- Issuer
- Mutual of America
- Inception Date
- Nov 29, 2021
- Category
- Target Retirement Date
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MURMX Performance Chart
Mutual of America 2045 Retirement Fund (MURMX) is up 9.4% since the beginning of the year. MURMX is currently trading at $16 per share. Investors who bought $1,000 worth of MURMX shares 5 years ago would now be looking at an investment worth $1,458.
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Compare this symbol against anything
Returns By Period
Mutual of America 2045 Retirement Fund (MURMX) has returned 9.44% so far this year and 19.52% over the past 12 months.
Mutual of America 2045 Retirement Fund
- 1D
- 1.66%
- 1M
- 0.00%
- 6M
- 6.09%
- YTD
- 9.44%
- 1Y
- 19.52%
- 3Y*
- 14.22%
- 5Y*
- 7.84%
- 10Y*
- —
- ALL TIME*
- 53.21%
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%
MURMX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2020, MURMX's average daily return is +0.65%, while the average monthly return is +11.24%. At this rate, an investment would double in approximately 0.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Sep 2020 with a return of +822.8%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MURMX closed higher 51% of trading days. The best single day was Sep 25, 2020 with a return of +910.2%, while the worst single day was Mar 16, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.16% | 1.40% | -5.79% | 7.41% | 3.11% | 0.70% | -0.42% | 9.44% | |||||
| 2025 | 4.41% | -4.22% | -0.92% | 0.36% | 4.50% | 3.84% | 0.93% | 2.70% | 2.50% | 1.13% | 0.62% | 0.94% | 17.76% |
| 2024 | 0.37% | 3.87% | 3.30% | -3.82% | 4.40% | 0.14% | 2.49% | 1.82% | 1.32% | -1.89% | 4.58% | -3.10% | 13.85% |
| 2023 | 6.29% | -2.29% | 1.69% | 1.03% | -1.34% | 4.94% | 2.88% | -2.06% | -3.99% | -4.78% | 7.83% | 5.20% | 15.43% |
| 2022 | -4.82% | -1.58% | 1.27% | -4.95% | -1.73% | -10.73% | 5.85% | -7.62% | 5.88% | 6.44% | -3.86% | -16.20% | |
| 2021 | 2.03% | 2.20% | 2.69% | 4.71% | 0.31% | 0.12% | 1.43% | 1.66% | -2.77% | 1.67% | -0.24% | 2.51% | 17.37% |
Benchmark Metrics
Mutual of America 2045 Retirement Fund has an annualized alpha of 325.97%, beta of 1.37, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.
- This fund captured 76.15% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -195.46%) - 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
- 325.97%
- Beta
- 1.37
- R²
- 0.01
- Upside Capture
- 76.15%
- Downside Capture
- -195.46%
Expense Ratio
MURMX has an expense ratio of 0.08%, which is considered low.
Return for Risk
Risk / Return Rank
MURMX ranks 72 for risk / return — above 72% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Mutual of America 2045 Retirement Fund (MURMX) 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.
| MURMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.00 | +0.39 |
| Martin ratioReturn relative to average drawdown | 10.97 | 8.49 | +2.48 |
Dividends
Dividend History
Mutual of America 2045 Retirement Fund provided a 8.13% dividend yield over the last twelve months, with an annual payout of $1.34 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.34 | $1.34 | $1.15 | $0.39 | $1.43 | $0.75 |
Dividend yield | 8.13% | 8.79% | 8.17% | 2.95% | 11.94% | 4.69% |
Monthly Dividends
The table displays the monthly dividend distributions for Mutual of America 2045 Retirement 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 | $0.14 | $0.00 | $0.14 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $1.13 | $1.34 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.75 | $1.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.82 | $0.00 | $0.61 | $1.43 | |
| 2021 | $0.75 | $0.75 |
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 Mutual of America 2045 Retirement 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 2045 Retirement Fund was 32.65%, occurring on Mar 23, 2020. Recovery took 129 trading sessions.
The current Mutual of America 2045 Retirement Fund drawdown is 0.66%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.65%Mar 2020 | 1mo 1d | 6mo 6d | 7mo 7dFeb 2020 - Sep 2020 | COVID crash2020 |
-23.56%Oct 2022 | 9mo 10d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 | Bear market2022 |
-14.67%Apr 2025 | 1mo 19d | 1mo 29d | 3mo 18dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-8.34%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 | — |
-7.46%Jan 2021 | 14d | 2mo 6d | 2mo 20dDec 2020 - Mar 2021 | — |
Drawdown Indicators
| MURMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.65% | -56.78% | +24.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -9.10% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -14.67% | -18.90% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -25.43% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.66% | -1.58% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -10.70% | +5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.14% | -0.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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