (MIEDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US57629E3080

Issuer

MassMutual

Inception Date

Jan 31, 1995

Min. Investment

$0

Asset Class

Equity

Expense Ratio

MIEDX has a high expense ratio of 1.07%, indicating higher-than-average management fees.


Expense ratio chart for MIEDX: current value at 1.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.07%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
MIEDX vs. FDGRX
Popular comparisons:
MIEDX vs. FDGRX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MassMutual International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-6.52%
9.05%
MIEDX (MassMutual International Equity Fund)
Benchmark (^GSPC)

Returns By Period

MassMutual International Equity Fund had a return of 6.79% year-to-date (YTD) and 1.04% in the last 12 months. Over the past 10 years, MassMutual International Equity Fund had an annualized return of -2.78%, while the S&P 500 had an annualized return of 11.29%, indicating that MassMutual International Equity Fund did not perform as well as the benchmark.


MIEDX

YTD

6.79%

1M

5.97%

6M

-5.70%

1Y

1.04%

5Y*

-7.46%

10Y*

-2.78%

^GSPC (Benchmark)

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Monthly Returns

The table below presents the monthly returns of MIEDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.59%6.79%
2024-0.95%0.84%1.55%-3.17%4.84%-2.54%4.27%5.34%0.86%-6.31%-2.40%-7.15%-5.60%
20235.51%-2.67%2.75%4.74%-4.99%3.54%0.59%-3.28%-3.76%-2.39%6.97%3.44%9.94%
2022-2.51%-1.23%-1.25%-4.24%1.68%-7.19%4.19%-6.46%-7.03%4.34%11.41%-5.01%-14.02%
2021-2.59%1.06%3.15%3.36%3.94%-1.99%-0.29%0.87%-2.98%3.37%-5.47%-5.07%-3.20%
2020-1.77%-6.04%-13.03%8.55%5.84%4.60%4.64%2.44%-2.46%-4.97%13.27%-31.27%-25.39%
20197.04%3.02%0.69%5.23%-6.68%7.85%-0.73%-3.10%0.93%4.25%3.84%0.74%24.51%
20185.30%-4.21%-0.72%-0.07%0.07%-3.12%1.72%-1.69%-2.77%-9.78%-0.85%-8.62%-22.90%
20172.36%1.15%3.86%4.48%4.20%-1.32%2.52%0.69%2.36%2.01%0.51%1.01%26.43%
2016-5.00%-0.54%6.85%0.51%-0.51%-3.50%5.40%-0.25%0.84%-4.51%-3.50%1.06%-3.83%
20150.00%6.02%-1.92%4.16%1.18%-2.63%1.51%-7.28%-2.53%6.85%0.57%-5.57%-0.68%
2014-5.55%7.33%-0.39%0.71%1.03%-0.44%-4.02%0.80%-5.15%-0.77%2.10%-18.12%-22.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MIEDX is 8, meaning it’s performing worse than 92% 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.


The Risk-Adjusted Performance Rank of MIEDX is 88
Overall Rank
The Sharpe Ratio Rank of MIEDX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of MIEDX is 88
Sortino Ratio Rank
The Omega Ratio Rank of MIEDX is 77
Omega Ratio Rank
The Calmar Ratio Rank of MIEDX is 66
Calmar Ratio Rank
The Martin Ratio Rank of MIEDX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for MassMutual International Equity Fund (MIEDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MIEDX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.000.201.77
The chart of Sortino ratio for MIEDX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.000.352.39
The chart of Omega ratio for MIEDX, currently valued at 1.04, compared to the broader market1.002.003.004.001.041.32
The chart of Calmar ratio for MIEDX, currently valued at 0.04, compared to the broader market0.005.0010.0015.0020.000.042.66
The chart of Martin ratio for MIEDX, currently valued at 0.35, compared to the broader market0.0020.0040.0060.0080.000.3510.85
MIEDX
^GSPC

The current MassMutual International Equity Fund Sharpe ratio is 0.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of MassMutual International Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.20
1.77
MIEDX (MassMutual International Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

MassMutual International Equity Fund provided a 1.67% dividend yield over the last twelve months, with an annual payout of $0.14 per share.


0.50%1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.2020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.14$0.14$0.16$0.09$0.19$0.03$0.12$0.11$0.16$0.14$0.12$0.17

Dividend yield

1.67%1.78%1.91%1.14%2.12%0.27%0.90%1.01%1.13%1.24%1.07%1.40%

Monthly Dividends

The table displays the monthly dividend distributions for MassMutual International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2021$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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2014$0.17$0.17

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-50.28%
0
MIEDX (MassMutual International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the MassMutual International Equity 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 International Equity Fund was 75.53%, occurring on Mar 12, 2003. The portfolio has not yet recovered.

The current MassMutual International Equity Fund drawdown is 50.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.53%Mar 6, 2000754Mar 12, 2003
-35.05%Jul 21, 199855Oct 5, 1998304Dec 3, 1999359
-14.57%Oct 17, 199762Jan 12, 199850Mar 23, 1998112
-12.26%Oct 18, 1994113Mar 23, 1995278Apr 16, 1996391
-8.88%Dec 30, 19997Jan 7, 200017Feb 2, 200024

Volatility

Volatility Chart

The current MassMutual International Equity Fund volatility is 3.17%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.17%
3.19%
MIEDX (MassMutual International Equity Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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