- ISIN
- US57629R4992
- Issuer
- MassMutual
- Inception Date
- Feb 27, 1998
- Category
- S&P 500
- Min. Investment
- $0
- Index Tracked
- S&P 500 Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MIEYX Performance Chart
MM S&P 500 Index Fund (MIEYX) is up 9.0% since the beginning of the year. MIEYX is currently trading at $15 per share. Investors who bought $1,000 worth of MIEYX shares 5 years ago would now be looking at an investment worth $1,769.
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Returns By Period
MM S&P 500 Index Fund (MIEYX) has returned 9.02% so far this year and 20.05% over the past 12 months. Over the last decade, MIEYX has posted an annualized return of 13.94%, slightly higher than the S&P 500 Index benchmark’s 13.26%.
MM S&P 500 Index Fund
- 1D
- 1.60%
- 1M
- -0.65%
- 6M
- 7.56%
- YTD
- 9.02%
- 1Y
- 20.05%
- 3Y*
- 18.45%
- 5Y*
- 12.09%
- 10Y*
- 13.94%
- ALL TIME*
- 8.16%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
MIEYX Monthly Returns History
Based on dividend-adjusted daily data since Feb 27, 1998, MIEYX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Oct 2008 at -16.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, MIEYX closed higher 52% of trading days. The best single day was Dec 13, 2024 with a return of +30.3%, while the worst single day was Dec 16, 2024 at -22.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.36% | -0.78% | -4.98% | 10.41% | 5.22% | -0.97% | -0.85% | 9.02% | |||||
| 2025 | 2.71% | -1.32% | -5.70% | -0.75% | 6.32% | 5.02% | 2.22% | 1.98% | 3.62% | 2.24% | 0.24% | 0.01% | 17.27% |
| 2024 | 1.68% | 5.29% | 3.14% | -4.14% | 4.95% | 3.51% | 1.17% | 2.43% | 2.09% | -0.99% | 5.86% | -2.46% | 24.36% |
| 2023 | 6.22% | -2.52% | 3.65% | 1.54% | 0.36% | 6.55% | 3.24% | -1.64% | -4.86% | -2.10% | 9.07% | 4.59% | 25.76% |
| 2022 | -5.20% | -3.08% | 3.71% | -8.73% | 0.11% | -8.27% | 9.14% | -4.13% | -9.25% | 8.08% | 5.58% | -5.96% | -18.63% |
| 2021 | -1.04% | 2.72% | 4.37% | 5.28% | 0.64% | 2.29% | 2.34% | 3.03% | -4.71% | 6.98% | -0.75% | 4.36% | 28.02% |
Benchmark Metrics
MM S&P 500 Index Fund has an annualized alpha of 1.29%, beta of 1.00, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since February 27, 1998.
- With beta of 1.00 and R2 of 0.85, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.29%
- Beta
- 1.00
- R²
- 0.85
- Upside Capture
- 102.99%
- Downside Capture
- 98.41%
Expense Ratio
MIEYX has an expense ratio of 0.46%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MIEYX ranks 49 for risk / return — above 49% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for MM S&P 500 Index Fund (MIEYX) 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.
| MIEYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.00 | -0.01 |
| Martin ratioReturn relative to average drawdown | 8.51 | 8.49 | +0.02 |
Dividends
Dividend History
MM S&P 500 Index Fund provided a 16.17% dividend yield over the last twelve months, with an annual payout of $2.46 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.46 | $2.46 | $4.61 | $1.06 | $4.22 | $2.73 | $2.97 | $1.15 | $2.81 | $4.00 | $0.79 | $0.41 |
Dividend yield | 16.17% | 17.63% | 32.89% | 7.13% | 33.24% | 13.29% | 16.29% | 6.38% | 19.14% | 21.81% | 4.19% | 2.29% |
Monthly Dividends
The table displays the monthly dividend distributions for MM S&P 500 Index 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.46 | $2.46 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.61 | $4.61 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $1.06 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.22 | $4.22 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.73 | $2.73 |
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 MM S&P 500 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 MM S&P 500 Index Fund was 55.63%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.
The current MM S&P 500 Index Fund drawdown is 4.56%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-55.63%Mar 2009 | 1y 5mo | 3y 6mo | 4y 11moOct 2007 - Sep 2012 | Financial crisis2007–2009 |
-48.23%Oct 2002 | 2y 6mo | 4y 3mo | 6y 10moMar 2000 - Feb 2007 | Dot-com crash2000–2002 |
-36.63%Apr 2025 | 3mo 23d | — | 1y 7moDec 2024 - now | 2025 selloff2025 |
-33.74%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 | COVID crash2020 |
-32.52%Oct 2022 | 9mo 29d | 1y 5mo | 2y 3moDec 2021 - Mar 2024 | Bear market2022 |
Drawdown Indicators
| MIEYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.63% | -56.78% | +1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -9.10% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -36.63% | -18.90% | -17.73% |
Max Drawdown (5Y)Largest decline over 5 years | -36.63% | -25.43% | -11.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.63% | -33.92% | -2.71% |
Current DrawdownCurrent decline from peak | -4.56% | -1.58% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -12.52% | -10.70% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.14% | -0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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